Expedia Correlations

EXPE Stock

USD 178.99 4.57 2.49%

The current 90-days correlation between Expedia Group and Booking Holdings is 0.58 (i.e., Very weak diversification). The correlation of Expedia is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Expedia Correlation With Market

Poor diversification

The correlation between Expedia Group and DJI is 0.65 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Expedia Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Expedia Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Expedia Group. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey.

Moving together with Expedia Stock

0.9	H	Hyatt Hotels	Pair Corr
0.81	BH	Biglari Holdings	Pair Corr
0.7	DKNG	DraftKings	Pair Corr
0.71	WING	Wingstop	Pair Corr
0.81	WYNN	Wynn Resorts Limited Sell-off Trend	Pair Corr
0.81	FLUT	Flutter Entertainment plc	Pair Corr
0.72	BDL	Flanigans Enterprises	Pair Corr
0.87	BYD	Boyd Gaming Earnings Call This Week	Pair Corr
0.68	CHH	Choice Hotels Intern	Pair Corr
0.75	CMG	Chipotle Mexican Grill Earnings Call This Week	Pair Corr
0.86	CSV	Carriage Services	Pair Corr
0.87	CUK	Carnival Plc ADS	Pair Corr
0.62	CZR	Caesars Entertainment	Pair Corr
0.69	DIN	Dine Brands Global	Pair Corr
0.64	DRI	Darden Restaurants	Pair Corr
0.9	HLT	Hilton Worldwide Holdings Earnings Call This Week	Pair Corr
0.76	IHG	InterContinental Hotels	Pair Corr
0.88	MAR	Marriott International	Pair Corr
0.77	XPOF	Xponential Fitness	Pair Corr
0.87	RRR	Red Rock Resorts Earnings Call This Week	Pair Corr
0.75	KRUS	Kura Sushi USA	Pair Corr
0.91	LIND	Lindblad Expeditions	Pair Corr
0.66	LOCO	El Pollo Loco	Pair Corr

Moving against Expedia Stock

0.73	EJH	E Home Household	Pair Corr
0.67	BTBDW	BT Brands Warrant	Pair Corr
0.61	SG	Sweetgreen	Pair Corr
0.53	DNUT	Krispy Kreme	Pair Corr
0.44	MCD	McDonalds	Pair Corr
0.38	FWRG	First Watch Restaurant	Pair Corr
0.77	ZSPC	zSpace, Common stock	Pair Corr
0.69	WEN	The Wendys	Pair Corr
0.61	SDOT	Sadot Group	Pair Corr
0.52	TWNP	Twin Hospitality Symbol Change	Pair Corr
0.33	NDLS	Noodles Company	Pair Corr

Related Correlations Analysis

	BKNG	TRIP	ABNB	RCL	NCLH	MAR	WYNN	HLT
BKNG		0.7	0.88	0.91	0.78	0.94	0.81	0.96	BKNG
TRIP	0.7		0.71	0.77	0.84	0.8	0.9	0.82	TRIP
ABNB	0.88	0.71		0.81	0.77	0.92	0.75	0.89	ABNB
RCL	0.91	0.77	0.81		0.94	0.88	0.89	0.94	RCL
NCLH	0.78	0.84	0.77	0.94		0.82	0.9	0.88	NCLH
MAR	0.94	0.8	0.92	0.88	0.82		0.89	0.98	MAR
WYNN	0.81	0.9	0.75	0.89	0.9	0.89		0.92	WYNN
HLT	0.96	0.82	0.89	0.94	0.88	0.98	0.92		HLT
	BKNG	TRIP	ABNB	RCL	NCLH	MAR	WYNN	HLT

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Risk-Adjusted Indicators

There is a big difference between Expedia Stock performing well and Expedia Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Expedia's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
BKNG	1.13	0.20	0.14	0.32	1.07	(1.26)	2.79	(1.80)	6.87
TRIP	2.47	0.40	0.16	0.33	2.68	(2.84)	6.28	(5.00)	19.86
ABNB	1.45	0.03	0.04	0.14	1.76	(1.55)	2.93	(2.84)	9.13
RCL	1.68	0.57	0.28	0.46	1.72	(2.01)	4.16	(1.90)	9.96
NCLH	2.26	0.13	0.07	0.19	2.97	(2.21)	5.16	(5.02)	13.42
MAR	1.26	0.10	0.09	0.20	1.29	(1.51)	2.81	(2.49)	8.55
WYNN	1.62	0.45	0.27	0.48	1.40	(1.97)	3.12	(3.03)	11.59
HLT	1.19	0.20	0.16	0.28	1.10	(1.39)	3.11	(2.63)	6.54

Expedia Corporate Management

Michael Gulmann	SVP Product	Profile
Lance Soliday	Chief Accounting Officer, Controller and VP	Profile
Scott Schenkel	Chief Officer	Profile
Archana Singh	Chief Officer	Profile

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