Farmer Bros Correlations

FARM Stock

USD 1.91 0.14 6.83%

The current 90-days correlation between Farmer Bros and Bridgford Foods is -0.01 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Farmer Bros moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Farmer Bros Co moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Farmer Bros Correlation With Market

Modest diversification

The correlation between Farmer Bros Co and DJI is 0.2 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Farmer Bros Co and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Farmer Bros Co. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area.

Moving together with Farmer Stock

0.72	K	Kellanova Sell-off Trend	Pair Corr
0.77	PM	Philip Morris Intern	Pair Corr
0.66	DOLE	Dole PLC	Pair Corr
0.66	BUD	Anheuser Busch Inbev	Pair Corr
0.63	DDC	DDC Enterprise	Pair Corr
0.77	HSY	Hershey	Pair Corr
0.68	JVA	Coffee Holding	Pair Corr
0.74	KLG	WK Kellogg	Pair Corr
0.79	MKC	McCormick Company	Pair Corr
0.76	PPC	Pilgrims Pride Corp	Pair Corr

Moving against Farmer Stock

0.78	LW	Lamb Weston Holdings Sell-off Trend	Pair Corr
0.72	VITL	Vital Farms Sell-off Trend	Pair Corr
0.69	FRPT	Freshpet	Pair Corr
0.56	FDP	Fresh Del Monte	Pair Corr
0.55	EDBL	Edible Garden AG	Pair Corr
0.44	ADM	Archer Daniels Midland	Pair Corr
0.43	BON	Bon Natural Life	Pair Corr
0.41	BG	Bunge Limited	Pair Corr
0.4	FAMI	Farmmi Inc	Pair Corr
0.53	SAM	Boston Beer	Pair Corr
0.51	HRL	Hormel Foods	Pair Corr
0.49	THS	Treehouse Foods	Pair Corr
0.47	TWG	Top Wealth Group	Pair Corr
0.43	LSF	Laird Superfood	Pair Corr
0.42	FLO	Flowers Foods	Pair Corr
0.35	STZ	Constellation Brands Earnings Call This Week	Pair Corr

Related Correlations Analysis

	BRID	SENEA	LWAY	SSMTF	JJSF	ARZTY	JVA	LANC	RGF	SENEB
BRID		-0.59	-0.47	0.0	0.34	-0.53	0.24	0.03	0.83	-0.65	BRID
SENEA	-0.59		0.03	0.0	-0.3	0.81	0.34	0.39	-0.67	0.69	SENEA
LWAY	-0.47	0.03		0.0	0.17	-0.14	-0.76	-0.59	-0.16	0.01	LWAY
SSMTF	0.0	0.0	0.0		0.0	0.0	0.0	0.0	0.0	0.0	SSMTF
JJSF	0.34	-0.3	0.17	0.0		-0.52	-0.34	-0.58	0.32	-0.52	JJSF
ARZTY	-0.53	0.81	-0.14	0.0	-0.52		0.53	0.53	-0.63	0.64	ARZTY
JVA	0.24	0.34	-0.76	0.0	-0.34	0.53		0.8	-0.09	0.14	JVA
LANC	0.03	0.39	-0.59	0.0	-0.58	0.53	0.8		-0.27	0.27	LANC
RGF	0.83	-0.67	-0.16	0.0	0.32	-0.63	-0.09	-0.27		-0.57	RGF
SENEB	-0.65	0.69	0.01	0.0	-0.52	0.64	0.14	0.27	-0.57		SENEB
	BRID	SENEA	LWAY	SSMTF	JJSF	ARZTY	JVA	LANC	RGF	SENEB

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

RGF	+ 0.83	BRID
ARZTY	+ 0.81	SENEA
LANC	+ 0.8	JVA
SENEB	+ 0.69	SENEA
SENEB	+ 0.64	ARZTY
JVA	+ 0.53	ARZTY

High negative correlations

JVA	- 0.76	LWAY
RGF	- 0.67	SENEA
SENEB	- 0.65	BRID
RGF	- 0.63	ARZTY
LANC	- 0.59	LWAY
SENEA	- 0.59	BRID

Risk-Adjusted Indicators

There is a big difference between Farmer Stock performing well and Farmer Bros 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 Farmer Bros' 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
BRID	1.33	(0.39)	0.00	16.56	0.00	0.00	2.44	(2.85)	9.88
SENEA	1.32	0.17	0.17	0.61	1.56	(1.42)	3.55	(2.80)	7.38
LWAY	1.57	0.15	0.12	0.12	1.86	(1.80)	3.56	(3.29)	16.44
SSMTF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
JJSF	1.31	(0.23)	0.00	1.41	0.00	0.00	2.51	(3.31)	9.16
ARZTY	1.97	0.49	0.08	2.16	2.25	(9.75)	8.57	(3.49)	29.46
JVA	6.00	0.46	0.04	0.10	7.78	(7.01)	12.15	(11.29)	49.91
LANC	1.22	0.10	0.15	0.43	1.47	(1.23)	2.70	(2.50)	11.71
RGF	19.02	4.67	0.16	0.82	20.64	(25.03)	19.48	(59.68)	585.00
SENEB	2.13	0.66	0.26	18.79	1.65	(3.42)	7.46	(3.85)	18.07

Farmer Bros Corporate Management

Jared Vitemb	General VP	Profile
Matthew Coffman	Principal VP	Profile
Deverl II	CEO Pres	Profile
Brad Bollner	Interim Officer	Profile
Vance Fisher	Chief Officer	Profile
Jerry Walsh	Sr DSD	Profile
Scott Drake	Chief Officer	Profile

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