GreenTree Hospitality Correlations

GHG Stock

USD 2.47 0.03 1.20%

The correlation of GreenTree Hospitality 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.

GreenTree Hospitality Correlation With Market

Significant diversification

The correlation between GreenTree Hospitality Group and DJI is 0.04 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding GreenTree Hospitality Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with GreenTree Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in GreenTree Hospitality 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 rate.

Moving together with GreenTree Stock

0.72

CDROW

Codere Online Luxembourg

Pair Corr

Moving against GreenTree Stock

0.34	MCD	McDonalds	Pair Corr
0.6	CHSN	Chanson International	Pair Corr
0.51	HTHT	Huazhu Group	Pair Corr
0.32	WEN	The Wendys	Pair Corr

Related Correlations Analysis

	LUXH	IHG	ATAT	HTHT	H	CHH	SHCO	INTG	HLT	WH
LUXH		0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	LUXH
IHG	0.0		0.72	0.28	0.83	0.64	0.67	-0.43	0.85	0.52	IHG
ATAT	0.0	0.72		-0.33	0.94	0.64	0.84	-0.54	0.93	0.21	ATAT
HTHT	0.0	0.28	-0.33		-0.24	-0.2	-0.36	0.09	-0.21	0.13	HTHT
H	0.0	0.83	0.94	-0.24		0.7	0.9	-0.49	0.99	0.35	H
CHH	0.0	0.64	0.64	-0.2	0.7		0.56	-0.29	0.73	0.74	CHH
SHCO	0.0	0.67	0.84	-0.36	0.9	0.56		-0.39	0.9	0.12	SHCO
INTG	0.0	-0.43	-0.54	0.09	-0.49	-0.29	-0.39		-0.48	-0.01	INTG
HLT	0.0	0.85	0.93	-0.21	0.99	0.73	0.9	-0.48		0.39	HLT
WH	0.0	0.52	0.21	0.13	0.35	0.74	0.12	-0.01	0.39		WH
	LUXH	IHG	ATAT	HTHT	H	CHH	SHCO	INTG	HLT	WH

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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

HLT	+ 0.99	H
H	+ 0.94	ATAT
HLT	+ 0.93	ATAT
SHCO	+ 0.9	H
HLT	+ 0.9	SHCO
HLT	+ 0.85	IHG

High negative correlations

INTG	- 0.54	ATAT
INTG	- 0.49	H
HLT	- 0.48	INTG
INTG	- 0.43	IHG
INTG	- 0.39	SHCO
SHCO	- 0.36	HTHT

Risk-Adjusted Indicators

There is a big difference between GreenTree Stock performing well and GreenTree Hospitality 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 GreenTree Hospitality'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
LUXH	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
IHG	1.18	0.05	0.04	0.18	1.22	(1.31)	2.41	(2.05)	6.49
ATAT	1.75	0.60	0.33	1.38	1.16	(2.17)	4.81	(2.18)	13.33
HTHT	1.28	(0.08)	0.00	(0.07)	0.00	0.00	2.90	(2.51)	7.07
H	1.36	0.28	0.26	0.33	0.87	(1.77)	3.63	(1.60)	10.25
CHH	1.16	(0.06)	(0.05)	0.07	1.36	(1.27)	2.49	(2.67)	6.38
SHCO	2.00	0.25	0.14	0.31	1.72	(2.36)	5.15	(2.82)	9.78
INTG	3.63	(0.05)	0.00	0.22	0.00	0.00	9.53	(11.49)	32.36
HLT	1.12	0.24	0.23	0.32	0.79	(1.36)	3.11	(1.55)	6.54
WH	1.33	(0.10)	(0.05)	0.05	1.44	(1.63)	3.01	(2.78)	6.95

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