J J Correlations

JJSF Stock

USD 116.00 2.33 2.05%

The current 90-days correlation between J J Snack and John B Sanfilippo is 0.58 (i.e., Very weak diversification). The correlation of J J 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.

J J Correlation With Market

Average diversification

The correlation between J J Snack and DJI is 0.19 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding J J Snack and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with JJSF Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in J J Snack. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in state.

Moving together with JJSF Stock

0.86	TAP	Molson Coors Brewing	Pair Corr
0.85	JBSS	John B Sanfilippo	Pair Corr
0.92	PAVS	Paranovus Entertainment	Pair Corr

Moving against JJSF Stock

0.83	LSF	Laird Superfood	Pair Corr
0.82	BUD	Anheuser Busch Inbev	Pair Corr
0.79	PM	Philip Morris Intern Sell-off Trend	Pair Corr
0.73	TR	Tootsie Roll Industries	Pair Corr
0.66	FMX	Fomento Economico	Pair Corr
0.59	MO	Altria Group Sell-off Trend	Pair Corr
0.4	BG	Bunge Limited	Pair Corr
0.86	RKDA	Arcadia Biosciences	Pair Corr
0.77	ABEV	Ambev SA ADR	Pair Corr
0.74	OTLY	Oatly Group AB	Pair Corr
0.73	SENEA	Seneca Foods Corp	Pair Corr
0.63	DG	Dollar General Sell-off Trend	Pair Corr
0.53	EDBLW	Edible Garden AG	Pair Corr
0.78	DLTR	Dollar Tree	Pair Corr
0.57	FIZZ	National Beverage Corp	Pair Corr
0.53	UL	Unilever PLC ADR Sell-off Trend	Pair Corr
0.52	EDBL	Edible Garden AG	Pair Corr
0.49	WEST	Westrock Coffee	Pair Corr
0.4	EWCZ	European Wax Center	Pair Corr

Related Correlations Analysis

	JBSS	THS	NOMD	CENT	BRBR	POST	SENEB	LANC	SENEA	BRID
JBSS		0.81	0.71	0.29	0.53	0.67	-0.92	0.77	-0.55	0.73	JBSS
THS	0.81		0.62	0.48	0.18	0.39	-0.78	0.4	-0.22	0.88	THS
NOMD	0.71	0.62		-0.04	0.69	0.71	-0.72	0.55	-0.58	0.53	NOMD
CENT	0.29	0.48	-0.04		-0.24	0.12	-0.28	0.12	0.1	0.32	CENT
BRBR	0.53	0.18	0.69	-0.24		0.73	-0.45	0.51	-0.56	0.08	BRBR
POST	0.67	0.39	0.71	0.12	0.73		-0.56	0.62	-0.54	0.18	POST
SENEB	-0.92	-0.78	-0.72	-0.28	-0.45	-0.56		-0.67	0.64	-0.8	SENEB
LANC	0.77	0.4	0.55	0.12	0.51	0.62	-0.67		-0.61	0.42	LANC
SENEA	-0.55	-0.22	-0.58	0.1	-0.56	-0.54	0.64	-0.61		-0.27	SENEA
BRID	0.73	0.88	0.53	0.32	0.08	0.18	-0.8	0.42	-0.27		BRID
	JBSS	THS	NOMD	CENT	BRBR	POST	SENEB	LANC	SENEA	BRID

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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

BRID	+ 0.88	THS
THS	+ 0.81	JBSS
LANC	+ 0.77	JBSS
BRID	+ 0.73	JBSS
POST	+ 0.73	BRBR
NOMD	+ 0.71	JBSS

High negative correlations

SENEB	- 0.92	JBSS
BRID	- 0.8	SENEB
SENEB	- 0.78	THS
SENEB	- 0.72	NOMD
LANC	- 0.67	SENEB
SENEA	- 0.61	LANC

Risk-Adjusted Indicators

There is a big difference between JJSF Stock performing well and J J 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 J J'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
JBSS	1.29	(0.21)	0.00	(0.67)	0.00	0.00	2.71	(2.50)	7.87
THS	2.14	(0.43)	0.00	(0.69)	0.00	0.00	3.24	(5.84)	13.46
NOMD	1.02	(0.27)	0.00	(0.84)	0.00	0.00	1.89	(2.39)	6.83
CENT	1.58	0.01	0.01	0.01	2.28	(1.51)	3.19	(3.44)	10.53
BRBR	2.10	(0.21)	0.00	(0.18)	0.00	0.00	3.28	(5.18)	26.21
POST	1.01	(0.06)	0.00	(0.21)	0.00	0.00	1.98	(1.95)	5.65
SENEB	2.35	0.64	0.21	(1.59)	1.80	(4.30)	7.46	(4.27)	18.07
LANC	1.43	(0.17)	0.00	(0.58)	0.00	0.00	2.71	(2.44)	19.88
SENEA	1.41	0.13	0.08	0.83	1.48	(1.63)	3.16	(2.80)	7.84
BRID	1.51	(0.43)	0.00	(1.84)	0.00	0.00	2.97	(3.73)	10.21

J J Corporate Management

James CPA	VP Controller	Profile
Stephen Every	Executive Operations	Profile
Douglas Davidson	Senior Division	Profile
Robert Cranmer	Senior Operations	Profile
Lynwood Mallard	Senior Officer	Profile
John Griffith	Chief Officer	Profile

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