Kemper Correlations

KMPR Stock

USD 66.23 2.70 4.25%

The current 90-days correlation between Kemper and Selective Insurance Group is 0.64 (i.e., Poor diversification). The correlation of Kemper 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Kemper Correlation With Market

Very weak diversification

The correlation between Kemper and DJI is 0.49 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Kemper and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Kemper. 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.

To learn how to invest in Kemper Stock, please use our How to Invest in Kemper guide.

Moving together with Kemper Stock

0.75	L	Loews Corp	Pair Corr
0.78	HMN	Horace Mann Educators Normal Trading	Pair Corr
0.77	MCY	Mercury General	Pair Corr
0.65	MKL	Markel	Pair Corr
0.66	PRA	ProAssurance	Pair Corr
0.65	RLI	RLI Corp Fiscal Year End 22nd of January 2025	Pair Corr
0.69	WRB	W R Berkley Fiscal Year End 22nd of January 2025	Pair Corr
0.71	WTM	White Mountains Insurance	Pair Corr
0.68	KINS	Kingstone Companies	Pair Corr
0.64	LMND	Lemonade Trending	Pair Corr

Moving against Kemper Stock

0.32

FACO

First Acceptance Corp

Pair Corr

Related Correlations Analysis

	SIGI	DGICB	ARGO-PA	GBLI	HMN	RLI	PRA
SIGI		0.46	0.66	0.28	0.71	0.94	0.84	SIGI
DGICB	0.46		0.67	0.2	0.65	0.58	0.58	DGICB
ARGO-PA	0.66	0.67		0.28	0.74	0.78	0.79	ARGO-PA
GBLI	0.28	0.2	0.28		0.26	0.3	0.34	GBLI
HMN	0.71	0.65	0.74	0.26		0.84	0.79	HMN
RLI	0.94	0.58	0.78	0.3	0.84		0.88	RLI
PRA	0.84	0.58	0.79	0.34	0.79	0.88		PRA
	SIGI	DGICB	ARGO-PA	GBLI	HMN	RLI	PRA

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Risk-Adjusted Indicators

There is a big difference between Kemper Stock performing well and Kemper 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 Kemper'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
SIGI	1.08	0.04	0.06	0.20	1.09	(1.20)	2.38	(1.83)	6.57
DGICB	2.43	0.35	0.04	(1.62)	3.05	(3.41)	7.61	(6.04)	18.69
ARGO-PA	0.24	0.04	(0.40)	(0.31)	0.25	(0.26)	0.61	(0.41)	1.78
GBLI	1.07	0.11	0.00	0.51	1.16	(1.46)	2.91	(2.36)	9.05
HMN	1.18	0.20	0.15	0.36	1.09	(1.33)	1.87	(1.68)	6.37
RLI	0.81	0.07	0.03	0.24	1.18	(0.85)	1.66	(1.82)	7.01
PRA	1.91	0.27	0.18	0.31	1.81	(2.25)	3.16	(3.69)	21.73

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