Mastercard Correlations

MA Stock

USD 552.66 2.95 0.53%

The current 90-days correlation between Mastercard and American Express is 0.56 (i.e., Very weak diversification). The correlation of Mastercard 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.

Mastercard Correlation With Market

Poor diversification

The correlation between Mastercard and DJI is 0.66 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mastercard and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Mastercard Stock

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

For information on how to trade Mastercard Stock refer to our How to Trade Mastercard Stock guide.

Moving together with Mastercard Stock

0.97	V	Visa Class A	Pair Corr
0.76	DMYY	dMY Squared Technology	Pair Corr
0.72	ECPG	Encore Capital Group	Pair Corr
0.72	ARI	Apollo Commercial Real	Pair Corr
0.65	ARR	ARMOUR Residential REIT Earnings Call This Week	Pair Corr

Moving against Mastercard Stock

0.49	RM	Regional Management Corp	Pair Corr
0.38	PT	Pintec Technology	Pair Corr
0.67	EZPW	EZCORP Inc	Pair Corr
0.41	CNF	CNFinance Holdings	Pair Corr
0.4	ABR	Arbor Realty Trust Earnings Call This Week	Pair Corr
0.54	HRZN	Horizon Technology	Pair Corr

Related Correlations Analysis

	AXP	PYPL	UPST	COF	V	ALLY	SOFI
AXP		0.94	0.83	0.96	0.6	0.96	0.83	AXP
PYPL	0.94		0.7	0.89	0.77	0.86	0.7	PYPL
UPST	0.83	0.7		0.92	0.19	0.92	0.97	UPST
COF	0.96	0.89	0.92		0.46	0.97	0.92	COF
V	0.6	0.77	0.19	0.46		0.44	0.21	V
ALLY	0.96	0.86	0.92	0.97	0.44		0.91	ALLY
SOFI	0.83	0.7	0.97	0.92	0.21	0.91		SOFI
	AXP	PYPL	UPST	COF	V	ALLY	SOFI

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Risk-Adjusted Indicators

There is a big difference between Mastercard Stock performing well and Mastercard 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 Mastercard'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
AXP	1.24	0.09	0.10	0.18	1.37	(1.32)	3.06	(3.20)	8.50
PYPL	1.34	0.11	0.07	0.22	1.70	(1.43)	2.80	(2.84)	9.43
UPST	3.20	0.81	0.26	0.49	3.01	(3.73)	7.70	(5.70)	19.93
COF	1.34	0.28	0.21	0.33	1.16	(1.52)	3.77	(2.13)	11.09
V	0.96	(0.07)	(0.04)	0.06	1.72	(0.86)	1.64	(2.33)	8.52
ALLY	1.42	0.13	0.11	0.21	1.55	(1.56)	3.53	(2.37)	10.02
SOFI	2.32	0.89	0.37	0.68	2.03	(2.95)	5.75	(3.35)	11.96

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