Mattel Correlations

MAT Stock

USD 19.38 0.11 0.56%

The current 90-days correlation between Mattel Inc and Hasbro Inc is -0.14 (i.e., Good diversification). The correlation of Mattel 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.

Mattel Correlation With Market

Poor diversification

The correlation between Mattel Inc and DJI is 0.63 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mattel Inc and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Mattel Stock

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

Moving together with Mattel Stock

0.91	AS	Amer Sports,	Pair Corr
0.87	BC	Brunswick Earnings Call This Week	Pair Corr
0.96	RL	Ralph Lauren Corp	Pair Corr
0.89	UA	Under Armour C	Pair Corr
0.73	DOOO	BRP Inc	Pair Corr
0.79	VUZI	Vuzix Corp Cmn	Pair Corr
0.88	BZH	Beazer Homes USA	Pair Corr
0.92	FOSL	Fossil Group	Pair Corr
0.9	UAA	Under Armour A	Pair Corr
0.65	GPRO	GoPro Inc	Pair Corr
0.88	MBUU	Malibu Boats	Pair Corr
0.8	MCFT	MCBC Holdings	Pair Corr
0.85	PLBY	Plby Group	Pair Corr
0.93	SONO	Sonos Inc	Pair Corr
0.74	BIRD	Allbirds	Pair Corr
0.82	F	Ford Motor Earnings Call This Week	Pair Corr
0.92	H	Hyatt Hotels Earnings Call This Week	Pair Corr
0.68	M	Macys Inc	Pair Corr
0.84	W	Wayfair	Pair Corr
0.86	AN	AutoNation	Pair Corr
0.76	BH	Biglari Holdings	Pair Corr

Moving against Mattel Stock

0.52	VNCE	Vince Holding Corp	Pair Corr
0.5	CRI	Carters Earnings Call This Week	Pair Corr
0.47	NWTG	Newton Golf Symbol Change	Pair Corr
0.84	SG	Sweetgreen	Pair Corr
0.39	JD	JD Inc Adr Aggressive Push	Pair Corr
0.32	TM	Toyota Motor	Pair Corr

Related Correlations Analysis

	HAS	PRKS	JAKK	PLNT	FNKO	NWL	KSS	GAP	K
HAS		0.51	0.47	0.85	0.47	0.74	0.9	0.21	-0.71	HAS
PRKS	0.51		0.14	0.26	-0.1	0.56	0.4	0.56	-0.19	PRKS
JAKK	0.47	0.14		0.31	0.71	0.76	0.61	0.32	-0.25	JAKK
PLNT	0.85	0.26	0.31		0.43	0.51	0.81	0.05	-0.71	PLNT
FNKO	0.47	-0.1	0.71	0.43		0.5	0.6	-0.23	-0.59	FNKO
NWL	0.74	0.56	0.76	0.51	0.5		0.81	0.47	-0.35	NWL
KSS	0.9	0.4	0.61	0.81	0.6	0.81		0.13	-0.61	KSS
GAP	0.21	0.56	0.32	0.05	-0.23	0.47	0.13		0.22	GAP
K	-0.71	-0.19	-0.25	-0.71	-0.59	-0.35	-0.61	0.22		K
	HAS	PRKS	JAKK	PLNT	FNKO	NWL	KSS	GAP	K

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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

KSS	+ 0.9	HAS
PLNT	+ 0.85	HAS
KSS	+ 0.81	PLNT
KSS	+ 0.81	NWL
NWL	+ 0.76	JAKK
NWL	+ 0.74	HAS

High negative correlations

K	- 0.71	PLNT
K	- 0.71	HAS
K	- 0.61	KSS
K	- 0.59	FNKO
K	- 0.35	NWL
K	- 0.25	JAKK

Risk-Adjusted Indicators

There is a big difference between Mattel Stock performing well and Mattel 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 Mattel'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
HAS	1.45	0.67	0.33	(1.98)	0.93	(1.71)	2.89	(2.11)	17.83
PRKS	1.60	0.21	0.03	(1.77)	2.00	(1.76)	3.48	(3.65)	11.04
JAKK	2.40	(0.18)	0.00	0.06	2.75	(2.54)	5.22	(4.51)	23.40
PLNT	1.37	0.16	0.05	0.49	1.53	(1.51)	3.64	(2.73)	9.12
FNKO	3.98	(0.12)	0.04	0.10	5.18	(4.36)	8.71	(9.11)	56.93
NWL	2.86	(0.04)	0.04	0.11	2.96	(3.31)	6.34	(4.79)	21.37
KSS	3.31	0.46	0.14	0.40	3.33	(3.70)	8.40	(5.86)	20.59
GAP	2.10	(0.02)	0.00	0.12	4.14	(2.13)	4.34	(3.49)	29.60
K	0.30	(0.06)	0.00	(0.38)	0.00	0.00	0.53	(0.68)	2.13

Mattel Corporate Management

Jonathan JD	Chief VP	Profile
Fred Soulie	SVP Television	Profile
Roberto Zanatta	Executive Officer	Profile
Lisa McKnight	Executive Officer	Profile
Karen Ancira	Executive Officer	Profile
Sven Gerjets	Executive Officer	Profile

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