Marqeta Correlations
| MQ Stock | USD 3.83 0.03 0.79% |
The current 90-days correlation between Marqeta and Emerald Expositions Events is 0.02 (i.e., Significant diversification). The correlation of Marqeta 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.
Marqeta Correlation With Market
Average diversification
The correlation between Marqeta 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 Marqeta and DJI in the same portfolio, assuming nothing else is changed.
Marqeta |
Moving against Marqeta Stock
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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
| High negative correlations
|
Risk-Adjusted Indicators
There is a big difference between Marqeta Stock performing well and Marqeta 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 Marqeta'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TZOO | 2.75 | 0.90 | 0.27 | 1.56 | 2.42 | 7.92 | 20.89 | |||
| EEX | 3.10 | (0.11) | (0.03) | 0.02 | 5.13 | 5.41 | 36.68 | |||
| ZD | 1.53 | 0.10 | 0.09 | 0.23 | 1.93 | 3.26 | 10.10 | |||
| DRCT | 4.53 | (0.52) | 0.00 | (0.13) | 0.00 | 9.93 | 49.20 | |||
| GSMGW | 11.36 | (0.45) | 0.00 | 0.03 | 12.03 | 35.29 | 105.00 | |||
| IFUS | 2.60 | (0.47) | 0.00 | (0.60) | 0.00 | 5.35 | 17.11 | |||
| BAOS | 4.57 | (0.12) | 0.00 | (0.11) | 0.00 | 13.16 | 32.50 | |||
| MGOL | 6.99 | (0.55) | 0.01 | 0.06 | 7.55 | 15.89 | 79.80 | |||
| MCHX | 2.22 | (0.09) | (0.06) | (0.01) | 2.57 | 5.85 | 14.41 | |||
| TSQ | 1.61 | (0.27) | 0.00 | (0.04) | 0.00 | 3.53 | 10.60 |
Marqeta Corporate Management
| Crystal Sumner | General Officer | Profile | |
| Todd Pollak | Chief Officer | Profile | |
| Randall Kern | Chief Officer | Profile | |
| Karna Crawford | Chief Officer | Profile | |
| Michael Milotich | Chief Officer | Profile | |
| Jason Gardner | Chairperson Founder | Profile | |
| Heather GanttEvans | Chief Officer | Profile |