Pearson PLC Correlations

PSO Stock

USD 14.64 0.17 1.17%

The current 90-days correlation between Pearson PLC ADR and New York Times is 0.64 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Pearson PLC moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Pearson PLC ADR moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Pearson PLC Correlation With Market

Very weak diversification

The correlation between Pearson PLC ADR 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 Pearson PLC ADR and DJI in the same portfolio, assuming nothing else is changed.

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Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Pearson PLC ADR. 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 Pearson Stock

0.71

NCTY

The9 Ltd ADR

Pair Corr

Moving against Pearson Stock

0.41	SCHL	Scholastic	Pair Corr
0.52	TV	Grupo Televisa SAB	Pair Corr
0.52	VENU	Venu Holding	Pair Corr
0.47	VSME	VS Media Holdings	Pair Corr
0.43	BATRK	Atlanta Braves Holdings,	Pair Corr
0.39	BATRA	Atlanta Braves Holdings,	Pair Corr
0.36	TC	TuanChe ADR	Pair Corr
0.36	TU	Telus Corp	Pair Corr
0.36	WB	Weibo Corp	Pair Corr

Related Correlations Analysis

	NYT	WLYB	GCI	LEE	PSORF	PSO	WLY	DALN
NYT		0.07	0.8	-0.85	-0.3	-0.1	-0.45	-0.25	NYT
WLYB	0.07		0.15	-0.15	-0.27	0.36	0.38	0.02	WLYB
GCI	0.8	0.15		-0.64	-0.16	-0.02	-0.28	0.04	GCI
LEE	-0.85	-0.15	-0.64		0.52	0.35	0.6	0.5	LEE
PSORF	-0.3	-0.27	-0.16	0.52		0.44	0.08	0.3	PSORF
PSO	-0.1	0.36	-0.02	0.35	0.44		0.42	0.29	PSO
WLY	-0.45	0.38	-0.28	0.6	0.08	0.42		0.45	WLY
DALN	-0.25	0.02	0.04	0.5	0.3	0.29	0.45		DALN
	NYT	WLYB	GCI	LEE	PSORF	PSO	WLY	DALN

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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

GCI	+ 0.8	NYT
WLY	+ 0.6	LEE
PSORF	+ 0.52	LEE
DALN	+ 0.5	LEE
DALN	+ 0.45	WLY
PSO	+ 0.44	PSORF

High negative correlations

LEE	- 0.85	NYT
LEE	- 0.64	GCI
WLY	- 0.45	NYT
PSORF	- 0.3	NYT
WLY	- 0.28	GCI
PSORF	- 0.27	WLYB

Risk-Adjusted Indicators

There is a big difference between Pearson Stock performing well and Pearson PLC 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 Pearson PLC'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
NYT	0.89	0.18	0.11	0.35	1.12	(0.90)	1.88	(1.71)	10.61
WLYB	1.71	0.21	0.05	(0.47)	2.07	(2.74)	2.16	(3.77)	34.06
GCI	2.83	0.24	0.05	(0.34)	3.06	(3.45)	6.37	(5.02)	25.75
LEE	2.52	(0.60)	0.00	(0.69)	0.00	0.00	6.04	(5.29)	13.08
PSORF	1.09	(0.12)	0.00	1.02	0.00	0.00	3.99	(4.84)	16.67
PSO	1.08	(0.12)	0.00	(0.20)	0.00	0.00	1.44	(2.09)	13.50
WLY	1.48	(0.04)	0.00	(0.01)	0.00	0.00	3.12	(3.03)	11.72
DALN	2.45	(0.48)	0.00	(3.50)	0.00	0.00	4.31	(5.82)	16.21

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