PVH Corp Correlations

PVH Stock

USD 68.80 3.06 4.65%

The current 90-days correlation between PVH Corp and VF Corporation is 0.7 (i.e., Poor diversification). The correlation of PVH Corp 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.

PVH Corp Correlation With Market

Very weak diversification

The correlation between PVH Corp 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 PVH Corp 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 PVH Corp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real.

For more detail on how to invest in PVH Stock please use our How to Invest in PVH Corp guide.

Moving together with PVH Stock

0.63	KTB	Kontoor Brands	Pair Corr
0.8	GIII	G III Apparel	Pair Corr
0.8	LIVE	Live Ventures Trending	Pair Corr

Moving against PVH Stock

0.47	UHG	United Homes Group	Pair Corr
0.37	BLD	Topbuild Corp	Pair Corr
0.34	GPRO	GoPro Inc	Pair Corr
0.33	DOGZ	Dogness International	Pair Corr
0.31	AREBW	American Rebel Holdings	Pair Corr

Related Correlations Analysis

	VFC	LEVI	UAA	COLM	OXM	GIL	KTB	GIII	VNCE
VFC		0.32	0.4	0.75	0.72	0.43	0.59	0.54	0.51	VFC
LEVI	0.32		0.86	-0.23	-0.03	0.93	0.85	0.09	-0.31	LEVI
UAA	0.4	0.86		-0.09	-0.02	0.82	0.73	0.03	-0.31	UAA
COLM	0.75	-0.23	-0.09		0.7	-0.18	0.06	0.5	0.59	COLM
OXM	0.72	-0.03	-0.02	0.7		0.13	0.43	0.79	0.56	OXM
GIL	0.43	0.93	0.82	-0.18	0.13		0.9	0.2	-0.16	GIL
KTB	0.59	0.85	0.73	0.06	0.43	0.9		0.46	-0.07	KTB
GIII	0.54	0.09	0.03	0.5	0.79	0.2	0.46		0.42	GIII
VNCE	0.51	-0.31	-0.31	0.59	0.56	-0.16	-0.07	0.42		VNCE
	VFC	LEVI	UAA	COLM	OXM	GIL	KTB	GIII	VNCE

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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

GIL	+ 0.93	LEVI
KTB	+ 0.9	GIL
UAA	+ 0.86	LEVI
KTB	+ 0.85	LEVI
GIL	+ 0.82	UAA
GIII	+ 0.79	OXM

High negative correlations

VNCE	- 0.31	UAA
VNCE	- 0.31	LEVI
COLM	- 0.23	LEVI
GIL	- 0.18	COLM
VNCE	- 0.16	GIL
COLM	- 0.09	UAA

Risk-Adjusted Indicators

There is a big difference between PVH Stock performing well and PVH Corp 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 PVH Corp'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
VFC	3.74	(0.42)	0.00	(0.09)	0.00	0.00	7.08	(8.23)	43.28
LEVI	2.36	0.20	0.07	0.16	3.18	(2.72)	3.86	(3.84)	24.32
UAA	2.73	0.12	0.03	0.12	4.16	(2.85)	5.51	(4.67)	22.72
COLM	2.17	(0.34)	0.00	(0.22)	0.00	0.00	4.01	(4.41)	16.50
OXM	3.52	(0.59)	0.00	(0.31)	0.00	0.00	6.03	(8.60)	31.83
GIL	1.66	0.09	0.04	0.13	2.21	(1.67)	3.27	(3.24)	12.36
KTB	2.20	0.03	0.01	0.07	3.18	(2.24)	4.37	(3.75)	17.78
GIII	2.12	(0.28)	0.00	(0.24)	0.00	0.00	4.48	(5.31)	30.33
VNCE	4.67	(0.42)	0.00	(0.16)	0.00	0.00	14.62	(10.12)	28.57

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