Scully Royalty Correlations

SRL Stock

USD 5.90 0.18 2.96%

The current 90-days correlation between Scully Royalty and PJT Partners is 0.24 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Scully Royalty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Scully Royalty moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Scully Royalty Correlation With Market

Average diversification

The correlation between Scully Royalty and DJI is 0.14 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Scully Royalty and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Scully Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Scully Royalty. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area.

For more information on how to buy Scully Stock please use our How to buy in Scully Stock guide.

Moving together with Scully Stock

0.76	EZPW	EZCORP Inc	Pair Corr
0.7	ORGN	Origin Materials	Pair Corr
0.75	PSEC	Prospect Capital	Pair Corr
0.66	AIHS	Senmiao Technology	Pair Corr

Moving against Scully Stock

0.93	WSBF	Waterstone Financial	Pair Corr
0.86	GS	Goldman Sachs Group	Pair Corr
0.85	EVR	Evercore Partners Earnings Call This Week	Pair Corr
0.82	SF	Stifel Financial Earnings Call This Week	Pair Corr
0.82	AMP	Ameriprise Financial Earnings Call This Week	Pair Corr
0.81	AXP	American Express	Pair Corr
0.78	COF	Capital One Financial Earnings Call This Week	Pair Corr
0.74	HLI	Houlihan Lokey	Pair Corr
0.71	MC	Moelis Earnings Call This Week	Pair Corr
0.41	V	Visa Class A	Pair Corr
0.33	DOMH	Dominari Holdings	Pair Corr
0.33	FCFS	FirstCash Earnings Call This Week	Pair Corr
0.95	GROW	US Global Investors	Pair Corr
0.85	MAIN	Main Street Capital	Pair Corr
0.81	PJT	PJT Partners	Pair Corr
0.81	GLAD	Gladstone Capital	Pair Corr
0.79	GAIN	Gladstone Investment	Pair Corr
0.79	OPFI	OppFi Inc	Pair Corr
0.78	SCM	Stellus Capital Inve	Pair Corr
0.77	HTGC	Hercules Capital	Pair Corr
0.75	OPY	Oppenheimer Holdings Earnings Call This Week	Pair Corr
0.73	LAZ	Lazard Earnings Call This Week	Pair Corr
0.71	PWP	Perella Weinberg Partners	Pair Corr
0.71	LMFA	LM Funding America Upward Rally	Pair Corr
0.7	JXN	Jackson Financial	Pair Corr
0.92	TSLX	Sixth Street Specialty	Pair Corr
0.91	TPVG	Triplepoint Venture	Pair Corr
0.85	ALLY	Ally Financial	Pair Corr
0.82	ARCC	Ares Capital	Pair Corr
0.79	APAM	Artisan Partners Asset Earnings Call This Week	Pair Corr
0.79	SEIC	SEI Investments Earnings Call This Week	Pair Corr
0.77	PFLT	PennantPark Floating Rate	Pair Corr
0.75	PYPL	PayPal Holdings Aggressive Push	Pair Corr

Related Correlations Analysis

	PJT	PIPR	EVR	MC	HLI	DFIN	SF	OPY	SF-PD	SCHW-PD
PJT		0.97	0.98	0.96	0.95	0.92	0.95	0.91	0.42	0.79	PJT
PIPR	0.97		0.97	0.98	0.96	0.88	0.94	0.9	0.5	0.83	PIPR
EVR	0.98	0.97		0.95	0.96	0.95	0.97	0.92	0.43	0.83	EVR
MC	0.96	0.98	0.95		0.96	0.85	0.95	0.89	0.42	0.77	MC
HLI	0.95	0.96	0.96	0.96		0.92	0.94	0.95	0.51	0.82	HLI
DFIN	0.92	0.88	0.95	0.85	0.92		0.92	0.9	0.55	0.84	DFIN
SF	0.95	0.94	0.97	0.95	0.94	0.92		0.9	0.41	0.77	SF
OPY	0.91	0.9	0.92	0.89	0.95	0.9	0.9		0.44	0.75	OPY
SF-PD	0.42	0.5	0.43	0.42	0.51	0.55	0.41	0.44		0.62	SF-PD
SCHW-PD	0.79	0.83	0.83	0.77	0.82	0.84	0.77	0.75	0.62		SCHW-PD
	PJT	PIPR	EVR	MC	HLI	DFIN	SF	OPY	SF-PD	SCHW-PD

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Risk-Adjusted Indicators

There is a big difference between Scully Stock performing well and Scully Royalty 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 Scully Royalty'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
PJT	1.32	0.34	0.25	0.40	0.95	(1.50)	3.57	(2.15)	8.46
PIPR	1.52	0.30	0.25	0.32	1.20	(1.93)	3.73	(2.50)	9.36
EVR	1.71	0.53	0.33	0.41	1.35	(2.05)	5.02	(2.86)	12.68
MC	1.66	0.23	0.18	0.25	1.65	(1.96)	4.12	(3.02)	16.15
HLI	1.06	0.23	0.20	0.35	0.84	(1.28)	2.66	(2.01)	9.17
DFIN	1.26	0.49	0.34	0.69	0.76	(1.46)	3.78	(1.72)	8.51
SF	1.36	0.51	0.20	(1.03)	1.12	(1.52)	3.37	(2.43)	10.42
OPY	1.15	0.28	0.20	0.47	0.92	(1.34)	2.65	(1.99)	6.32
SF-PD	0.87	0.08	0.00	0.36	1.23	(0.87)	1.66	(1.85)	9.87
SCHW-PD	0.26	0.02	(0.29)	0.33	0.19	(0.31)	0.57	(0.48)	1.55

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