Valneva SE Correlations

VALN Stock

USD 5.72 0.05 0.88%

The current 90-days correlation between Valneva SE ADR and Usio Inc is 0.4 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Valneva SE moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Valneva SE ADR moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Valneva SE Correlation With Market

Very weak diversification

The correlation between Valneva SE ADR and DJI is 0.58 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Valneva SE ADR and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Valneva Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Valneva SE 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 bureau of economic analysis.

Moving together with Valneva Stock

0.74	XAGE	Longevity Health Hol Symbol Change	Pair Corr
0.65	REGN	Regeneron Pharmaceuticals	Pair Corr
0.64	ARDX	Ardelyx	Pair Corr
0.79	TELO	Telomir Pharmaceuticals,	Pair Corr
0.69	TOVX	Theriva Biologics	Pair Corr
0.76	TFX	Teleflex Incorporated	Pair Corr
0.79	AVH	Avita Medical	Pair Corr
0.72	CUV	Clinuvel Pharmaceuticals	Pair Corr
0.7	ACW	Actinogen Medical	Pair Corr

Moving against Valneva Stock

0.69	DH	Definitive Healthcare	Pair Corr
0.58	FHTX	Foghorn Therapeutics	Pair Corr
0.52	KG	KING PHARMACEUTICALS INC Symbol Change	Pair Corr
0.46	APGE	Apogee Therapeutics,	Pair Corr
0.38	SNDA	Sonida Senior Living	Pair Corr
0.36	ABOS	Acumen Pharmaceuticals	Pair Corr
0.34	A	Agilent Technologies	Pair Corr
0.76	ORCL	Oracle Aggressive Push	Pair Corr
0.62	EPR	EPR Properties	Pair Corr
0.6	TLK	Telkom Indonesia Tbk	Pair Corr
0.6	SPHR	Sphere Entertainment	Pair Corr
0.58	PANW	Palo Alto Networks	Pair Corr
0.57	TLKMF	Telkom Indonesia Tbk	Pair Corr
0.57	594918CD4	MICROSOFT PORATION	Pair Corr
0.54	ZOTA	Zota Health Care	Pair Corr
0.51	NAVI	Navient Corp	Pair Corr
0.51	WOK	WORK Medical Technology	Pair Corr

Related Correlations Analysis

	USIO	NTGR	GMS	SE	UBER	CDW	ARW	TBBB
USIO		-0.15	-0.11	-0.24	-0.01	-0.12	-0.06	0.45	USIO
NTGR	-0.15		0.38	0.94	0.9	0.95	0.88	0.4	NTGR
GMS	-0.11	0.38		0.45	0.54	0.4	0.61	-0.14	GMS
SE	-0.24	0.94	0.45		0.89	0.91	0.9	0.32	SE
UBER	-0.01	0.9	0.54	0.89		0.9	0.93	0.46	UBER
CDW	-0.12	0.95	0.4	0.91	0.9		0.86	0.4	CDW
ARW	-0.06	0.88	0.61	0.9	0.93	0.86		0.29	ARW
TBBB	0.45	0.4	-0.14	0.32	0.46	0.4	0.29		TBBB
	USIO	NTGR	GMS	SE	UBER	CDW	ARW	TBBB

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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

CDW	+ 0.95	NTGR
SE	+ 0.94	NTGR
ARW	+ 0.93	UBER
CDW	+ 0.91	SE
UBER	+ 0.9	NTGR
ARW	+ 0.9	SE

High negative correlations

SE	- 0.24	USIO
NTGR	- 0.15	USIO
TBBB	- 0.14	GMS
CDW	- 0.12	USIO
GMS	- 0.11	USIO
ARW	- 0.06	USIO

Risk-Adjusted Indicators

There is a big difference between Valneva Stock performing well and Valneva SE 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 Valneva SE'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
USIO	2.25	(0.07)	0.00	(0.03)	0.00	0.00	5.52	(5.30)	16.21
NTGR	2.46	0.23	0.08	0.20	3.06	(3.13)	5.80	(4.12)	22.43
GMS	2.42	0.55	0.26	0.61	1.67	(2.99)	10.48	(3.81)	25.00
SE	2.17	0.28	0.08	0.26	3.42	(2.14)	3.33	(4.56)	17.49
UBER	1.98	0.30	0.13	0.28	2.26	(2.23)	5.87	(3.48)	16.18
CDW	1.78	0.05	0.03	0.10	2.38	(1.97)	3.49	(3.34)	17.23
ARW	1.47	0.21	0.10	0.25	1.94	(1.62)	2.88	(2.19)	13.98
TBBB	1.75	0.04	0.01	0.12	3.02	(1.58)	4.05	(3.56)	14.60

Valneva SE Corporate Management

Vincent Dequenne	Chief Officer	Profile
Frederic Jacotot	General IP	Profile
JuanCarlos MD	Chief Officer	Profile
Gerald Strohmaier	VP Resource	Profile
Peter Buhler	Chief Officer	Profile
Christian Taucher	Head Affairs	Profile

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