Walker Dunlop Correlations

WD Stock

USD 79.98 0.25 0.31%

The current 90-days correlation between Walker Dunlop and Sezzle Inc is 0.11 (i.e., Average diversification). The correlation of Walker Dunlop 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.

Walker Dunlop Correlation With Market

Modest diversification

The correlation between Walker Dunlop and DJI is 0.29 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Walker Dunlop and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Walker Stock

Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Walker Dunlop. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in services.

For information on how to trade Walker Stock refer to our How to Trade Walker Stock guide.

Moving together with Walker Stock

0.73	ESNT	Essent Group Earnings Call Tomorrow	Pair Corr
0.64	RKT	Rocket Companies	Pair Corr
0.65	VEL	Velocity Financial Llc	Pair Corr
0.68	MBIN	Merchants Bancorp	Pair Corr
0.72	UWMC	UWM Holdings Corp	Pair Corr
0.67	LNKB	LINKBANCORP	Pair Corr

Moving against Walker Stock

0.6	CNF	CNFinance Holdings	Pair Corr
0.34	ISMAY	Indra Sistemas SA	Pair Corr
0.33	HZNFF	Horizon Oil Limited	Pair Corr
0.32	BCRD	Blueone Card	Pair Corr

Related Correlations Analysis

	SEZL	ENVA	BANC	BFH	KMPR	SBCF	SFNC	BKU	WSBC	NMIH
SEZL		-0.34	-0.63	-0.07	0.61	-0.5	0.37	-0.54	-0.21	0.41	SEZL
ENVA	-0.34		0.54	0.65	-0.1	0.63	0.14	0.59	0.25	0.24	ENVA
BANC	-0.63	0.54		0.14	-0.31	0.95	-0.02	0.81	0.73	-0.36	BANC
BFH	-0.07	0.65	0.14		0.12	0.29	0.25	0.33	-0.06	0.43	BFH
KMPR	0.61	-0.1	-0.31	0.12		-0.11	0.82	-0.35	0.22	0.72	KMPR
SBCF	-0.5	0.63	0.95	0.29	-0.11		0.2	0.79	0.78	-0.14	SBCF
SFNC	0.37	0.14	-0.02	0.25	0.82	0.2		0.0	0.52	0.78	SFNC
BKU	-0.54	0.59	0.81	0.33	-0.35	0.79	0.0		0.47	-0.16	BKU
WSBC	-0.21	0.25	0.73	-0.06	0.22	0.78	0.52	0.47		0.02	WSBC
NMIH	0.41	0.24	-0.36	0.43	0.72	-0.14	0.78	-0.16	0.02		NMIH
	SEZL	ENVA	BANC	BFH	KMPR	SBCF	SFNC	BKU	WSBC	NMIH

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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

SBCF	+ 0.95	BANC
SFNC	+ 0.82	KMPR
BKU	+ 0.81	BANC
BKU	+ 0.79	SBCF
WSBC	+ 0.78	SBCF
NMIH	+ 0.78	SFNC

High negative correlations

BANC	- 0.63	SEZL
BKU	- 0.54	SEZL
SBCF	- 0.5	SEZL
NMIH	- 0.36	BANC
BKU	- 0.35	KMPR
ENVA	- 0.34	SEZL

Risk-Adjusted Indicators

There is a big difference between Walker Stock performing well and Walker Dunlop 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 Walker Dunlop'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
SEZL	3.02	(1.31)	0.00	(0.52)	0.00	0.00	5.40	(6.27)	34.32
ENVA	1.80	0.14	0.11	0.17	1.80	(1.96)	4.49	(2.82)	12.16
BANC	1.41	0.04	0.07	0.12	1.98	(1.47)	3.93	(2.14)	12.63
BFH	1.68	(0.03)	0.02	0.08	1.75	(1.94)	4.33	(3.10)	12.33
KMPR	1.55	(0.55)	0.00	(0.91)	0.00	0.00	2.77	(2.68)	21.25
SBCF	1.25	(0.06)	0.03	0.07	1.46	(1.57)	3.52	(1.87)	12.05
SFNC	1.12	(0.25)	0.00	(0.06)	0.00	0.00	2.75	(2.31)	9.56
BKU	1.41	0.00	0.05	0.10	2.09	(1.50)	2.85	(2.00)	14.49
WSBC	1.29	(0.11)	(0.02)	0.04	1.81	(1.37)	3.76	(2.44)	12.78
NMIH	1.03	(0.11)	0.00	(0.07)	0.00	0.00	1.97	(1.84)	5.51

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