Archer Daniels Correlations

ADM Stock

USD 54.39 0.85 1.59%

The current 90-days correlation between Archer Daniels Midland and Tyson Foods is 0.22 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Archer Daniels moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Archer Daniels Midland moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Archer Daniels Correlation With Market

Significant diversification

The correlation between Archer Daniels Midland and DJI is 0.08 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Archer Daniels Midland and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Archer Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Archer Daniels Midland. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with Archer Stock

0.75	VITL	Vital Farms	Pair Corr
0.81	JVA	Coffee Holding	Pair Corr
0.68	SFD	Smithfield Foods, Common	Pair Corr
0.61	LWAY	Lifeway Foods	Pair Corr
0.77	OTLY	Oatly Group AB	Pair Corr
0.72	RMCF	Rocky Mountain Chocolate	Pair Corr
0.74	DG	Dollar General	Pair Corr
0.92	EL	Estee Lauder Companies Earnings Call Today	Pair Corr
0.61	PM	Philip Morris Intern Earnings Call Tomorrow	Pair Corr

Moving against Archer Stock

0.88	IMG	CIMG Inc Symbol Change	Pair Corr
0.87	K	Kellanova Earnings Call This Week	Pair Corr
0.86	SAM	Boston Beer Earnings Call This Week	Pair Corr
0.78	CCU	Compania Cervecerias	Pair Corr
0.71	STZ	Constellation Brands	Pair Corr
0.71	PAVS	Paranovus Entertainment	Pair Corr
0.68	BJ	BJs Wholesale Club	Pair Corr
0.51	TSN	Tyson Foods	Pair Corr
0.46	CL	Colgate Palmolive Earnings Call This Week	Pair Corr
0.4	BON	Bon Natural Life	Pair Corr
0.4	BRID	Bridgford Foods	Pair Corr
0.33	ABEV	Ambev SA ADR	Pair Corr
0.81	JZ	Jianzhi Education	Pair Corr
0.8	WGRX	Wellgistics Health, Buyout Trend	Pair Corr
0.7	GV	Visionary Education	Pair Corr
0.7	EEIQ	Elite Education Group	Pair Corr
0.63	PG	Procter Gamble	Pair Corr
0.62	GO	Grocery Outlet Holding	Pair Corr
0.62	UL	Unilever PLC ADR	Pair Corr
0.54	KO	Coca Cola Earnings Call Tomorrow	Pair Corr
0.47	EDTK	Skillful Craftsman	Pair Corr
0.39	VSTA	Vasta Platform	Pair Corr
0.31	BRLSW	Borealis Foods	Pair Corr

Related Correlations Analysis

	AGRO	CALM	TSN	FDP	BG	DOLE	LMNR	ALCO	LND
AGRO		-0.39	0.66	-0.07	-0.02	-0.1	0.18	-0.32	0.43	AGRO
CALM	-0.39		-0.64	0.03	0.05	-0.35	-0.25	0.78	0.11	CALM
TSN	0.66	-0.64		-0.03	0.02	0.46	0.31	-0.63	0.19	TSN
FDP	-0.07	0.03	-0.03		-0.01	0.28	-0.11	0.22	0.03	FDP
BG	-0.02	0.05	0.02	-0.01		0.12	-0.09	-0.03	0.19	BG
DOLE	-0.1	-0.35	0.46	0.28	0.12		0.03	-0.51	-0.38	DOLE
LMNR	0.18	-0.25	0.31	-0.11	-0.09	0.03		0.04	0.1	LMNR
ALCO	-0.32	0.78	-0.63	0.22	-0.03	-0.51	0.04		0.28	ALCO
LND	0.43	0.11	0.19	0.03	0.19	-0.38	0.1	0.28		LND
	AGRO	CALM	TSN	FDP	BG	DOLE	LMNR	ALCO	LND

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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

ALCO	+ 0.78	CALM
TSN	+ 0.66	AGRO
DOLE	+ 0.46	TSN
LND	+ 0.43	AGRO
LMNR	+ 0.31	TSN
DOLE	+ 0.28	FDP

High negative correlations

TSN	- 0.64	CALM
ALCO	- 0.63	TSN
ALCO	- 0.51	DOLE
CALM	- 0.39	AGRO
LND	- 0.38	DOLE
DOLE	- 0.35	CALM

Risk-Adjusted Indicators

There is a big difference between Archer Stock performing well and Archer Daniels 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 Archer Daniels' 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
AGRO	1.57	(0.22)	0.00	131.03	0.00	0.00	2.84	(3.63)	16.78
CALM	1.41	0.10	0.02	0.33	1.82	(1.43)	2.87	(2.48)	9.43
TSN	1.01	(0.28)	0.00	(0.31)	0.00	0.00	1.67	(1.84)	8.83
FDP	1.08	0.11	(0.01)	1.65	1.41	(1.12)	2.33	(2.18)	8.49
BG	1.36	(0.05)	0.00	(0.24)	0.00	0.00	3.45	(2.74)	10.56
DOLE	1.07	(0.04)	(0.08)	(0.04)	1.62	(1.01)	2.10	(2.14)	9.32
LMNR	1.71	(0.22)	0.00	(0.08)	0.00	0.00	3.34	(3.35)	11.83
ALCO	1.02	0.12	0.03	0.48	1.11	(1.12)	2.60	(2.11)	7.70
LND	1.11	(0.10)	0.00	(0.37)	0.00	0.00	3.22	(2.76)	6.93

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