Agilon Health Correlations

AGL Stock

USD 2.12 0.05 2.30%

The current 90-days correlation between agilon health and The Ensign Group is -0.03 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Agilon Health moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if agilon health moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Agilon Health Correlation With Market

Average diversification

The correlation between agilon health and DJI is 0.16 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding agilon health and DJI in the same portfolio, assuming nothing else is changed.

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

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

Moving together with Agilon Stock

0.67	CI	Cigna Corp	Pair Corr
0.75	EKSO	Ekso Bionics Holdings	Pair Corr
0.67	ELAB	Elevai Labs, Common	Pair Corr
0.73	ELMD	Electromed	Pair Corr
0.63	EMBC	Embecta Corp	Pair Corr
0.68	ICCM	Icecure Medical	Pair Corr
0.85	MSPRW	MSP Recovery Symbol Change	Pair Corr
0.73	MSPRZ	MSP Recovery Symbol Change	Pair Corr
0.66	MNDR	Mobile health Network	Pair Corr

Moving against Agilon Stock

0.9	OM	Outset Medical	Pair Corr
0.84	ENSG	Ensign Group Earnings Call This Week	Pair Corr
0.82	DH	Definitive Healthcare	Pair Corr
0.82	DXCM	DexCom Inc Earnings Call This Week	Pair Corr
0.76	LH	Laboratory Earnings Call This Week	Pair Corr
0.76	VEEV	Veeva Systems Class	Pair Corr
0.69	EW	Edwards Lifesciences Corp Earnings Call This Week	Pair Corr
0.63	FIGS	Figs Inc	Pair Corr
0.49	VNRX	Volitionrx	Pair Corr
0.44	ABT	Abbott Laboratories	Pair Corr
0.43	EHAB	Enhabit	Pair Corr
0.41	MD	Mednax Inc	Pair Corr
0.38	MBOT	Microbot Medical	Pair Corr
0.81	NAKA	Kindly MD, Symbol Change	Pair Corr
0.76	A	Agilent Technologies	Pair Corr
0.72	MHUA	Meihua International	Pair Corr
0.66	NEUE	NeueHealth	Pair Corr
0.62	STRM	Streamline Health	Pair Corr
0.61	MDAI	Spectral AI	Pair Corr
0.58	VANI	Vivani Medical	Pair Corr
0.55	MODV	ModivCare	Pair Corr

Related Correlations Analysis

	ENSG	UHS	ADUS	EHC	SGRY	ACHC	AMED	MODV	PNTG	HCSG
ENSG		0.43	0.93	0.82	0.23	-0.07	0.53	0.59	0.64	0.67	ENSG
UHS	0.43		0.44	0.58	0.65	0.64	-0.16	-0.22	0.59	0.46	UHS
ADUS	0.93	0.44		0.84	0.34	-0.04	0.58	0.55	0.6	0.72	ADUS
EHC	0.82	0.58	0.84		0.47	0.03	0.48	0.34	0.66	0.88	EHC
SGRY	0.23	0.65	0.34	0.47		0.39	-0.05	-0.14	0.37	0.47	SGRY
ACHC	-0.07	0.64	-0.04	0.03	0.39		-0.26	-0.36	0.13	-0.02	ACHC
AMED	0.53	-0.16	0.58	0.48	-0.05	-0.26		0.74	-0.02	0.59	AMED
MODV	0.59	-0.22	0.55	0.34	-0.14	-0.36	0.74		-0.03	0.34	MODV
PNTG	0.64	0.59	0.6	0.66	0.37	0.13	-0.02	-0.03		0.5	PNTG
HCSG	0.67	0.46	0.72	0.88	0.47	-0.02	0.59	0.34	0.5		HCSG
	ENSG	UHS	ADUS	EHC	SGRY	ACHC	AMED	MODV	PNTG	HCSG

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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

ADUS	+ 0.93	ENSG
HCSG	+ 0.88	EHC
EHC	+ 0.84	ADUS
EHC	+ 0.82	ENSG
MODV	+ 0.74	AMED
HCSG	+ 0.72	ADUS

High negative correlations

MODV	- 0.36	ACHC
AMED	- 0.26	ACHC
MODV	- 0.22	UHS
AMED	- 0.16	UHS
MODV	- 0.14	SGRY
ACHC	- 0.07	ENSG

Risk-Adjusted Indicators

There is a big difference between Agilon Stock performing well and Agilon Health 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 Agilon Health'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
ENSG	1.15	(0.05)	(0.03)	0.08	1.67	(1.14)	2.01	(2.07)	6.71
UHS	1.62	(0.27)	0.00	(0.04)	0.00	0.00	4.29	(3.55)	11.51
ADUS	1.34	(0.01)	(0.03)	0.12	1.73	(1.31)	3.03	(2.43)	8.57
EHC	1.12	0.00	(0.01)	0.14	2.67	(1.00)	1.77	(1.55)	22.14
SGRY	1.79	(0.11)	(0.01)	0.06	2.61	(1.95)	3.82	(2.72)	17.22
ACHC	2.55	(0.48)	0.00	(0.13)	0.00	0.00	4.62	(4.53)	15.10
AMED	0.41	0.07	(0.07)	0.69	0.46	(0.44)	0.96	(0.96)	4.82
MODV	10.84	2.34	0.27	1.44	7.57	(14.61)	32.00	(13.33)	110.37
PNTG	1.64	(0.30)	0.00	(0.12)	0.00	0.00	3.08	(3.51)	14.48
HCSG	1.90	0.26	0.18	0.30	1.48	(2.39)	2.35	(2.44)	35.27

Agilon Health Corporate Management

Timothy Gertsch	Controller VP	Profile
Benjamin Shaker	Chief Officer	Profile
Bill Farry	Chief Innovation	Profile
Derek Strum	Director	Profile
Michelle Gourdine	Independent Director	Profile
Denise Zamore	Chief Secretary	Profile

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