Arhaus Correlations

ARHS Stock

USD 9.21 0.02 0.22%

The current 90-days correlation between Arhaus Inc and Walmart is 0.51 (i.e., Very weak diversification). The correlation of Arhaus 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Arhaus Correlation With Market

Poor diversification

The correlation between Arhaus Inc and DJI is 0.68 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Arhaus Inc 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 Arhaus Inc. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in rate.

Moving together with Arhaus Stock

0.9	W	Wayfair	Pair Corr
0.78	FL	Foot Locker	Pair Corr
0.79	JL	J Long Group	Pair Corr
0.61	LE	Lands End Downward Rally	Pair Corr
0.71	EPSM	Epsium Enterprise Trending	Pair Corr
0.78	WEYS	Weyco Group	Pair Corr
0.87	FIVE	Five Below	Pair Corr
0.8	AAP	Advance Auto Parts	Pair Corr
0.78	ABG	Asbury Automotive	Pair Corr
0.78	ANF	Abercrombie Fitch	Pair Corr
0.86	ASO	Academy Sports Outdoors	Pair Corr
0.82	BBW	Build A Bear	Pair Corr
0.78	BBY	Best Buy	Pair Corr
0.86	EYE	National Vision Holdings	Pair Corr
0.66	FND	Floor Decor Holdings	Pair Corr
0.74	GCO	Genesco	Pair Corr
0.81	GES	Guess Inc	Pair Corr
0.81	GPC	Genuine Parts	Pair Corr
0.88	HVT	Haverty Furniture	Pair Corr
0.9	LAD	Lithia Motors	Pair Corr
0.84	ODP	ODP Corp	Pair Corr
0.82	SBH	Sally Beauty Holdings	Pair Corr
0.79	TLF	Tandy Leather Factory	Pair Corr
0.77	WSM	Williams Sonoma	Pair Corr
0.82	GRPN	Groupon Downward Rally	Pair Corr

Moving against Arhaus Stock

0.37	CAL	Continental	Pair Corr
0.34	DIT	AMCON Distributing Earnings Call This Week	Pair Corr
0.76	JFBR	Jeffs Brands	Pair Corr
0.61	HTLM	HomesToLife	Pair Corr
0.54	LVLU	Lulus Fashion Lounge	Pair Corr
0.45	RAY	Raytech Holding Buyout Trend	Pair Corr

Related Correlations Analysis

	WMT	KO	ZLAB	XOMAO	ILST	MRK	RETSX	OSPSX	RTSCX	GDC
WMT		0.19	0.29	0.25	-0.31	-0.06	0.7	0.54	0.7	0.32	WMT
KO	0.19		0.18	0.02	0.22	0.1	-0.17	0.12	-0.15	-0.24	KO
ZLAB	0.29	0.18		0.4	-0.46	0.38	0.62	0.64	0.6	0.42	ZLAB
XOMAO	0.25	0.02	0.4		-0.55	0.48	0.54	0.33	0.53	0.77	XOMAO
ILST	-0.31	0.22	-0.46	-0.55		-0.09	-0.79	-0.6	-0.79	-0.57	ILST
MRK	-0.06	0.1	0.38	0.48	-0.09		0.12	0.04	0.13	0.45	MRK
RETSX	0.7	-0.17	0.62	0.54	-0.79	0.12		0.77	0.99	0.66	RETSX
OSPSX	0.54	0.12	0.64	0.33	-0.6	0.04	0.77		0.77	0.38	OSPSX
RTSCX	0.7	-0.15	0.6	0.53	-0.79	0.13	0.99	0.77		0.62	RTSCX
GDC	0.32	-0.24	0.42	0.77	-0.57	0.45	0.66	0.38	0.62		GDC
	WMT	KO	ZLAB	XOMAO	ILST	MRK	RETSX	OSPSX	RTSCX	GDC

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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

RTSCX	+ 0.99	RETSX
GDC	+ 0.77	XOMAO
OSPSX	+ 0.77	RETSX
RTSCX	+ 0.77	OSPSX
RETSX	+ 0.7	WMT
RTSCX	+ 0.7	WMT

High negative correlations

RTSCX	- 0.79	ILST
RETSX	- 0.79	ILST
OSPSX	- 0.6	ILST
GDC	- 0.57	ILST
ILST	- 0.55	XOMAO
ILST	- 0.46	ZLAB

Risk-Adjusted Indicators

There is a big difference between Arhaus Stock performing well and Arhaus 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 Arhaus' 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
WMT	1.08	0.02	(0.02)	0.25	0.93	(1.28)	2.23	(2.01)	12.50
KO	0.88	(0.07)	0.00	(5.87)	0.00	0.00	1.55	(1.70)	4.81
ZLAB	3.52	(0.06)	0.00	0.18	3.88	(4.24)	7.58	(6.44)	29.86
XOMAO	0.32	0.01	(0.44)	0.28	0.32	(0.38)	0.98	(0.56)	2.44
ILST	4.83	0.26	0.00	(12.48)	6.62	(20.19)	16.67	(14.29)	55.56
MRK	1.48	(0.11)	(0.07)	0.09	2.08	(1.44)	3.35	(4.13)	10.58
RETSX	0.89	0.07	0.08	0.29	0.80	(1.07)	2.08	(1.67)	12.87
OSPSX	1.01	0.03	0.00	0.09	0.00	0.00	1.88	(1.95)	7.75
RTSCX	1.05	0.03	0.04	0.26	1.08	(1.25)	2.28	(2.46)	13.12
GDC	4.88	0.84	0.15	1.14	5.02	(5.60)	12.08	(7.69)	33.33

Arhaus Corporate Management

Michael Lee	Chief Officer	Profile
Christian Sedor	Chief Officer	Profile
Lisa Chi	Chief Officer	Profile
Dawn Sparks	Chief Officer	Profile
Venkat Nachiappan	Chief Officer	Profile
Jennifer Porter	Chief Officer	Profile
Dawn Phillipson	Chief Officer	Profile

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