Arm Holdings Correlations

ARM Stock

140.31 8.44 5.67%

The current 90-days correlation between Arm Holdings plc and Applied Materials is 0.42 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Arm Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Arm Holdings plc moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Arm Holdings Correlation With Market

Very weak diversification

The correlation between Arm Holdings plc and DJI is 0.41 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Arm Holdings plc and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Arm Stock

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

Moving together with Arm Stock

0.77	INTC	Intel Downward Rally	Pair Corr
0.71	KLAC	KLA Tencor	Pair Corr
0.74	LEDS	SemiLEDS	Pair Corr
0.74	LRCX	Lam Research Corp Downward Rally	Pair Corr
0.77	AMAT	Applied Materials	Pair Corr
0.89	PATH	Uipath Inc	Pair Corr
0.79	UEC	Uranium Energy Corp	Pair Corr
0.64	PLG	Platinum Group Metals	Pair Corr
0.62	WMT	Walmart Earnings Call This Week	Pair Corr
0.74	JNJ	Johnson Johnson	Pair Corr
0.81	AA	Alcoa Corp	Pair Corr
0.72	GE	GE Aerospace	Pair Corr
0.68	IBM	International Business	Pair Corr

Moving against Arm Stock

0.69	TXN	Texas Instruments	Pair Corr
0.39	ADI	Analog Devices	Pair Corr
0.84	VZ	Verizon Communications Aggressive Push	Pair Corr
0.75	T	ATT Inc Aggressive Push	Pair Corr
0.62	PG	Procter Gamble Sell-off Trend	Pair Corr
0.5	MCD	McDonalds	Pair Corr
0.42	CVX	Chevron Corp	Pair Corr

Related Correlations Analysis

	AMAT	QCOM	INTC	KLAC	LRCX	TXN	APH	NOW	INTU	SONY
AMAT		0.79	0.96	0.95	0.97	-0.84	0.9	-0.04	-0.23	0.28	AMAT
QCOM	0.79		0.78	0.9	0.86	-0.79	0.88	0.17	-0.12	0.22	QCOM
INTC	0.96	0.78		0.92	0.94	-0.81	0.87	0.04	-0.28	0.31	INTC
KLAC	0.95	0.9	0.92		0.98	-0.89	0.95	0.04	-0.21	0.29	KLAC
LRCX	0.97	0.86	0.94	0.98		-0.91	0.96	-0.01	-0.32	0.29	LRCX
TXN	-0.84	-0.79	-0.81	-0.89	-0.91		-0.94	-0.05	0.35	-0.27	TXN
APH	0.9	0.88	0.87	0.95	0.96	-0.94		-0.01	-0.33	0.24	APH
NOW	-0.04	0.17	0.04	0.04	-0.01	-0.05	-0.01		0.06	0.33	NOW
INTU	-0.23	-0.12	-0.28	-0.21	-0.32	0.35	-0.33	0.06		-0.09	INTU
SONY	0.28	0.22	0.31	0.29	0.29	-0.27	0.24	0.33	-0.09		SONY
	AMAT	QCOM	INTC	KLAC	LRCX	TXN	APH	NOW	INTU	SONY

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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

LRCX	+ 0.98	KLAC
LRCX	+ 0.97	AMAT
INTC	+ 0.96	AMAT
APH	+ 0.96	LRCX
KLAC	+ 0.95	AMAT
APH	+ 0.95	KLAC

High negative correlations

APH	- 0.94	TXN
TXN	- 0.91	LRCX
TXN	- 0.89	KLAC
TXN	- 0.84	AMAT
TXN	- 0.81	INTC
TXN	- 0.79	QCOM

Risk-Adjusted Indicators

There is a big difference between Arm Stock performing well and Arm Holdings 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 Arm Holdings' 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
AMAT	2.12	0.17	0.06	0.18	3.01	(2.22)	4.65	(3.25)	14.07
QCOM	1.45	0.04	0.05	0.10	1.86	(1.56)	2.52	(3.54)	15.45
INTC	2.96	0.68	0.26	0.47	2.37	(3.69)	7.12	(4.27)	29.02
KLAC	1.89	0.21	0.09	0.21	2.48	(2.00)	4.30	(3.31)	12.45
LRCX	2.27	0.42	0.15	0.26	2.76	(2.33)	4.90	(5.02)	14.48
TXN	1.21	(0.32)	0.00	(0.25)	0.00	0.00	2.46	(3.98)	8.27
APH	1.37	0.26	0.13	0.37	1.50	(1.44)	3.42	(2.76)	9.26
NOW	1.40	(0.11)	0.00	(0.02)	0.00	0.00	2.79	(2.37)	7.76
INTU	0.96	(0.17)	0.00	(0.28)	0.00	0.00	1.92	(2.26)	5.89
SONY	1.37	0.23	0.06	(0.21)	1.44	(1.54)	3.77	(2.30)	9.32

Arm Holdings Corporate Management

Tamika Smith	Senior Officer	Profile
Spencer Collins	Executive Officer	Profile
Drew Henry	Executive Ecosystem	Profile
Ami Badani	Chief Officer	Profile
Kirsty Gill	Executive Officer	Profile

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