Brookfield Wealth Correlations

BNT Stock

67.31 0.69 1.01%

The current 90-days correlation between Brookfield Wealth and Reliance Steel Aluminum is 0.45 (i.e., Very weak diversification). The correlation of Brookfield Wealth 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.

Brookfield Wealth Correlation With Market

Poor diversification

The correlation between Brookfield Wealth Solutions and DJI is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Brookfield Wealth Solutions and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Brookfield Stock

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

Moving together with Brookfield Stock

0.89	ESGR	Enstar Group Limited	Pair Corr
0.89	AEG	Aegon NV ADR	Pair Corr
0.72	SLF	Sun Life Financial	Pair Corr
0.71	WDH	Waterdrop ADR	Pair Corr
0.91	HIG-PG	The Hartford Financial Earnings Call This Week	Pair Corr
0.73	ACGLO	Arch Capital Group	Pair Corr
0.86	ATH-PD	Athene Holding	Pair Corr
0.79	ATH-PE	Athene Holding	Pair Corr
0.81	ATH-PA	Athene Holding	Pair Corr
0.87	ATH-PB	Athene Holding	Pair Corr
0.87	ATH-PC	Athene Holding	Pair Corr
0.71	EQH-PC	Equitable Holdings	Pair Corr
0.71	EQH-PA	Equitable Holdings	Pair Corr
0.97	C	Citigroup Aggressive Push	Pair Corr
0.93	L	Loews Corp	Pair Corr
0.92	DHIL	Diamond Hill Investment	Pair Corr
0.74	DIST	Distoken Acquisition	Pair Corr
0.84	AB	AllianceBernstein Earnings Call This Week	Pair Corr
0.79	AC	Associated Capital	Pair Corr
0.96	AX	Axos Financial	Pair Corr
0.96	BK	Bank of New York	Pair Corr
1.0	BN	Brookfield Corp	Pair Corr
0.92	BX	Blackstone Group Normal Trading	Pair Corr
0.84	BY	Byline Bancorp Earnings Call This Week	Pair Corr
0.96	CG	Carlyle Group Earnings Call This Week	Pair Corr
0.95	CM	Canadian Imperial Bank	Pair Corr
0.95	DB	Deutsche Bank AG Earnings Call This Week	Pair Corr

Moving against Brookfield Stock

0.32	IGIC	International General	Pair Corr
0.4	ACGL	Arch Capital Group	Pair Corr
0.68	FG	FG Annuities Life	Pair Corr
0.62	EG	Everest Group	Pair Corr

Related Correlations Analysis

	RS	IAS	BDC	NX	EVC	FLNT	ATI
RS		0.81	0.95	0.85	0.89	-0.32	0.91	RS
IAS	0.81		0.81	0.75	0.62	-0.52	0.93	IAS
BDC	0.95	0.81		0.81	0.83	-0.21	0.88	BDC
NX	0.85	0.75	0.81		0.83	-0.33	0.77	NX
EVC	0.89	0.62	0.83	0.83		-0.35	0.76	EVC
FLNT	-0.32	-0.52	-0.21	-0.33	-0.35		-0.55	FLNT
ATI	0.91	0.93	0.88	0.77	0.76	-0.55		ATI
	RS	IAS	BDC	NX	EVC	FLNT	ATI

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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

BDC	+ 0.95	RS
ATI	+ 0.93	IAS
ATI	+ 0.91	RS
EVC	+ 0.89	RS
ATI	+ 0.88	BDC
NX	+ 0.85	RS

High negative correlations

ATI	- 0.55	FLNT
FLNT	- 0.52	IAS
FLNT	- 0.35	EVC
FLNT	- 0.33	NX
FLNT	- 0.32	RS
FLNT	- 0.21	BDC

Risk-Adjusted Indicators

There is a big difference between Brookfield Stock performing well and Brookfield Wealth 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 Brookfield Wealth'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
RS	0.96	0.19	0.15	0.37	0.71	(1.05)	2.74	(1.56)	4.95
IAS	1.48	0.21	0.13	0.31	1.42	(1.80)	3.78	(2.21)	10.31
BDC	1.42	0.28	0.25	0.34	0.94	(1.73)	3.59	(1.95)	8.42
NX	2.64	(0.17)	0.01	0.06	2.52	(3.39)	6.46	(4.36)	15.60
EVC	2.32	0.27	0.11	0.33	2.30	(3.10)	6.40	(3.57)	17.45
FLNT	3.74	(0.08)	0.00	0.08	4.90	(4.23)	7.45	(8.29)	28.02
ATI	1.57	0.90	0.61	0.91	0.58	(2.07)	5.06	(2.64)	17.43

Brookfield Wealth Corporate Management

Anna KnapmanScott	Corporate Secretary	Profile
Paul Forestell	Managing Actuary	Profile
Thomas Corbett	Chief Officer	Profile
Alper Daglioglu	Managing Group	Profile
Gregory McConnie	Chief Ltd	Profile
Lorenzo Lorilla	Chief Officer	Profile

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