Concentra Group Correlations
| CON Stock | 19.95 0.39 1.99% |
The current 90-days correlation between Concentra Group Holdings and Stepan Company is 0.39 (i.e., Weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Concentra Group moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Concentra Group Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
Concentra Group Correlation With Market
Very weak diversification
The correlation between Concentra Group Holdings and DJI is 0.57 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Concentra Group Holdings and DJI in the same portfolio, assuming nothing else is changed.
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Moving together with Concentra Stock
| 0.74 | EHAB | Enhabit | PairCorr |
| 0.7 | MLSS | Milestone Scientific | PairCorr |
| 0.72 | MMSI | Merit Medical Systems | PairCorr |
Moving against Concentra Stock
| 0.65 | VVOS | Vivos Therapeutics Downward Rally | PairCorr |
| 0.49 | VNRX | Volitionrx | PairCorr |
| 0.42 | FIGS | Figs Inc | PairCorr |
| 0.41 | ECOR | Electrocore LLC | PairCorr |
| 0.39 | GH | Guardant Health | PairCorr |
| 0.39 | VSEE | VSee Health, | PairCorr |
| 0.35 | DOCS | Doximity | PairCorr |
| 0.6 | MGRM | Monogram Orthopaedics | PairCorr |
| 0.6 | VANI | Vivani Medical | PairCorr |
| 0.52 | MDAI | Spectral AI | PairCorr |
| 0.43 | NDRA | ENDRA Life Sciences | PairCorr |
| 0.35 | MODV | ModivCare | PairCorr |
| 0.32 | STRM | Streamline Health | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Concentra Stock performing well and Concentra Group 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 Concentra Group'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SCL | 1.61 | 0.10 | 0.08 | 0.21 | 1.43 | 3.97 | 10.46 | |||
| XYLO | 2.14 | 0.05 | (0.04) | (0.01) | 2.57 | 5.94 | 14.92 | |||
| MOS | 1.23 | 0.48 | 0.24 | 56.83 | 0.97 | 3.38 | 8.30 | |||
| MMSI | 1.17 | (0.27) | 0.00 | (0.21) | 0.00 | 2.53 | 14.94 | |||
| ARQ | 3.13 | 0.61 | 0.16 | 0.56 | 3.41 | 7.53 | 24.20 | |||
| SEPSD | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SXT | 1.23 | 0.52 | 0.58 | 1.07 | 0.00 | 4.75 | 15.95 | |||
| UAN | 0.77 | 0.33 | 0.33 | 3.32 | 0.00 | 2.17 | 4.83 |
Concentra Group Corporate Management
| Danielle Kendall | Executive Officer | Profile | |
| Jonathan Conser | Executive Officer | Profile | |
| CPA CPA | Executive Officer | Profile | |
| John deLorimier | Executive Officer | Profile | |
| Michael Kosuth | Executive East | Profile | |
| Douglas McAndrew | Executive West | Profile | |
| Giovanni Gallara | Executive Officer | Profile |