Dominos Pizza Correlations

DPZ Stock

USD 452.18 1.76 0.39%

The current 90-days correlation between Dominos Pizza Common and FMC Corporation is 0.61 (i.e., Poor diversification). The correlation of Dominos Pizza 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.

Dominos Pizza Correlation With Market

Poor diversification

The correlation between Dominos Pizza Common and DJI is 0.66 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dominos Pizza Common and DJI in the same portfolio, assuming nothing else is changed.

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Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dominos Pizza Common. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey.

Moving together with Dominos Stock

0.77	MCD	McDonalds Sell-off Trend	Pair Corr
0.68	CAVA	CAVA Group,	Pair Corr

Moving against Dominos Stock

0.61	LOCO	El Pollo Loco	Pair Corr
0.39	PLAY	Dave Busters Enterta	Pair Corr
0.31	CDROW	Codere Online Luxembourg	Pair Corr
0.53	DOOO	BRP Inc	Pair Corr
0.52	DOGZ	Dogness International	Pair Corr
0.45	BTBD	Bt Brands	Pair Corr

Related Correlations Analysis

	SMIZF	FMC	ACLS	PRIM	BHR-PD	PH	GTLS-PB
SMIZF		0.59	0.85	0.9	0.75	0.86	0.66	SMIZF
FMC	0.59		0.66	0.57	0.74	0.63	0.32	FMC
ACLS	0.85	0.66		0.95	0.84	0.92	0.71	ACLS
PRIM	0.9	0.57	0.95		0.82	0.96	0.83	PRIM
BHR-PD	0.75	0.74	0.84	0.82		0.83	0.66	BHR-PD
PH	0.86	0.63	0.92	0.96	0.83		0.89	PH
GTLS-PB	0.66	0.32	0.71	0.83	0.66	0.89		GTLS-PB
	SMIZF	FMC	ACLS	PRIM	BHR-PD	PH	GTLS-PB

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Risk-Adjusted Indicators

There is a big difference between Dominos Stock performing well and Dominos Pizza 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 Dominos Pizza'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
SMIZF	0.30	0.15	0.00	(2.38)	0.00	0.00	0.00	0.00	7.09
FMC	2.24	0.00	0.01	0.10	3.11	(2.52)	4.64	(4.96)	17.97
ACLS	2.90	0.48	0.14	0.37	3.56	(3.14)	6.46	(5.43)	22.10
PRIM	2.19	0.51	0.18	0.53	2.40	(2.37)	4.03	(4.45)	15.38
BHR-PD	1.24	0.05	(0.01)	0.26	1.47	(1.45)	3.05	(2.32)	7.77
PH	1.59	0.13	0.06	0.18	2.59	(1.60)	3.14	(2.69)	19.46
GTLS-PB	2.47	0.12	0.05	0.17	3.41	(2.75)	6.16	(5.95)	17.47

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