Five Below Correlations

FIVE Stock

USD 82.79 1.52 1.80%

The current 90-days correlation between Five Below and Williams Sonoma is 0.75 (i.e., Poor diversification). The correlation of Five Below 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.

Five Below Correlation With Market

Poor diversification

The correlation between Five Below and DJI is 0.6 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Five Below 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 Five Below. 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.

For information on how to trade Five Stock refer to our How to Trade Five Stock guide.

Moving together with Five Stock

0.89	BQ	Boqii Holding Limited	Pair Corr
0.88	HD	Home Depot Earnings Call This Week	Pair Corr
0.91	RH	RH Downward Rally	Pair Corr
0.86	VSCO	Victorias Secret	Pair Corr
0.87	WEYS	Weyco Group	Pair Corr
0.85	FLWS	1 800 FLOWERSCOM	Pair Corr
0.86	ABG	Asbury Automotive	Pair Corr
0.83	ASO	Academy Sports Outdoors	Pair Corr
0.91	BBY	Best Buy	Pair Corr
0.66	BGI	Birks Group	Pair Corr
0.85	FND	Floor Decor Holdings Sell-off Trend	Pair Corr
0.87	GAP	Gap, Symbol Change	Pair Corr
0.88	GCT	GigaCloud Technology	Pair Corr
0.85	GPI	Group 1 Automotive	Pair Corr
0.78	HVT	Haverty Furniture	Pair Corr
0.86	LAD	Lithia Motors	Pair Corr
0.89	LOW	Lowes Companies	Pair Corr
0.81	HOUR	Hour Loop	Pair Corr
0.82	JFBR	Jeffs Brands	Pair Corr
0.81	KIRK	Kirklands	Pair Corr
0.79	LOGC	Contextlogic Earnings Call Today	Pair Corr
0.85	PETS	PetMed Express	Pair Corr
0.67	POOL	Pool	Pair Corr
0.85	ARHS	Arhaus Inc Earnings Call Tomorrow	Pair Corr
0.87	SNBR	Sleep Number Corp	Pair Corr
0.82	TTSH	Tile Shop Holdings Earnings Call Tomorrow	Pair Corr
0.86	CPNG	Coupang LLC	Pair Corr
0.81	BH	Biglari Holdings Earnings Call This Week	Pair Corr
0.63	SG	Sweetgreen	Pair Corr
0.88	WH	Wyndham Hotels Resorts	Pair Corr
0.64	WING	Wingstop	Pair Corr
0.84	EWCZ	European Wax Center Downward Rally	Pair Corr
0.82	BLD	Topbuild Corp	Pair Corr
0.83	CMG	Chipotle Mexican Grill	Pair Corr

Moving against Five Stock

0.66

RAY

Raytech Holding

Pair Corr

Related Correlations Analysis

	ORLY	AZO	GPC	WSM	ULTA	BBY	RH	AAP	TSCO	DKS
ORLY		0.85	-0.18	-0.66	0.16	-0.53	-0.6	-0.49	-0.28	-0.5	ORLY
AZO	0.85		-0.04	-0.72	-0.01	-0.64	-0.73	-0.58	-0.32	-0.63	AZO
GPC	-0.18	-0.04		0.48	-0.18	0.56	0.34	0.25	0.69	0.39	GPC
WSM	-0.66	-0.72	0.48		0.28	0.95	0.97	0.86	0.73	0.96	WSM
ULTA	0.16	-0.01	-0.18	0.28		0.24	0.36	0.4	-0.01	0.41	ULTA
BBY	-0.53	-0.64	0.56	0.95	0.24		0.94	0.82	0.8	0.92	BBY
RH	-0.6	-0.73	0.34	0.97	0.36	0.94		0.91	0.68	0.97	RH
AAP	-0.49	-0.58	0.25	0.86	0.4	0.82	0.91		0.63	0.89	AAP
TSCO	-0.28	-0.32	0.69	0.73	-0.01	0.8	0.68	0.63		0.73	TSCO
DKS	-0.5	-0.63	0.39	0.96	0.41	0.92	0.97	0.89	0.73		DKS
	ORLY	AZO	GPC	WSM	ULTA	BBY	RH	AAP	TSCO	DKS

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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

RH	+ 0.97	WSM
DKS	+ 0.97	RH
DKS	+ 0.96	WSM
BBY	+ 0.95	WSM
RH	+ 0.94	BBY
DKS	+ 0.92	BBY

High negative correlations

RH	- 0.73	AZO
WSM	- 0.72	AZO
WSM	- 0.66	ORLY
BBY	- 0.64	AZO
DKS	- 0.63	AZO
RH	- 0.6	ORLY

Risk-Adjusted Indicators

There is a big difference between Five Stock performing well and Five Below 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 Five Below'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
ORLY	1.32	0.13	0.14	0.24	1.43	(1.46)	2.41	(2.05)	7.12
AZO	1.08	0.23	0.18	0.45	1.55	(1.15)	2.41	(2.14)	8.76
GPC	1.47	0.13	0.07	0.04	2.06	(1.38)	2.75	(3.09)	10.00
WSM	2.51	(0.22)	0.00	(0.27)	0.00	0.00	3.86	(5.62)	20.33
ULTA	2.07	0.09	0.00	(0.05)	0.00	0.00	3.56	(4.48)	18.25
BBY	2.36	(0.08)	0.00	(0.17)	0.00	0.00	3.92	(6.13)	21.90
RH	4.44	(0.56)	0.00	(0.30)	0.00	0.00	6.47	(10.12)	46.55
AAP	2.67	(0.46)	0.00	(0.55)	0.00	0.00	5.18	(6.84)	24.97
TSCO	1.58	0.03	0.00	(0.09)	0.00	0.00	2.79	(3.41)	10.41
DKS	2.37	(0.16)	0.00	(0.22)	0.00	0.00	3.43	(4.73)	20.55

Five Below Corporate Management

Michael Romanko	Executive VP of Merchandising	Profile
Christiane Pelz	Vice Relations	Profile
Ronald Masciantonio	Secretary	Profile
Amit Jhunjhunwala	Chief Officer	Profile

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