Groupon Correlations

GRPN Stock

USD 36.93 0.49 1.34%

The current 90-days correlation between Groupon and Getty Images Holdings is 0.18 (i.e., Average diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Groupon moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Groupon moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Groupon Correlation With Market

Modest diversification

The correlation between Groupon and DJI is 0.22 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Groupon and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Groupon Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Groupon. 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.

To learn how to invest in Groupon Stock, please use our How to Invest in Groupon guide.

Moving together with Groupon Stock

0.9	W	Wayfair	Pair Corr
0.85	AN	AutoNation	Pair Corr
0.85	FL	Foot Locker	Pair Corr
0.83	JL	J Long Group	Pair Corr
0.91	EBAY	eBay Inc	Pair Corr
0.64	EDUC	Educational Development	Pair Corr
0.61	WEYS	Weyco Group	Pair Corr
0.83	ETSY	Etsy Inc	Pair Corr
0.92	WINA	Winmark	Pair Corr
0.93	EVGO	Evgo Inc	Pair Corr
0.94	FIVE	Five Below	Pair Corr
0.79	AAP	Advance Auto Parts	Pair Corr
0.92	BBW	Build A Bear	Pair Corr
0.89	BKE	Buckle Inc	Pair Corr

Moving against Groupon Stock

0.54	JD	JD Inc Adr	Pair Corr
0.34	DXLG	Destination XL Group	Pair Corr
0.71	AZI	Autozi Internet Tech	Pair Corr
0.65	FLWS	1 800 FLOWERSCOM	Pair Corr
0.45	AEO	American Eagle Outfitters	Pair Corr
0.78	DIT	AMCON Distributing	Pair Corr
0.6	BGI	Birks Group	Pair Corr
0.6	CAL	Continental	Pair Corr

Related Correlations Analysis

	TWLO	GETY	BIDU	SNAP	ANGI	IAC	YELP	OB	KIND	SSTK
TWLO		0.2	0.13	0.31	0.82	0.49	0.63	-0.59	0.28	0.79	TWLO
GETY	0.2		0.71	0.63	0.2	0.51	0.14	0.1	0.38	0.55	GETY
BIDU	0.13	0.71		0.81	0.31	0.74	0.39	0.38	0.44	0.55	BIDU
SNAP	0.31	0.63	0.81		0.49	0.85	0.6	0.34	0.41	0.68	SNAP
ANGI	0.82	0.2	0.31	0.49		0.72	0.72	-0.2	0.4	0.83	ANGI
IAC	0.49	0.51	0.74	0.85	0.72		0.67	0.24	0.48	0.83	IAC
YELP	0.63	0.14	0.39	0.6	0.72	0.67		0.01	-0.02	0.67	YELP
OB	-0.59	0.1	0.38	0.34	-0.2	0.24	0.01		-0.05	-0.15	OB
KIND	0.28	0.38	0.44	0.41	0.4	0.48	-0.02	-0.05		0.44	KIND
SSTK	0.79	0.55	0.55	0.68	0.83	0.83	0.67	-0.15	0.44		SSTK
	TWLO	GETY	BIDU	SNAP	ANGI	IAC	YELP	OB	KIND	SSTK

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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

IAC	+ 0.85	SNAP
SSTK	+ 0.83	ANGI
SSTK	+ 0.83	IAC
ANGI	+ 0.82	TWLO
SNAP	+ 0.81	BIDU
SSTK	+ 0.79	TWLO

High negative correlations

OB	- 0.59	TWLO
OB	- 0.2	ANGI
SSTK	- 0.15	OB
KIND	- 0.05	OB
KIND	- 0.02	YELP

Risk-Adjusted Indicators

There is a big difference between Groupon Stock performing well and Groupon 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 Groupon'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
TWLO	2.10	0.20	0.07	0.15	3.02	(2.18)	3.89	(4.01)	19.88
GETY	3.46	(0.24)	0.00	(0.12)	0.00	0.00	6.91	(7.25)	23.43
BIDU	1.80	(0.24)	0.00	(0.22)	0.00	0.00	3.32	(4.32)	10.43
SNAP	2.93	(0.16)	0.00	(0.06)	0.00	0.00	4.39	(6.47)	34.42
ANGI	3.15	0.04	0.01	0.06	3.31	(3.66)	7.46	(5.69)	39.54
IAC	1.87	(0.11)	0.00	(0.07)	0.00	0.00	4.17	(3.56)	12.38
YELP	1.67	(0.06)	0.00	(0.04)	0.00	0.00	3.05	(3.40)	12.94
OB	3.14	(0.59)	0.00	10.41	0.00	0.00	4.75	(6.96)	19.02
KIND	2.04	(0.09)	0.00	1.10	0.00	0.00	4.32	(4.67)	13.62
SSTK	2.71	(0.05)	0.00	(0.01)	0.00	0.00	6.93	(5.03)	22.56

Groupon Corporate Management

Dane Drobny	Sr. VP, General Counsel and Corporate Secretary	Profile
Branislav Majorsky	Senior Revenue	Profile
Ales Drabek	Chief Officer	Profile
Vojtech Rysanek	Chief Officer	Profile
Jiri Ponrt	Chief Officer	Profile
Zdenek Linc	Chief Officer	Profile

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