Jack In Correlations

JACK Stock

USD 21.40 0.21 0.97%

The current 90-days correlation between Jack In and Dine Brands Global is 0.51 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Jack In moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Jack In The moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Jack In Correlation With Market

Modest diversification

The correlation between Jack In The and DJI is 0.29 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Jack In The and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Jack Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Jack In The. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

Moving together with Jack Stock

0.7	AEO	American Eagle Outfitters	Pair Corr
0.8	TOY	Toys R ANZ	Pair Corr

Moving against Jack Stock

0.82	FL	Foot Locker	Pair Corr
0.77	VUZI	Vuzix Corp Cmn	Pair Corr
0.72	BKE	Buckle Inc	Pair Corr
0.66	EPSM	Epsium Enterprise	Pair Corr
0.63	RRR	Red Rock Resorts Earnings Call Tomorrow	Pair Corr
0.59	RL	Ralph Lauren Corp	Pair Corr
0.52	FOSL	Fossil Group	Pair Corr
0.42	HVT	Haverty Furniture	Pair Corr
0.41	ANF	Abercrombie Fitch	Pair Corr
0.81	GRPN	Groupon	Pair Corr
0.78	URBN	Urban Outfitters	Pair Corr
0.71	UAA	Under Armour A	Pair Corr
0.68	GPRO	GoPro Inc	Pair Corr
0.66	VVA	Viva Leisure	Pair Corr
0.49	ARHS	Arhaus Inc	Pair Corr
0.44	SCVL	Shoe Carnival	Pair Corr
0.41	SONY	Sony Group Corp	Pair Corr
0.37	SONO	Sonos Inc	Pair Corr
0.61	JPM	JPMorgan Chase	Pair Corr
0.57	OLI	Olivers Real Food	Pair Corr
0.56	LTRY	Lottery, Common Stock	Pair Corr
0.39	LNDNF	Lundin Energy AB	Pair Corr
0.35	INBX	Inhibrx Biosciences,	Pair Corr

Related Correlations Analysis

	EAT	DIN	BJRI	PZZA	RRGB
EAT		0.78	0.66	0.81	0.8	EAT
DIN	0.78		0.9	0.93	0.74	DIN
BJRI	0.66	0.9		0.9	0.65	BJRI
PZZA	0.81	0.93	0.9		0.85	PZZA
RRGB	0.8	0.74	0.65	0.85		RRGB
	EAT	DIN	BJRI	PZZA	RRGB

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Risk-Adjusted Indicators

There is a big difference between Jack Stock performing well and Jack In 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 Jack In'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
EAT	2.10	0.05	0.01	0.18	3.12	(2.22)	4.41	(3.31)	19.63
DIN	2.23	0.15	0.07	0.28	2.00	(2.72)	5.95	(3.17)	16.06
BJRI	1.84	0.24	0.11	0.37	1.77	(2.03)	4.56	(3.38)	17.68
PZZA	1.99	0.46	0.21	0.51	1.73	(2.22)	5.05	(2.96)	22.04
RRGB	5.28	1.20	0.31	0.66	3.77	(7.24)	10.43	(6.47)	72.79

Jack In Corporate Management

Rachel Webb	VP Relations	Profile
Chris Brandon	Vice Relations	Profile
Doug Cook	VP CTO	Profile
Ryan Ostrom	Executive Officer	Profile
Darin Harris	CEO Director	Profile

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