Jackson Financial Correlations

JXN Stock

USD 87.50 1.03 1.16%

The current 90-days correlation between Jackson Financial and Unum Group is 0.71 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Jackson Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Jackson Financial moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Jackson Financial Correlation With Market

Poor diversification

The correlation between Jackson Financial 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 Jackson Financial and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Jackson Stock

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

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

Moving together with Jackson Stock

0.89	GS	Goldman Sachs Group	Pair Corr
0.83	MC	Moelis Earnings Call This Week	Pair Corr
0.89	SF	Stifel Financial Earnings Call This Week	Pair Corr
0.74	DOMH	Dominari Holdings	Pair Corr
0.8	WSBF	Waterstone Financial	Pair Corr
0.69	FCFS	FirstCash Earnings Call This Week	Pair Corr
0.9	AMP	Ameriprise Financial Earnings Call This Week	Pair Corr
0.95	AXP	American Express	Pair Corr
0.93	COF	Capital One Financial Earnings Call This Week	Pair Corr
0.89	EVR	Evercore Partners Earnings Call This Week	Pair Corr
0.9	HLI	Houlihan Lokey Earnings Call Next Week	Pair Corr
0.91	LAZ	Lazard Earnings Call This Week	Pair Corr
0.88	OPY	Oppenheimer Holdings Earnings Call This Week	Pair Corr
0.85	PJT	PJT Partners	Pair Corr
0.91	PWP	Perella Weinberg Partners	Pair Corr
0.76	SCM	Stellus Capital Inve	Pair Corr
0.69	GAIN	Gladstone Investment	Pair Corr
0.8	GLAD	Gladstone Capital	Pair Corr
0.73	GROW	US Global Investors	Pair Corr
0.72	HTGC	Hercules Capital	Pair Corr
0.81	LMFA	LM Funding America Upward Rally	Pair Corr
0.71	MAIN	Main Street Capital	Pair Corr
0.82	OPFI	OppFi Inc	Pair Corr
0.82	PFLT	PennantPark Floating Rate	Pair Corr
0.87	PIPR	Piper Sandler Companies Earnings Call This Week	Pair Corr
0.92	PYPL	PayPal Holdings Aggressive Push	Pair Corr
0.89	ALLY	Ally Financial	Pair Corr

Moving against Jackson Stock

0.7	SRL	Scully Royalty	Pair Corr
0.67	EZPW	EZCORP Inc	Pair Corr
0.32	HRZN	Horizon Technology Earnings Call Next Week	Pair Corr
0.54	AIHS	Senmiao Technology	Pair Corr
0.38	ORGN	Origin Materials	Pair Corr
0.37	AMRK	Amark Preci	Pair Corr

Related Correlations Analysis

	PRU	MET	UNM	MFC	AEL	PUK	CNO	NWLI	BHFAP	FG
PRU		0.9	0.72	0.74	0.0	0.83	0.13	0.0	0.15	-0.51	PRU
MET	0.9		0.82	0.9	0.0	0.74	0.1	0.0	0.33	-0.54	MET
UNM	0.72	0.82		0.76	0.0	0.54	0.17	0.0	0.13	-0.42	UNM
MFC	0.74	0.9	0.76		0.0	0.61	0.09	0.0	0.51	-0.34	MFC
AEL	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	0.0	AEL
PUK	0.83	0.74	0.54	0.61	0.0		-0.23	0.0	-0.09	-0.64	PUK
CNO	0.13	0.1	0.17	0.09	0.0	-0.23		0.0	0.16	0.36	CNO
NWLI	0.0	0.0	0.0	0.0	0.0	0.0	0.0		0.0	0.0	NWLI
BHFAP	0.15	0.33	0.13	0.51	0.0	-0.09	0.16	0.0		0.18	BHFAP
FG	-0.51	-0.54	-0.42	-0.34	0.0	-0.64	0.36	0.0	0.18		FG
	PRU	MET	UNM	MFC	AEL	PUK	CNO	NWLI	BHFAP	FG

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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

MET	+ 0.9	PRU
MFC	+ 0.9	MET
PUK	+ 0.83	PRU
UNM	+ 0.82	MET
MFC	+ 0.76	UNM
MFC	+ 0.74	PRU

High negative correlations

FG	- 0.64	PUK
FG	- 0.54	MET
FG	- 0.51	PRU
FG	- 0.42	UNM
FG	- 0.34	MFC
CNO	- 0.23	PUK

Risk-Adjusted Indicators

There is a big difference between Jackson Stock performing well and Jackson Financial 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 Jackson Financial'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
PRU	1.07	(0.11)	(0.06)	0.04	1.35	(1.07)	2.40	(2.40)	7.48
MET	0.99	(0.06)	(0.03)	0.08	1.18	(0.98)	2.36	(2.08)	6.85
UNM	1.12	(0.04)	(0.03)	0.09	1.37	(1.07)	2.14	(2.09)	7.21
MFC	0.90	(0.01)	(0.01)	0.12	1.17	(0.97)	2.36	(1.72)	6.81
AEL	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
PUK	1.12	0.21	0.16	0.43	0.79	(1.38)	2.57	(1.55)	5.65
CNO	1.25	(0.13)	(0.07)	0.00	1.81	(1.16)	2.48	(2.51)	8.76
NWLI	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
BHFAP	1.23	(0.20)	0.00	(0.48)	0.00	0.00	2.12	(3.46)	9.87
FG	1.62	(0.26)	0.00	(0.10)	0.00	0.00	3.09	(4.17)	16.98

Jackson Financial Corporate Management

CFA CFA	Vice LLC	Profile
Michael Hicks	Senior Officer	Profile
Carrie Chelko	Executive Counsel	Profile
Dana Rapier	Senior Jackson	Profile
Elizabeth Werner	Head Relations	Profile
Michael CPA	Senior Treasurer	Profile

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