Liberty Global Correlations

LBTYK Stock

USD 10.18 0.08 0.78%

The current 90-days correlation between Liberty Global PLC and Liberty Latin America is 0.22 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Liberty Global moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Liberty Global PLC moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Liberty Global Correlation With Market

Average diversification

The correlation between Liberty Global PLC and DJI is 0.14 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Liberty Global PLC and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Liberty Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Liberty Global PLC. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in manufacturing.

Moving against Liberty Stock

0.67	SE	Sea	Pair Corr
0.6	BZ	Kanzhun Ltd ADR	Pair Corr
0.54	DJCO	Daily Journal Corp	Pair Corr
0.53	RPID	Rapid Micro Biosystems	Pair Corr
0.53	TC	TuanChe ADR	Pair Corr
0.48	CURIW	CuriosityStream	Pair Corr
0.47	WB	Weibo Corp	Pair Corr
0.44	ZD	Ziff Davis	Pair Corr
0.43	TU	Telus Corp	Pair Corr
0.42	TLK	Telkom Indonesia Tbk	Pair Corr
0.39	EB	Eventbrite Class A	Pair Corr
0.37	EA	Electronic Arts	Pair Corr
0.34	TIMB	TIM Participacoes	Pair Corr
0.31	IRDM	Iridium Communications Earnings Call This Week	Pair Corr
0.73	CHR	Cheer Holding	Pair Corr
0.72	ADD	Color Star Technology	Pair Corr
0.62	CNK	Cinemark Holdings	Pair Corr
0.58	FNGR	FingerMotion	Pair Corr
0.56	CHT	Chunghwa Telecom	Pair Corr
0.55	DIS	Walt Disney	Pair Corr
0.53	FENG	Phoenix New Media	Pair Corr
0.51	FOXA	Fox Corp Class	Pair Corr
0.46	CCO	Clear Channel Outdoor	Pair Corr

Related Correlations Analysis

	LILA	LILAK	LBTYB	LBRDA	LBTYA	SNGNF	PTNRY	KT	SHEN	CABO
LILA		1.0	0.42	0.24	0.27	0.48	0.0	0.73	0.76	-0.29	LILA
LILAK	1.0		0.41	0.29	0.24	0.5	0.0	0.76	0.76	-0.34	LILAK
LBTYB	0.42	0.41		-0.28	0.73	-0.07	0.0	0.02	0.26	0.3	LBTYB
LBRDA	0.24	0.29	-0.28		-0.55	0.31	0.0	0.7	0.11	-0.77	LBRDA
LBTYA	0.27	0.24	0.73	-0.55		-0.25	0.0	-0.26	0.14	0.73	LBTYA
SNGNF	0.48	0.5	-0.07	0.31	-0.25		0.0	0.68	0.57	-0.58	SNGNF
PTNRY	0.0	0.0	0.0	0.0	0.0	0.0		0.0	0.0	0.0	PTNRY
KT	0.73	0.76	0.02	0.7	-0.26	0.68	0.0		0.58	-0.72	KT
SHEN	0.76	0.76	0.26	0.11	0.14	0.57	0.0	0.58		-0.42	SHEN
CABO	-0.29	-0.34	0.3	-0.77	0.73	-0.58	0.0	-0.72	-0.42		CABO
	LILA	LILAK	LBTYB	LBRDA	LBTYA	SNGNF	PTNRY	KT	SHEN	CABO

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Please upgrade your account to get full access to Macroaxis premium features

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

LILAK	+ 1.0	LILA
SHEN	+ 0.76	LILA
KT	+ 0.76	LILAK
SHEN	+ 0.76	LILAK
KT	+ 0.73	LILA
LBTYA	+ 0.73	LBTYB

High negative correlations

CABO	- 0.77	LBRDA
CABO	- 0.72	KT
CABO	- 0.58	SNGNF
LBTYA	- 0.55	LBRDA
CABO	- 0.42	SHEN
CABO	- 0.34	LILAK

Risk-Adjusted Indicators

There is a big difference between Liberty Stock performing well and Liberty Global 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 Liberty Global'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
LILA	2.26	0.27	0.06	0.49	3.44	(2.39)	4.81	(3.53)	19.20
LILAK	2.23	0.30	0.06	0.59	3.52	(2.38)	4.71	(3.27)	19.92
LBTYB	1.82	0.10	(0.02)	0.00	4.94	(1.83)	3.21	(2.14)	30.28
LBRDA	1.69	0.19	0.09	0.35	1.68	(1.93)	2.88	(3.06)	14.76
LBTYA	1.46	(0.13)	0.00	(0.17)	0.00	0.00	2.26	(2.86)	13.72
SNGNF	1.04	0.32	0.03	(0.31)	1.16	(3.10)	3.42	(3.41)	15.15
PTNRY	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
KT	0.99	0.26	0.13	1.40	0.90	(1.14)	2.55	(1.98)	6.45
SHEN	1.99	0.14	0.03	0.32	3.36	(2.13)	3.36	(5.07)	16.23
CABO	3.58	(0.86)	0.00	(6.08)	0.00	0.00	4.53	(6.53)	46.30

Liberty Global Corporate Management

Andrea Salvato	Executive Officer	Profile
Frederick III	Senior Responsibility	Profile
Severina Pascu	Senior Operations	Profile
Eric Lennon	Managing Integration	Profile
Veenod Kurup	Chief MD	Profile

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC