Marcus Correlations

MCS Stock

USD 17.42 0.32 1.87%

The current 90-days correlation between Marcus and PennantPark Floating Rate is 0.5 (i.e., Very weak diversification). The correlation of Marcus 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Marcus Correlation With Market

Poor diversification

The correlation between Marcus and DJI is 0.68 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Marcus and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Marcus Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Marcus. 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.

For more information on how to buy Marcus Stock please use our How to Invest in Marcus guide.

Moving together with Marcus Stock

0.81	SE	Sea	Pair Corr
0.73	DIS	Walt Disney	Pair Corr
0.73	IAS	Integral Ad Science	Pair Corr
0.7	WPP	WPP PLC ADR	Pair Corr
0.74	IMAX	Imax Corp	Pair Corr
0.67	NXST	Nexstar Broadcasting	Pair Corr
0.63	QMMM	QMMM Holdings Limited Buyout Trend	Pair Corr
0.69	RSVR	Reservoir Media	Pair Corr
0.66	ABTS	Abits Group	Pair Corr
0.72	SPHR	Sphere Entertainment	Pair Corr
0.72	TOON	Kartoon Studios,	Pair Corr
0.7	CURIW	CuriosityStream	Pair Corr
0.64	TC	TuanChe ADR	Pair Corr
0.72	TU	Telus Corp	Pair Corr
0.73	WB	Weibo Corp	Pair Corr

Moving against Marcus Stock

0.58	WMG	Warner Music Group	Pair Corr
0.54	WIMI	WiMi Hologram Cloud	Pair Corr
0.47	NCMI	National CineMedia Potential Growth	Pair Corr
0.47	STGW	Stagwell	Pair Corr
0.55	FLNT	Fluent Inc	Pair Corr
0.4	ANGHW	Anghami Warrants	Pair Corr
0.35	GDEVW	Nexters Warrant	Pair Corr

Related Correlations Analysis

	CINF	CHBAY	PFLT	BWFG	IREN	KEY-PI	GBCI	ESNT
CINF		0.6	0.8	0.83	0.6	0.62	0.69	0.84	CINF
CHBAY	0.6		0.44	0.86	0.76	0.67	0.5	0.7	CHBAY
PFLT	0.8	0.44		0.6	0.58	0.47	0.7	0.74	PFLT
BWFG	0.83	0.86	0.6		0.76	0.81	0.68	0.85	BWFG
IREN	0.6	0.76	0.58	0.76		0.48	0.64	0.81	IREN
KEY-PI	0.62	0.67	0.47	0.81	0.48		0.58	0.71	KEY-PI
GBCI	0.69	0.5	0.7	0.68	0.64	0.58		0.77	GBCI
ESNT	0.84	0.7	0.74	0.85	0.81	0.71	0.77		ESNT
	CINF	CHBAY	PFLT	BWFG	IREN	KEY-PI	GBCI	ESNT

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Risk-Adjusted Indicators

There is a big difference between Marcus Stock performing well and Marcus 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 Marcus' 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
CINF	1.30	(0.07)	(0.03)	0.03	2.28	(1.17)	2.68	(2.43)	9.38
CHBAY	1.65	0.37	0.07	2.89	1.73	(4.29)	6.40	(3.63)	16.29
PFLT	1.23	(0.12)	0.00	(0.04)	0.00	0.00	2.05	(2.83)	10.23
BWFG	1.57	0.26	0.12	0.34	1.89	(1.69)	4.41	(2.98)	16.14
IREN	3.82	1.49	0.33	1.03	3.72	(4.47)	9.03	(6.06)	19.68
KEY-PI	0.48	0.06	(0.04)	0.49	0.51	(0.54)	0.98	(0.77)	3.30
GBCI	1.86	0.00	0.01	0.10	2.65	(1.89)	3.28	(4.25)	17.00
ESNT	1.15	0.04	0.01	0.15	1.63	(1.10)	2.59	(2.65)	7.44

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