Enpro Industries Correlations

NPO Stock

USD 198.82 4.47 2.20%

The current 90-days correlation between Enpro Industries and Dave Busters Entertainment is -0.13 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Enpro Industries moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Enpro Industries moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Enpro Industries Correlation With Market

Very poor diversification

The correlation between Enpro Industries and DJI is 0.8 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Enpro Industries and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Enpro Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Enpro Industries. 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 Enpro Stock, please use our How to Invest in Enpro Industries guide.

Moving together with Enpro Stock

0.91	BW	Babcock Wilcox Enter	Pair Corr
0.96	CR	Crane Company	Pair Corr
0.95	IR	Ingersoll Rand Sell-off Trend	Pair Corr
0.96	PH	Parker Hannifin	Pair Corr
0.94	AME	Ametek Inc	Pair Corr
0.91	ATS	ATS Corporation	Pair Corr
0.94	CMI	Cummins	Pair Corr
0.96	CXT	Crane NXT	Pair Corr
0.82	CYD	China Yuchai Interna	Pair Corr
0.93	DCI	Donaldson	Pair Corr
0.9	DOV	Dover	Pair Corr
0.96	EMR	Emerson Electric	Pair Corr
0.95	ETN	Eaton PLC	Pair Corr
0.83	FLS	Flowserve	Pair Corr
0.94	GEV	GE Vernova LLC	Pair Corr
0.9	GGG	Graco Inc	Pair Corr
0.91	GHM	Graham	Pair Corr
0.82	GRC	Gorman Rupp	Pair Corr
0.74	IEX	IDEX	Pair Corr
0.93	ITT	ITT Inc	Pair Corr
0.82	ITW	Illinois Tool Works	Pair Corr
0.94	MIR	Mirion Technologies	Pair Corr
0.93	XMTR	Xometry	Pair Corr
0.83	NNE	Nano Nuclear Energy	Pair Corr
0.94	PNR	Pentair PLC	Pair Corr
0.99	ROK	Rockwell Automation	Pair Corr
0.98	RRX	Regal Beloit	Pair Corr

Moving against Enpro Stock

0.43

FBGL

FBS Global Limited

Pair Corr

Related Correlations Analysis

	RLEVF	PLAY	ASO	SURRY	IAC	TITN	CVI	TW
RLEVF		0.57	0.46	0.42	0.42	0.74	0.7	0.47	RLEVF
PLAY	0.57		0.71	0.89	0.49	0.63	0.89	0.24	PLAY
ASO	0.46	0.71		0.59	0.89	0.8	0.82	0.5	ASO
SURRY	0.42	0.89	0.59		0.33	0.42	0.76	0.02	SURRY
IAC	0.42	0.49	0.89	0.33		0.73	0.66	0.61	IAC
TITN	0.74	0.63	0.8	0.42	0.73		0.87	0.58	TITN
CVI	0.7	0.89	0.82	0.76	0.66	0.87		0.47	CVI
TW	0.47	0.24	0.5	0.02	0.61	0.58	0.47		TW
	RLEVF	PLAY	ASO	SURRY	IAC	TITN	CVI	TW

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Risk-Adjusted Indicators

There is a big difference between Enpro Stock performing well and Enpro Industries 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 Enpro Industries' 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
RLEVF	1.03	0.49	0.00	1.30	0.00	0.00	0.00	0.00	32.13
PLAY	3.32	1.16	0.31	(2.37)	2.41	(3.81)	9.24	(4.58)	22.33
ASO	2.63	(0.05)	0.01	0.07	3.93	(2.77)	5.73	(5.13)	23.42
SURRY	2.25	0.67	0.00	(8.45)	0.00	0.00	5.11	(5.15)	34.83
IAC	1.86	(0.12)	0.00	(0.02)	0.00	0.00	4.12	(3.51)	12.38
TITN	2.49	0.27	0.09	0.30	2.91	(2.79)	4.74	(3.25)	17.04
CVI	2.63	0.82	0.24	0.84	3.00	(3.03)	6.03	(4.22)	19.44
TW	1.42	(0.12)	0.00	(0.10)	0.00	0.00	2.47	(4.01)	12.73

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