Oxford Square Correlations

OXSQ Stock

USD 2.25 0.02 0.88%

The current 90-days correlation between Oxford Square Capital and Eagle Point Credit is 0.42 (i.e., Very weak diversification). The correlation of Oxford Square 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.

Oxford Square Correlation With Market

Poor diversification

The correlation between Oxford Square Capital and DJI is 0.61 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Oxford Square Capital and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Oxford Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Oxford Square Capital. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in state.

Moving together with Oxford Stock

0.66	LX	Lexinfintech Holdings	Pair Corr
0.67	PX	P10 Inc	Pair Corr
0.62	RC	Ready Capital Corp	Pair Corr
0.79	WD	Walker Dunlop	Pair Corr
0.84	WU	Western Union	Pair Corr

Moving against Oxford Stock

0.43	V	Visa Class A	Pair Corr
0.43	DB	Deutsche Bank AG	Pair Corr
0.42	DIST	Distoken Acquisition Trending	Pair Corr
0.4	MA	Mastercard	Pair Corr
0.38	MS	Morgan Stanley	Pair Corr
0.37	GS	Goldman Sachs Group	Pair Corr
0.35	BN	Brookfield Corp	Pair Corr
0.65	DMYY	dMY Squared Technology	Pair Corr
0.6	XP	Xp Inc	Pair Corr
0.45	WT	WisdomTree	Pair Corr
0.37	VIRT	Virtu Financial	Pair Corr
0.7	EMCG	Embrace Change Acqui	Pair Corr
0.64	DISTW	Distoken Acquisition	Pair Corr
0.63	WRLD	World Acceptance	Pair Corr
0.5	DISTR	Distoken Acquisition	Pair Corr
0.33	ANSCU	Agriculture Natural	Pair Corr
0.32	DYCQ	DT Cloud Acquisition	Pair Corr

Related Correlations Analysis

	ECC	CRF	CLM	GOF	HRZN	WHF	GLAD	PFLT	FDUS	MAIN
ECC		0.51	0.51	0.58	-0.01	0.17	0.68	0.62	0.68	0.57	ECC
CRF	0.51		0.99	0.67	-0.13	-0.28	0.78	0.57	0.78	0.85	CRF
CLM	0.51	0.99		0.62	-0.18	-0.3	0.75	0.53	0.74	0.83	CLM
GOF	0.58	0.67	0.62		0.49	0.26	0.88	0.92	0.87	0.82	GOF
HRZN	-0.01	-0.13	-0.18	0.49		0.64	0.25	0.54	0.27	0.21	HRZN
WHF	0.17	-0.28	-0.3	0.26	0.64		0.11	0.34	0.08	0.1	WHF
GLAD	0.68	0.78	0.75	0.88	0.25	0.11		0.9	0.97	0.93	GLAD
PFLT	0.62	0.57	0.53	0.92	0.54	0.34	0.9		0.9	0.81	PFLT
FDUS	0.68	0.78	0.74	0.87	0.27	0.08	0.97	0.9		0.89	FDUS
MAIN	0.57	0.85	0.83	0.82	0.21	0.1	0.93	0.81	0.89		MAIN
	ECC	CRF	CLM	GOF	HRZN	WHF	GLAD	PFLT	FDUS	MAIN

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

CLM	+ 0.99	CRF
FDUS	+ 0.97	GLAD
MAIN	+ 0.93	GLAD
PFLT	+ 0.92	GOF
PFLT	+ 0.9	GLAD
FDUS	+ 0.9	PFLT

High negative correlations

WHF	- 0.3	CLM
WHF	- 0.28	CRF
HRZN	- 0.18	CLM
HRZN	- 0.13	CRF
HRZN	- 0.01	ECC

Risk-Adjusted Indicators

There is a big difference between Oxford Stock performing well and Oxford Square 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 Oxford Square'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
ECC	1.69	(0.06)	0.00	(0.02)	0.00	0.00	2.47	(3.56)	18.72
CRF	1.31	0.04	0.02	0.07	1.93	(1.28)	2.98	(3.71)	12.23
CLM	1.21	0.08	0.04	0.12	1.73	(1.27)	2.16	(3.70)	12.28
GOF	0.87	(0.05)	0.00	(0.04)	0.00	0.00	1.72	(1.79)	10.37
HRZN	1.65	(0.23)	0.00	(0.28)	0.00	0.00	2.19	(4.37)	22.25
WHF	1.12	(0.07)	0.00	(0.10)	0.00	0.00	2.22	(2.30)	8.13
GLAD	1.28	0.00	0.00	0.03	2.45	(1.19)	2.27	(3.21)	11.36
PFLT	1.20	(0.07)	0.00	(0.04)	0.00	0.00	2.03	(2.81)	11.12
FDUS	1.30	(0.07)	0.00	(0.05)	0.00	0.00	2.26	(2.37)	12.78
MAIN	1.41	0.06	0.03	0.09	1.98	(1.47)	2.42	(2.44)	10.79

Oxford Square Corporate Management

Fabian Giudici	Head Technology	Profile
Gerald Cummins	Chief Compliance Officer	Profile
Vincent Gurrera	Controller Finance	Profile
Debdeep Maji	Sr Management	Profile
Kristin Paul	Director Operations	Profile
Joseph Kupka	Managing Director	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