Principal Financial Correlations

PFG Stock

USD 81.06 0.09 0.11%

The current 90-days correlation between Principal Financial and State Street Corp is 0.68 (i.e., Poor diversification). The correlation of Principal Financial 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.

Principal Financial Correlation With Market

Very poor diversification

The correlation between Principal Financial Group and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Principal Financial Group and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Principal Stock

0.62	PSEC-PA	Prospect Capital	Pair Corr
0.71	STT-PG	State Street	Pair Corr
0.67	OCCIM	OFS Credit ,	Pair Corr
0.76	OCCIN	OFS Credit	Pair Corr
0.65	BK-PK	The Bank	Pair Corr
0.61	OAK-PA	Oaktree Capital Group	Pair Corr
0.88	ARES-PB	Ares Management Corp	Pair Corr
0.83	APO-PA	Apollo Global Management	Pair Corr
0.65	GAINN	Gladstone Investment	Pair Corr
0.83	C	Citigroup Aggressive Push	Pair Corr
0.88	L	Loews Corp	Pair Corr
0.88	DHIL	Diamond Hill Investment	Pair Corr
0.61	DIST	Distoken Acquisition	Pair Corr
0.85	AB	AllianceBernstein Earnings Call This Week	Pair Corr
0.71	AC	Associated Capital	Pair Corr
0.88	AX	Axos Financial	Pair Corr
0.83	BK	Bank of New York	Pair Corr
0.9	BN	Brookfield Corp	Pair Corr
0.87	BX	Blackstone Group Normal Trading	Pair Corr
0.9	BY	Byline Bancorp Earnings Call This Week	Pair Corr
0.85	CG	Carlyle Group Earnings Call This Week	Pair Corr
0.8	CM	Canadian Imperial Bank	Pair Corr
0.83	DB	Deutsche Bank AG Earnings Call This Week	Pair Corr
0.83	GS	Goldman Sachs Group	Pair Corr

Moving against Principal Stock

0.68	FG	FG Annuities Life	Pair Corr
0.44	EG	Everest Group	Pair Corr

Related Correlations Analysis

	STT	BK	SEIC	AMG	TROW	IVZ	AMP	BEN	JHG	NTRS
STT		0.91	0.98	0.97	0.93	0.92	0.95	0.98	0.96	0.98	STT
BK	0.91		0.93	0.9	0.89	0.84	0.93	0.94	0.93	0.89	BK
SEIC	0.98	0.93		0.97	0.94	0.91	0.94	0.97	0.97	0.96	SEIC
AMG	0.97	0.9	0.97		0.96	0.95	0.92	0.98	0.96	0.96	AMG
TROW	0.93	0.89	0.94	0.96		0.96	0.93	0.94	0.97	0.91	TROW
IVZ	0.92	0.84	0.91	0.95	0.96		0.87	0.91	0.93	0.89	IVZ
AMP	0.95	0.93	0.94	0.92	0.93	0.87		0.96	0.95	0.93	AMP
BEN	0.98	0.94	0.97	0.98	0.94	0.91	0.96		0.96	0.98	BEN
JHG	0.96	0.93	0.97	0.96	0.97	0.93	0.95	0.96		0.91	JHG
NTRS	0.98	0.89	0.96	0.96	0.91	0.89	0.93	0.98	0.91		NTRS
	STT	BK	SEIC	AMG	TROW	IVZ	AMP	BEN	JHG	NTRS

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Risk-Adjusted Indicators

There is a big difference between Principal Stock performing well and Principal 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 Principal 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
STT	1.09	0.33	0.17	0.45	1.33	(1.22)	2.80	(1.87)	11.27
BK	0.85	0.38	0.19	(2.51)	0.69	(0.96)	2.04	(1.58)	5.24
SEIC	1.02	0.21	0.20	0.30	0.71	(1.20)	2.60	(1.78)	9.87
AMG	1.14	0.28	0.25	0.37	0.78	(1.38)	3.29	(1.73)	7.38
TROW	1.21	0.10	0.11	0.21	1.11	(1.32)	3.26	(1.95)	6.77
IVZ	1.69	0.49	0.33	0.45	1.14	(2.04)	4.13	(2.81)	11.76
AMP	0.99	0.05	0.06	0.17	1.15	(1.10)	2.85	(2.69)	7.81
BEN	1.21	0.32	0.27	0.37	0.81	(1.42)	3.25	(2.37)	9.95
JHG	1.32	0.24	0.21	0.28	1.10	(1.55)	3.59	(2.38)	10.56
NTRS	1.35	0.40	0.32	0.47	0.91	(1.67)	3.18	(2.06)	10.44

Principal Financial Corporate Management

Nathan Schelhaas	Senior Segment	Profile
Joel Pitz	Senior Controller	Profile
JD CFA	Chief Management	Profile
Christopher Payne	Senior Relations	Profile
Ellen Shumway	Senior Management	Profile

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