Quad Graphics Correlations

QUAD Stock

USD 5.42 0.06 1.09%

The current 90-days correlation between Quad Graphics and Rentokil Initial PLC is 0.23 (i.e., Modest diversification). The correlation of Quad Graphics 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.

Quad Graphics Correlation With Market

Very weak diversification

The correlation between Quad Graphics and DJI is 0.5 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Quad Graphics 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 Quad Graphics. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.

For information on how to trade Quad Stock refer to our How to Trade Quad Stock guide.

Moving together with Quad Stock

0.78	DRVN	Driven Brands Holdings	Pair Corr
0.69	KAR	KAR Auction Services	Pair Corr
0.62	CMPR	Cimpress NV	Pair Corr
0.76	AL	Air Lease	Pair Corr
0.63	BA	Boeing	Pair Corr
0.74	BV	BrightView Holdings	Pair Corr
0.65	BZ	Kanzhun Ltd ADR	Pair Corr
0.65	CP	Canadian Pacific Railway	Pair Corr
0.63	CR	Crane Company	Pair Corr
0.67	DE	Deere Company	Pair Corr
0.71	FA	First Advantage Corp	Pair Corr
0.63	GE	GE Aerospace Earnings Call This Week	Pair Corr
0.7	HY	Hyster Yale Materials	Pair Corr
0.72	IR	Ingersoll Rand	Pair Corr
0.71	KE	Kimball Electronics	Pair Corr
0.79	LZ	LegalZoom	Pair Corr
0.72	PH	Parker Hannifin	Pair Corr

Moving against Quad Stock

0.52	VIRC	Virco Manufacturing	Pair Corr
0.48	DSS	DSS Inc	Pair Corr
0.66	MG	Mistras Group	Pair Corr
0.36	NL	NL Industries	Pair Corr

Related Correlations Analysis

	RTO	FA	PHLT	RBA	PLOW	THR	DFIN	MG	RYAM
RTO		0.51	0.37	0.53	0.5	0.35	0.56	-0.5	-0.57	RTO
FA	0.51		0.43	0.87	0.79	0.69	0.71	-0.86	-0.58	FA
PHLT	0.37	0.43		0.61	0.83	0.28	0.85	-0.46	-0.19	PHLT
RBA	0.53	0.87	0.61		0.84	0.7	0.85	-0.77	-0.48	RBA
PLOW	0.5	0.79	0.83	0.84		0.69	0.95	-0.72	-0.44	PLOW
THR	0.35	0.69	0.28	0.7	0.69		0.62	-0.44	-0.32	THR
DFIN	0.56	0.71	0.85	0.85	0.95	0.62		-0.67	-0.45	DFIN
MG	-0.5	-0.86	-0.46	-0.77	-0.72	-0.44	-0.67		0.75	MG
RYAM	-0.57	-0.58	-0.19	-0.48	-0.44	-0.32	-0.45	0.75		RYAM
	RTO	FA	PHLT	RBA	PLOW	THR	DFIN	MG	RYAM

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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

DFIN	+ 0.95	PLOW
RBA	+ 0.87	FA
DFIN	+ 0.85	PHLT
DFIN	+ 0.85	RBA
PLOW	+ 0.84	RBA
PLOW	+ 0.83	PHLT

High negative correlations

MG	- 0.86	FA
MG	- 0.77	RBA
MG	- 0.72	PLOW
MG	- 0.67	DFIN
RYAM	- 0.58	FA
RYAM	- 0.57	RTO

Risk-Adjusted Indicators

There is a big difference between Quad Stock performing well and Quad Graphics 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 Quad Graphics' 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
RTO	1.19	0.06	(0.02)	0.32	1.37	(1.23)	2.65	(2.05)	8.87
FA	2.13	0.04	0.06	0.15	2.23	(2.49)	4.93	(4.06)	23.89
PHLT	2.31	0.52	0.16	0.46	2.60	(2.40)	5.77	(5.04)	17.52
RBA	0.83	0.12	0.04	0.42	0.95	(0.89)	1.75	(1.68)	4.84
PLOW	1.36	0.24	0.18	0.42	0.95	(1.79)	2.83	(1.63)	8.21
THR	1.49	(0.02)	0.02	0.11	2.17	(1.51)	3.40	(3.33)	13.02
DFIN	1.26	0.49	0.34	0.69	0.76	(1.46)	3.78	(1.72)	8.51
MG	1.62	(0.33)	0.00	(0.32)	0.00	0.00	2.84	(3.70)	19.99
RYAM	2.31	(0.45)	0.00	(0.07)	0.00	0.00	4.91	(5.33)	14.36

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