Arch Capital Correlations
| RSK Stock | EUR 75.80 0.34 0.45% |
The current 90-days correlation between Arch Capital Group and Keck Seng Investments is 0.29 (i.e., Modest diversification). The correlation of Arch Capital 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.
Arch Capital Correlation With Market
Very good diversification
The correlation between Arch Capital Group and DJI is -0.3 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Arch Capital Group and DJI in the same portfolio, assuming nothing else is changed.
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The ability to find closely correlated positions to Arch Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Arch Capital when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Arch Capital - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Arch Capital Group to buy it.
Moving together with Arch Stock
| 0.74 | BRYN | Berkshire Hathaway | PairCorr |
| 0.71 | BRH | Berkshire Hathaway | PairCorr |
| 0.76 | ZFI1 | Zurich Insurance | PairCorr |
| 0.67 | AINN | American International | PairCorr |
| 0.65 | ASG | Assicurazioni Generali | PairCorr |
| 0.76 | HFF | The Hartford Financial Earnings Call This Week | PairCorr |
Moving against Arch Stock
| 0.8 | JOT | ELEKTROBIT | PairCorr |
| 0.75 | FA2 | FORWARD AIR P | PairCorr |
| 0.65 | ROM | ROHM Co | PairCorr |
| 0.58 | 0ZQ | JSC National Atomic | PairCorr |
| 0.57 | HEI | Heidelberg Materials | PairCorr |
| 0.45 | KGHA | KGHM Polska Miedz | PairCorr |
| 0.42 | IDO1 | PT Indosat Tbk Earnings Call This Week | PairCorr |
| 0.4 | ABEA | Alphabet Class A Earnings Call This Week | PairCorr |
| 0.36 | AG8 | AGILENT TECH | PairCorr |
Related Correlations Analysis
| 0.42 | 0.7 | 0.19 | 0.0 | 0.14 | 0.51 | KEC | ||
| 0.42 | 0.76 | 0.47 | 0.0 | 0.27 | 0.75 | 4OQ1 | ||
| 0.7 | 0.76 | 0.45 | 0.0 | 0.22 | 0.66 | HKT | ||
| 0.19 | 0.47 | 0.45 | 0.0 | -0.02 | 0.25 | 9JD | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 2NY2 | ||
| 0.14 | 0.27 | 0.22 | -0.02 | 0.0 | 0.09 | 8Q8 | ||
| 0.51 | 0.75 | 0.66 | 0.25 | 0.0 | 0.09 | 6UY | ||
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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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Arch Stock performing well and Arch Capital 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 Arch Capital'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| KEC | 2.77 | 0.51 | 0.03 | (0.59) | 3.57 | 4.76 | 33.57 | |||
| 4OQ1 | 1.03 | 0.17 | 0.01 | (1.42) | 1.28 | 2.19 | 7.55 | |||
| HKT | 0.96 | 0.21 | 0.04 | (1.83) | 0.76 | 1.67 | 5.11 | |||
| 9JD | 2.00 | 0.22 | 0.03 | 2.32 | 2.38 | 4.00 | 14.99 | |||
| 2NY2 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| 8Q8 | 1.83 | 0.12 | (0.01) | (0.19) | 2.99 | 5.88 | 28.04 | |||
| 6UY | 1.83 | 0.82 | 0.29 | (1.51) | 1.61 | 4.87 | 12.15 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Arch Capital without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Arch Capital Corporate Management
Elected by the shareholders, the Arch Capital's board of directors comprises two types of representatives: Arch Capital inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Arch. The board's role is to monitor Arch Capital's management team and ensure that shareholders' interests are well served. Arch Capital's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Arch Capital's outside directors are responsible for providing unbiased perspectives on the board's policies.
| Prashant Nema | Chief Officer | Profile | |
| Maamoun Rajeh | Chairman Group | Profile | |
| Marc Grandisson | CEO Director | Profile | |
| Nicolas Papadopoulo | Pres Officer | Profile | |
| Louis Petrillo | G Counsel | Profile | |
| Christine CFA | Chief Officer | Profile | |
| David Gansberg | Chief Group | Profile |