Revolve Group Correlations

RVLV Stock

USD 23.02 0.48 2.04%

The current 90-days correlation between Revolve Group LLC and Sun Art Retail is 0.17 (i.e., Average diversification). The correlation of Revolve Group 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.

Revolve Group Correlation With Market

Very weak diversification

The correlation between Revolve Group LLC and DJI is 0.51 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Revolve Group LLC and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Revolve Stock

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

Moving together with Revolve Stock

0.66

Procter Gamble

Pair Corr

Moving against Revolve Stock

0.5	INTC	Intel Aggressive Push	Pair Corr
0.47	JNJ	Johnson Johnson	Pair Corr
0.37	IBM	International Business	Pair Corr
0.36	BKRKF	PT Bank Rakyat	Pair Corr
0.32	AA	Alcoa Corp	Pair Corr
0.31	CSCO	Cisco Systems	Pair Corr

Related Correlations Analysis

	SURRY	GAMCF	ROST	RFGPF	SPNUF	BCOMF	RCIAF	DCMDF
SURRY		-0.67	-0.42	0.0	-0.08	-0.57	0.0	0.59	SURRY
GAMCF	-0.67		0.43	0.0	-0.02	0.56	-0.12	-0.78	GAMCF
ROST	-0.42	0.43		0.0	0.35	0.62	0.44	-0.56	ROST
RFGPF	0.0	0.0	0.0		0.0	0.0	0.0	0.0	RFGPF
SPNUF	-0.08	-0.02	0.35	0.0		0.34	0.53	-0.16	SPNUF
BCOMF	-0.57	0.56	0.62	0.0	0.34		0.24	-0.55	BCOMF
RCIAF	0.0	-0.12	0.44	0.0	0.53	0.24		-0.02	RCIAF
DCMDF	0.59	-0.78	-0.56	0.0	-0.16	-0.55	-0.02		DCMDF
	SURRY	GAMCF	ROST	RFGPF	SPNUF	BCOMF	RCIAF	DCMDF

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

BCOMF	+ 0.62	ROST
DCMDF	+ 0.59	SURRY
BCOMF	+ 0.56	GAMCF
RCIAF	+ 0.53	SPNUF
RCIAF	+ 0.44	ROST
ROST	+ 0.43	GAMCF

High negative correlations

DCMDF	- 0.78	GAMCF
GAMCF	- 0.67	SURRY
BCOMF	- 0.57	SURRY
DCMDF	- 0.56	ROST
DCMDF	- 0.55	BCOMF
ROST	- 0.42	SURRY

Risk-Adjusted Indicators

There is a big difference between Revolve Stock performing well and Revolve Group 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 Revolve Group'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
SURRY	1.42	(0.33)	0.00	0.40	0.00	0.00	0.00	(2.98)	21.55
GAMCF	0.02	0.00	0.00	0.21	0.00	0.00	0.00	0.00	0.77
ROST	1.00	0.24	0.21	0.26	0.76	(1.09)	2.57	(1.47)	6.25
RFGPF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
SPNUF	0.13	0.00	0.00	0.70	0.00	0.00	0.00	0.00	3.36
BCOMF	0.68	0.02	0.00	(0.03)	0.00	0.00	0.00	0.00	20.93
RCIAF	0.33	0.02	0.00	0.27	0.56	(2.69)	0.24	(0.68)	9.01
DCMDF	1.47	(0.13)	0.00	(0.13)	0.00	0.00	4.40	(4.55)	13.81

Revolve Group Corporate Management

Hadley Mullin	Lead Independent Director	Profile
Oana Ruxandra	Director	Profile
Jodi Chapin	General Secretary	Profile
Melanie Cox	Independent Director	Profile
CFA CFA	VP Relations	Profile
Lauren Yerkes	Chief Officer	Profile
Mitch Moseley	Chief Brands	Profile

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