Soho House Correlations
SHCO Stock | 6.37 0.12 1.85% |
The current 90-days correlation between Soho House and Catalyst Pharmaceuticals is 0.25 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Soho House moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Soho House Co moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
Soho House Correlation With Market
Very weak diversification
The correlation between Soho House Co 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 Soho House Co and DJI in the same portfolio, assuming nothing else is changed.
Moving together with Soho Stock
0.87 | RRR | Red Rock Resorts | PairCorr |
0.76 | FL | Foot Locker | PairCorr |
0.79 | RL | Ralph Lauren Corp | PairCorr |
0.65 | VUZI | Vuzix Corp Cmn | PairCorr |
0.75 | EPSM | Epsium Enterprise | PairCorr |
0.66 | ANF | Abercrombie Fitch | PairCorr |
0.68 | BBY | Best Buy | PairCorr |
0.86 | BKE | Buckle Inc | PairCorr |
0.76 | FOSL | Fossil Group | PairCorr |
0.72 | FND | Floor Decor Holdings | PairCorr |
0.83 | GES | Guess Inc | PairCorr |
0.87 | HVT | Haverty Furniture Earnings Call This Week | PairCorr |
0.77 | LEG | Leggett Platt | PairCorr |
0.65 | TPH | TRI Pointe Homes Earnings Call Tomorrow | PairCorr |
0.82 | UAA | Under Armour A | PairCorr |
0.72 | GPRO | GoPro Inc | PairCorr |
0.83 | GRPN | Groupon | PairCorr |
0.77 | SCVL | Shoe Carnival | PairCorr |
0.81 | ARHS | Arhaus Inc | PairCorr |
0.82 | SONO | Sonos Inc | PairCorr |
0.78 | URBN | Urban Outfitters | PairCorr |
0.7 | LNDNF | Lundin Energy AB | PairCorr |
Moving against Soho Stock
0.46 | AEO | American Eagle Outfitters Sell-off Trend | PairCorr |
0.64 | TOY | Toys R ANZ | PairCorr |
0.51 | ROST | Ross Stores | PairCorr |
0.48 | PLCE | Childrens Place | PairCorr |
0.51 | 07274NBG7 | BAYNGR 5 15 | PairCorr |
0.46 | 603057 | Shanghai Ziyan Foods | PairCorr |
0.43 | BET | Betmakers Technology Earnings Call This Week | PairCorr |
Related Correlations Analysis
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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 Soho Stock performing well and Soho House 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 Soho House'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
CMND | 3.02 | 0.40 | 0.08 | 1.26 | 3.06 | 5.43 | 32.22 | |||
CPRX | 1.57 | (0.29) | 0.00 | (0.13) | 0.00 | 2.63 | 7.85 | |||
APD | 0.99 | 0.04 | 0.02 | 0.17 | 0.96 | 2.01 | 5.20 | |||
ECL | 0.83 | 0.07 | 0.04 | 0.23 | 0.85 | 1.83 | 5.79 | |||
ROG | 1.72 | 0.11 | 0.06 | 0.23 | 2.11 | 3.83 | 13.93 | |||
APGE | 2.81 | 0.34 | 0.04 | (2.53) | 4.09 | 7.08 | 26.16 | |||
LXFR | 1.70 | 0.07 | 0.06 | 0.19 | 1.60 | 3.99 | 10.90 | |||
UAN | 0.78 | 0.28 | 0.20 | 2.39 | 0.38 | 2.17 | 4.83 |