Siebert Financial Correlations

SIEB Stock

USD 3.91 0.08 2.01%

The current 90-days correlation between Siebert Financial Corp and Scully Royalty is 0.07 (i.e., Significant diversification). The correlation of Siebert 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.

Siebert Financial Correlation With Market

Average diversification

The correlation between Siebert Financial Corp and DJI is 0.14 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Siebert Financial Corp and DJI in the same portfolio, assuming nothing else is changed.

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Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Siebert Financial Corp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in income.

Moving together with Siebert Stock

0.76	V	Visa Class A Earnings Call Next Week	Pair Corr
0.72	MA	Mastercard	Pair Corr
0.74	GAIN	Gladstone Investment	Pair Corr
0.76	OPFI	OppFi Inc	Pair Corr

Moving against Siebert Stock

0.77	EZPW	EZCORP Inc	Pair Corr
0.49	ABR	Arbor Realty Trust Earnings Call This Week	Pair Corr
0.55	SRL	Scully Royalty	Pair Corr
0.48	HRZN	Horizon Technology Earnings Call This Week	Pair Corr
0.75	ORGN	Origin Materials	Pair Corr
0.74	AMRK	Amark Preci	Pair Corr
0.63	PSEC	Prospect Capital	Pair Corr

Related Correlations Analysis

	PJT	SRL	PIPR	EVR	MC	HLI	SF	OPY	PWP	SF-PC
PJT		-0.81	0.97	0.98	0.96	0.95	0.96	0.91	0.88	0.65	PJT
SRL	-0.81		-0.72	-0.85	-0.71	-0.74	-0.81	-0.75	-0.71	-0.35	SRL
PIPR	0.97	-0.72		0.97	0.98	0.96	0.97	0.9	0.92	0.73	PIPR
EVR	0.98	-0.85	0.97		0.95	0.96	0.98	0.92	0.93	0.67	EVR
MC	0.96	-0.71	0.98	0.95		0.96	0.97	0.89	0.91	0.69	MC
HLI	0.95	-0.74	0.96	0.96	0.96		0.96	0.95	0.91	0.75	HLI
SF	0.96	-0.81	0.97	0.98	0.97	0.96		0.91	0.94	0.7	SF
OPY	0.91	-0.75	0.9	0.92	0.89	0.95	0.91		0.87	0.69	OPY
PWP	0.88	-0.71	0.92	0.93	0.91	0.91	0.94	0.87		0.71	PWP
SF-PC	0.65	-0.35	0.73	0.67	0.69	0.75	0.7	0.69	0.71		SF-PC
	PJT	SRL	PIPR	EVR	MC	HLI	SF	OPY	PWP	SF-PC

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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

EVR	+ 0.98	PJT
MC	+ 0.98	PIPR
SF	+ 0.98	EVR
PIPR	+ 0.97	PJT
EVR	+ 0.97	PIPR
SF	+ 0.97	PIPR

High negative correlations

EVR	- 0.85	SRL
SF	- 0.81	SRL
SRL	- 0.81	PJT
OPY	- 0.75	SRL
HLI	- 0.74	SRL
PIPR	- 0.72	SRL

Risk-Adjusted Indicators

There is a big difference between Siebert Stock performing well and Siebert 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 Siebert 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
PJT	1.32	0.34	0.25	0.40	0.95	(1.50)	3.57	(2.15)	8.46
SRL	1.74	(0.38)	0.00	(0.94)	0.00	0.00	3.68	(4.23)	12.46
PIPR	1.52	0.30	0.25	0.32	1.20	(1.93)	3.73	(2.50)	9.36
EVR	1.71	0.53	0.33	0.41	1.35	(2.05)	5.02	(2.86)	12.68
MC	1.66	0.23	0.18	0.25	1.65	(1.96)	4.12	(3.02)	16.15
HLI	1.06	0.23	0.20	0.35	0.84	(1.28)	2.66	(2.01)	9.17
SF	1.33	0.24	0.18	0.31	1.11	(1.46)	3.37	(2.43)	10.42
OPY	1.15	0.28	0.20	0.47	0.92	(1.34)	2.65	(1.99)	6.32
PWP	1.77	0.11	0.09	0.19	2.10	(1.84)	4.40	(3.61)	12.52
SF-PC	0.63	0.08	(0.03)	0.52	0.75	(0.67)	1.52	(1.36)	4.85

Siebert Financial Corporate Management

Stefano Marrone	Chief Officer	Profile
Greg Murphy	Senior Development	Profile
Randy Billhardt	Head Group	Profile
Ajay Asija	Cohead services	Profile
Yesenia Berdugo	Investor relation	Profile

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