SLR Investment Correlations

SLRC Stock

USD 16.46 0.17 1.02%

The current 90-days correlation between SLR Investment Corp and Stellus Capital Investment is 0.71 (i.e., Poor diversification). The correlation of SLR Investment 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.

SLR Investment Correlation With Market

Very weak diversification

The correlation between SLR Investment Corp and DJI is 0.48 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SLR Investment Corp and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with SLR Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SLR Investment 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 metropolitan statistical area.

Moving together with SLR Stock

0.75	V	Visa Class A	Pair Corr
0.79	GS	Goldman Sachs Group	Pair Corr
0.69	MA	Mastercard	Pair Corr
0.84	AXP	American Express	Pair Corr
0.78	COF	Capital One Financial Earnings Call This Week	Pair Corr
0.73	SCM	Stellus Capital Inve	Pair Corr
0.91	GAIN	Gladstone Investment	Pair Corr
0.87	GLAD	Gladstone Capital	Pair Corr
0.76	HTGC	Hercules Capital	Pair Corr
0.75	MAIN	Main Street Capital	Pair Corr
0.83	OPFI	OppFi Inc	Pair Corr
0.85	PFLT	PennantPark Floating Rate	Pair Corr
0.86	PYPL	PayPal Holdings Aggressive Push	Pair Corr
0.78	ALLY	Ally Financial	Pair Corr
0.89	ARCC	Ares Capital Earnings Call Next Week	Pair Corr
0.92	TPVG	Triplepoint Venture	Pair Corr
0.9	TSLX	Sixth Street Specialty	Pair Corr
0.71	CSWC	Capital Southwest	Pair Corr
0.81	C	Citigroup Aggressive Push	Pair Corr
0.76	L	Loews Corp Earnings Call Next Week	Pair Corr
0.76	DHIL	Diamond Hill Investment	Pair Corr
0.67	AB	AllianceBernstein Earnings Call This Week	Pair Corr
0.9	AC	Associated Capital	Pair Corr
0.75	AX	Axos Financial Earnings Call Next Week	Pair Corr
0.9	BK	Bank of New York	Pair Corr
0.83	BN	Brookfield Corp	Pair Corr
0.66	BX	Blackstone Group Normal Trading	Pair Corr
0.61	BY	Byline Bancorp Earnings Call This Week	Pair Corr
0.8	CG	Carlyle Group Earnings Call This Week	Pair Corr
0.86	CM	Canadian Imperial Bank	Pair Corr
0.86	DB	Deutsche Bank AG Earnings Call This Week	Pair Corr
0.89	HG	Hamilton Insurance Group,	Pair Corr
0.81	IX	Orix Corp Ads	Pair Corr

Moving against SLR Stock

0.48	PSEC	Prospect Capital	Pair Corr
0.7	FG	FG Annuities Life	Pair Corr
0.52	EG	Everest Group	Pair Corr
0.31	PT	Pintec Technology	Pair Corr

Related Correlations Analysis

	SCM	TPVG	GBDC	GLAD	PNNT	TCPC	PFLT	NMFC
SCM		0.87	0.84	0.95	0.94	0.8	0.94	0.82	SCM
TPVG	0.87		0.91	0.94	0.92	0.95	0.91	0.91	TPVG
GBDC	0.84	0.91		0.95	0.93	0.93	0.92	0.93	GBDC
GLAD	0.95	0.94	0.95		0.98	0.9	0.96	0.91	GLAD
PNNT	0.94	0.92	0.93	0.98		0.89	0.96	0.91	PNNT
TCPC	0.8	0.95	0.93	0.9	0.89		0.85	0.96	TCPC
PFLT	0.94	0.91	0.92	0.96	0.96	0.85		0.89	PFLT
NMFC	0.82	0.91	0.93	0.91	0.91	0.96	0.89		NMFC
	SCM	TPVG	GBDC	GLAD	PNNT	TCPC	PFLT	NMFC

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Risk-Adjusted Indicators

There is a big difference between SLR Stock performing well and SLR Investment 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 SLR Investment'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
SCM	0.91	0.25	0.13	0.61	1.08	(0.99)	2.06	(1.86)	5.69
TPVG	1.54	0.24	0.13	0.40	1.52	(1.74)	3.59	(2.70)	11.08
GBDC	0.82	0.16	0.07	0.51	0.89	(0.89)	1.95	(1.79)	5.07
GLAD	0.88	0.18	0.12	0.37	0.92	(1.01)	2.07	(1.59)	5.93
PNNT	1.06	0.20	0.09	0.41	1.33	(1.15)	2.33	(2.24)	8.32
TCPC	1.15	0.24	0.12	0.76	1.02	(1.35)	2.55	(1.91)	10.54
PFLT	0.85	0.14	0.07	0.37	0.92	(0.95)	1.89	(1.60)	5.26
NMFC	0.92	0.18	0.11	0.49	0.83	(1.09)	2.29	(1.82)	6.31

SLR Investment Corporate Executives

Elected by the shareholders, the SLR Investment's board of directors comprises two types of representatives: SLR Investment inside directors who are chosen from within the company, and outside directors, selected externally and held independent of SLR. The board's role is to monitor SLR Investment's management team and ensure that shareholders' interests are well served. SLR Investment'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, SLR Investment's outside directors are responsible for providing unbiased perspectives on the board's policies.

	Shiraz CPA	Treasurer CFO	Profile
	Richard Peteka	CFO, Treasurer and Secretary	Profile

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