Lizhi Correlations

SOGP Stock

13.12 0.34 2.53%

The current 90-days correlation between Lizhi Inc and Quhuo is 0.11 (i.e., Average diversification). The correlation of Lizhi 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.

Lizhi Correlation With Market

Modest diversification

The correlation between Lizhi Inc and DJI is 0.26 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lizhi Inc and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Lizhi Stock

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

Moving together with Lizhi Stock

0.74	IQ	iQIYI Inc	Pair Corr
0.78	ZH	Zhihu Inc ADR	Pair Corr
0.7	DRCT	Direct Digital Holdings	Pair Corr
0.8	BATRA	Atlanta Braves Holdings,	Pair Corr
0.8	BATRK	Atlanta Braves Holdings,	Pair Corr
0.75	603721	TVZone Media	Pair Corr
0.83	ADV	Advantage Solutions	Pair Corr
0.84	AMC	AMC Entertainment	Pair Corr
0.73	DIS	Walt Disney	Pair Corr
0.91	LYV	Live Nation Entertainment	Pair Corr
0.81	RDI	Reading International	Pair Corr
0.79	GAIA	Gaia Inc	Pair Corr
0.81	GAME	GameSquare Holdings	Pair Corr
0.62	TKO	TKO Group Holdings,	Pair Corr
0.83	TME	Tencent Music Entert	Pair Corr
0.77	WMG	Warner Music Group	Pair Corr
0.63	GMGI	Golden Matrix Group	Pair Corr
0.79	CJR-B	Corus Entertainment	Pair Corr
0.82	RSVRW	Reservoir Media Mana	Pair Corr
0.87	LLYVK	Liberty Media	Pair Corr
0.76	KUKE	Kuke Music Holding Earnings Call Next Week	Pair Corr
0.87	LCFY	Locafy	Pair Corr

Moving against Lizhi Stock

0.75	DLPN	Dolphin Entertainment	Pair Corr
0.73	AEO	Aeorema Communications	Pair Corr
0.62	IMAX	Imax Corp	Pair Corr
0.5	SWAGW	Software Acquisition	Pair Corr
0.76	PODC	Courtside Group, Common	Pair Corr
0.57	PLTK	Playtika Holding Corp	Pair Corr
0.41	MSGE	Madison Square Garden	Pair Corr

Related Correlations Analysis

	QH	ATHR	API	WFCF	RCT	ELTK	TGE	YXT	PERF	UPLD
QH		-0.51	0.45	0.53	-0.22	0.46	0.75	0.6	0.64	0.86	QH
ATHR	-0.51		-0.5	-0.55	0.4	-0.18	-0.79	-0.19	-0.43	-0.72	ATHR
API	0.45	-0.5		0.73	-0.32	-0.15	0.5	0.21	0.18	0.42	API
WFCF	0.53	-0.55	0.73		-0.21	0.19	0.51	0.51	0.37	0.54	WFCF
RCT	-0.22	0.4	-0.32	-0.21		0.23	-0.52	0.0	-0.12	-0.36	RCT
ELTK	0.46	-0.18	-0.15	0.19	0.23		0.35	0.72	0.75	0.45	ELTK
TGE	0.75	-0.79	0.5	0.51	-0.52	0.35		0.42	0.65	0.87	TGE
YXT	0.6	-0.19	0.21	0.51	0.0	0.72	0.42		0.71	0.56	YXT
PERF	0.64	-0.43	0.18	0.37	-0.12	0.75	0.65	0.71		0.69	PERF
UPLD	0.86	-0.72	0.42	0.54	-0.36	0.45	0.87	0.56	0.69		UPLD
	QH	ATHR	API	WFCF	RCT	ELTK	TGE	YXT	PERF	UPLD

Please upgrade your account to get full access to Macroaxis premium features

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

UPLD	+ 0.87	TGE
UPLD	+ 0.86	QH
TGE	+ 0.75	QH
PERF	+ 0.75	ELTK
WFCF	+ 0.73	API
YXT	+ 0.72	ELTK

High negative correlations

TGE	- 0.79	ATHR
UPLD	- 0.72	ATHR
WFCF	- 0.55	ATHR
TGE	- 0.52	RCT
ATHR	- 0.51	QH
API	- 0.5	ATHR

Risk-Adjusted Indicators

There is a big difference between Lizhi Stock performing well and Lizhi 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 Lizhi'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
QH	9.71	(0.10)	0.00	0.04	16.86	(10.18)	25.50	(14.32)	109.99
ATHR	3.04	0.31	0.07	0.80	3.47	(3.37)	6.12	(5.19)	26.43
API	2.11	0.00	0.00	0.07	2.94	(2.31)	5.09	(4.34)	17.23
WFCF	1.47	(0.02)	0.00	0.05	2.05	(2.19)	3.30	(2.86)	14.74
RCT	6.14	0.78	0.12	0.58	6.08	(7.85)	13.33	(9.95)	75.55
ELTK	1.56	(0.16)	0.00	(0.03)	0.00	0.00	2.43	(2.00)	22.76
TGE	7.72	(0.26)	0.00	(0.20)	0.00	0.00	8.73	(11.74)	162.44
YXT	4.12	0.17	0.01	(0.44)	5.18	(5.19)	8.82	(9.09)	36.69
PERF	2.27	(0.18)	0.00	(0.08)	0.00	0.00	4.74	(5.70)	17.60
UPLD	2.56	(0.64)	0.00	(0.66)	0.00	0.00	4.44	(5.42)	13.32

Lizhi Corporate Executives

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

Ning Ding

CoFounder CTO

Profile

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC