Sempra Energy Correlations

SRE Stock

USD 92.78 0.97 1.06%

The current 90-days correlation between Sempra Energy and American Electric Power is 0.49 (i.e., Very weak diversification). The correlation of Sempra Energy 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.

Sempra Energy Correlation With Market

Weak diversification

The correlation between Sempra Energy and DJI is 0.39 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sempra Energy 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 Sempra Energy. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real.

For information on how to trade Sempra Stock refer to our How to Trade Sempra Stock guide.

Moving together with Sempra Stock

0.63	D	Dominion Energy Earnings Call This Week	Pair Corr
0.69	NI	NiSource Earnings Call This Week	Pair Corr
0.91	AEE	Ameren Corp	Pair Corr
0.7	AVA	Avista Earnings Call This Week	Pair Corr
0.71	BKH	Black Hills	Pair Corr
0.8	DTE	DTE Energy	Pair Corr
0.81	NGG	National Grid PLC	Pair Corr
0.78	NWE	NorthWestern	Pair Corr
0.94	WEC	WEC Energy Group Earnings Call This Week	Pair Corr
0.69	TLN	Talen Energy	Pair Corr
0.78	CMSA	CMS Energy Corp	Pair Corr
0.94	SSNLF	Samsung Electronics Earnings Call This Week	Pair Corr
0.63	TLKMF	Telkom Indonesia Tbk Earnings Call This Week	Pair Corr
0.72	PTAIY	Astra International Tbk Earnings Call This Week	Pair Corr
0.9	RCUS	Arcus Biosciences	Pair Corr
0.67	HSON	HSON Old Symbol Change	Pair Corr
0.81	CSGQF	Costain Group PLC	Pair Corr
0.85	DLPN	Dolphin Entertainment	Pair Corr
0.82	HYMC	Hycroft Mining Holding Downward Rally	Pair Corr
0.93	IREN	IREN Buyout Trend	Pair Corr

Moving against Sempra Stock

0.45	600719	Dalian Thermal Power	Pair Corr
0.58	PIFMY	Indofood Sukses Makmur	Pair Corr
0.57	PTAIF	PT Astra International Earnings Call This Week	Pair Corr

Related Correlations Analysis

	AEP	D	XEL	EXC	NGG	VST	ETR	PEG	WEC	ED
AEP		0.6	0.72	0.93	0.78	-0.1	0.82	0.13	0.68	0.58	AEP
D	0.6		0.62	0.64	0.59	0.12	0.72	-0.04	0.67	0.31	D
XEL	0.72	0.62		0.82	0.8	0.04	0.95	-0.2	0.94	0.15	XEL
EXC	0.93	0.64	0.82		0.9	-0.08	0.9	0.08	0.84	0.49	EXC
NGG	0.78	0.59	0.8	0.9		-0.01	0.86	0.06	0.87	0.36	NGG
VST	-0.1	0.12	0.04	-0.08	-0.01		0.09	0.15	0.15	-0.01	VST
ETR	0.82	0.72	0.95	0.9	0.86	0.09		-0.09	0.94	0.27	ETR
PEG	0.13	-0.04	-0.2	0.08	0.06	0.15	-0.09		-0.12	0.77	PEG
WEC	0.68	0.67	0.94	0.84	0.87	0.15	0.94	-0.12		0.18	WEC
ED	0.58	0.31	0.15	0.49	0.36	-0.01	0.27	0.77	0.18		ED
	AEP	D	XEL	EXC	NGG	VST	ETR	PEG	WEC	ED

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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

ETR	+ 0.95	XEL
WEC	+ 0.94	XEL
WEC	+ 0.94	ETR
EXC	+ 0.93	AEP
NGG	+ 0.9	EXC
ETR	+ 0.9	EXC

High negative correlations

PEG	- 0.2	XEL
WEC	- 0.12	PEG
VST	- 0.1	AEP
PEG	- 0.09	ETR
VST	- 0.08	EXC
PEG	- 0.04	D

Risk-Adjusted Indicators

There is a big difference between Sempra Stock performing well and Sempra Energy 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 Sempra Energy'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
AEP	0.74	0.09	0.03	0.48	0.71	(0.88)	1.77	(1.26)	5.75
D	0.77	0.05	0.00	0.23	0.93	(0.83)	1.49	(1.73)	6.10
XEL	0.76	0.15	0.10	1.11	0.56	(0.89)	1.50	(1.29)	7.65
EXC	0.74	0.13	0.09	0.71	0.59	(0.87)	1.68	(1.30)	3.66
NGG	0.80	0.10	0.01	(0.93)	1.07	(0.81)	1.55	(1.63)	5.70
VST	2.14	0.15	0.00	(0.07)	2.50	(2.48)	4.74	(4.30)	14.24
ETR	0.88	0.11	0.07	0.28	0.86	(1.00)	1.95	(1.59)	4.32
PEG	0.99	(0.09)	0.00	(0.14)	0.00	0.00	1.85	(2.11)	4.79
WEC	0.72	0.09	0.02	2.76	0.83	(0.74)	1.45	(1.40)	4.02
ED	0.73	(0.02)	0.00	0.49	0.00	0.00	1.29	(1.67)	4.34

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