Vail Resorts Correlations

VAI Stock

EUR 135.00 1.00 0.75%

The current 90-days correlation between Vail Resorts and Las Vegas Sands is 0.09 (i.e., Significant diversification). The correlation of Vail Resorts 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.

Vail Resorts Correlation With Market

Modest diversification

The correlation between Vail Resorts 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 Vail Resorts and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Vail Resorts could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vail Resorts when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vail Resorts - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vail Resorts to buy it.

Moving together with Vail Stock

0.82	LCR	Las Vegas Sands Earnings Call Today	Pair Corr
0.88	KW9A	Galaxy Entertainment	Pair Corr
0.77	599A	Sands China	Pair Corr
0.65	MGG	MGM Resorts International Earnings Call This Week	Pair Corr
0.74	WYR	Wynn Resorts Limited	Pair Corr
0.82	6GI0	ENTAIN PLC UNSPADR1	Pair Corr
0.8	6GI	Entain Plc	Pair Corr
0.88	BO5	Boyd Gaming Earnings Call Tomorrow	Pair Corr
0.77	NSE	Nomura Holdings Earnings Call This Week	Pair Corr
0.65	AZ6	EuropaCorp	Pair Corr
0.74	PP1	Papa Johns International	Pair Corr
0.76	7PI	Poste Italiane SpA	Pair Corr
0.72	QB3	Quebecor	Pair Corr
0.79	E908	Lyxor 1	Pair Corr
0.74	DBPE	Xtrackers LevDAX	Pair Corr

Moving against Vail Stock

0.78	3O8	Omeros	Pair Corr
0.75	DBPD	Xtrackers ShortDAX	Pair Corr

Related Correlations Analysis

	LCR	KW9A	599A	MGG	WYR	6GI0	6GI	VAI	36T	BO5
LCR		0.93	0.94	0.91	0.94	0.91	0.92	0.82	0.35	0.94	LCR
KW9A	0.93		0.92	0.78	0.84	0.92	0.92	0.88	0.18	0.91	KW9A
599A	0.94	0.92		0.88	0.91	0.84	0.85	0.77	0.33	0.85	599A
MGG	0.91	0.78	0.88		0.91	0.79	0.82	0.65	0.38	0.81	MGG
WYR	0.94	0.84	0.91	0.91		0.82	0.83	0.74	0.35	0.89	WYR
6GI0	0.91	0.92	0.84	0.79	0.82		0.99	0.82	0.14	0.94	6GI0
6GI	0.92	0.92	0.85	0.82	0.83	0.99		0.8	0.15	0.93	6GI
VAI	0.82	0.88	0.77	0.65	0.74	0.82	0.8		0.15	0.88	VAI
36T	0.35	0.18	0.33	0.38	0.35	0.14	0.15	0.15		0.26	36T
BO5	0.94	0.91	0.85	0.81	0.89	0.94	0.93	0.88	0.26		BO5
	LCR	KW9A	599A	MGG	WYR	6GI0	6GI	VAI	36T	BO5

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Risk-Adjusted Indicators

There is a big difference between Vail Stock performing well and Vail Resorts 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 Vail Resorts' 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
LCR	1.81	0.65	0.26	(2.41)	1.23	(2.15)	6.28	(2.49)	11.39
KW9A	1.66	0.48	0.14	(3.68)	1.49	(2.24)	5.35	(2.72)	13.01
599A	2.30	0.64	0.12	(0.80)	2.35	(2.77)	5.36	(4.68)	14.68
MGG	1.86	0.43	0.12	(0.81)	1.47	(2.47)	4.88	(3.01)	9.70
WYR	1.79	0.59	0.20	(1.80)	1.39	(2.19)	4.48	(3.27)	12.41
6GI0	1.66	0.75	0.52	1.83	0.25	(2.56)	3.52	(1.49)	17.14
6GI	1.74	0.91	0.54	(2.71)	0.33	(2.32)	5.76	(1.76)	18.66
VAI	1.71	0.08	0.01	0.28	1.64	(2.46)	4.24	(3.17)	12.23
36T	3.01	0.12	0.00	0.54	3.22	(5.42)	8.51	(6.00)	17.11
BO5	1.28	0.19	0.07	0.46	1.43	(1.73)	3.31	(1.54)	12.35

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Our tools can tell you how much better you can do entering a position in Vail Resorts without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Vail Resorts Corporate Management

Elected by the shareholders, the Vail Resorts' board of directors comprises two types of representatives: Vail Resorts inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Vail. The board's role is to monitor Vail Resorts' management team and ensure that shareholders' interests are well served. Vail Resorts' inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Vail Resorts' outside directors are responsible for providing unbiased perspectives on the board's policies.

Ryan Bennett	VP Officer	Profile
Timothy April	Ex Officer	Profile
Michael Barkin	Ex CFO	Profile
David Shapiro	Gen VP	Profile
Kenny Thompson	Chief Officer	Profile
Kirsten Lynch	CEO Director	Profile
Robert Katz	Ex Chairman	Profile

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