Virtu Financial Correlations

VIRT Stock

USD 42.52 0.16 0.37%

The current 90-days correlation between Virtu Financial and Evercore Partners is 0.66 (i.e., Poor diversification). The correlation of Virtu 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Virtu Financial Correlation With Market

Poor diversification

The correlation between Virtu Financial and DJI is 0.69 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Virtu Financial and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Virtu Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Virtu Financial. 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.

For more information on how to buy Virtu Stock please use our How to Invest in Virtu Financial guide.

Moving together with Virtu Stock

0.78	V	Visa Class A	Pair Corr
0.83	MA	Mastercard	Pair Corr
0.61	SF	Stifel Financial	Pair Corr
0.8	DOMH	Dominari Holdings	Pair Corr
0.87	AXP	American Express	Pair Corr
0.88	COF	Capital One Financial	Pair Corr
0.84	EVR	Evercore Partners	Pair Corr
0.87	HLI	Houlihan Lokey	Pair Corr
0.61	LAZ	Lazard	Pair Corr
0.81	PJT	PJT Partners	Pair Corr
0.84	SYF	Synchrony Financial	Pair Corr
0.7	GREE	Greenidge Generation	Pair Corr
0.69	PIPR	Piper Sandler Companies	Pair Corr
0.77	PYPL	PayPal Holdings	Pair Corr
0.83	SOFI	SoFi Technologies	Pair Corr
0.66	UPST	Upstart Holdings	Pair Corr
0.81	C	Citigroup	Pair Corr
0.92	AB	AllianceBernstein	Pair Corr
0.65	AC	Associated Capital	Pair Corr
0.88	AX	Axos Financial	Pair Corr
0.81	BK	Bank of New York	Pair Corr
0.89	BN	Brookfield Corp	Pair Corr
0.66	CG	Carlyle Group	Pair Corr
0.84	CM	Canadian Imperial Bank	Pair Corr
0.9	DB	Deutsche Bank AG	Pair Corr

Moving against Virtu Stock

0.72	CODI	Compass Diversified	Pair Corr
0.61	PT	Pintec Technology	Pair Corr
0.61	SRL	Scully Royalty	Pair Corr
0.48	WU	Western Union	Pair Corr
0.36	ORGN	Origin Materials	Pair Corr
0.62	FG	FG Annuities Life	Pair Corr
0.55	WD	Walker Dunlop	Pair Corr
0.41	RM	Regional Management Corp	Pair Corr

Related Correlations Analysis

	PWP	EVR	LAZ	PIPR	MC	PJT	HLI	JEF	TW
PWP		0.62	0.91	0.9	0.95	0.67	0.63	0.95	0.64	PWP
EVR	0.62		0.81	0.86	0.74	0.98	0.96	0.58	0.49	EVR
LAZ	0.91	0.81		0.97	0.96	0.84	0.84	0.89	0.75	LAZ
PIPR	0.9	0.86	0.97		0.94	0.89	0.88	0.85	0.69	PIPR
MC	0.95	0.74	0.96	0.94		0.77	0.77	0.89	0.69	MC
PJT	0.67	0.98	0.84	0.89	0.77		0.94	0.65	0.53	PJT
HLI	0.63	0.96	0.84	0.88	0.77	0.94		0.56	0.59	HLI
JEF	0.95	0.58	0.89	0.85	0.89	0.65	0.56		0.62	JEF
TW	0.64	0.49	0.75	0.69	0.69	0.53	0.59	0.62		TW
	PWP	EVR	LAZ	PIPR	MC	PJT	HLI	JEF	TW

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Risk-Adjusted Indicators

There is a big difference between Virtu Stock performing well and Virtu 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 Virtu 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
PWP	2.47	(0.09)	0.00	(0.03)	0.00	0.00	5.07	(5.77)	22.77
EVR	2.41	0.31	0.08	0.18	3.66	(2.38)	5.02	(5.25)	23.47
LAZ	2.62	(0.05)	(0.01)	0.00	4.03	(2.63)	5.70	(4.84)	24.09
PIPR	1.94	0.01	0.01	0.03	2.90	(2.13)	3.73	(3.97)	21.03
MC	2.04	(0.06)	0.00	(0.01)	0.00	0.00	3.49	(4.96)	17.67
PJT	1.65	0.13	0.06	0.14	2.29	(1.64)	3.57	(3.94)	13.41
HLI	1.45	0.09	0.04	0.10	2.11	(1.46)	2.80	(3.08)	13.73
JEF	2.58	(0.13)	0.00	(0.03)	0.00	0.00	4.49	(9.84)	24.83
TW	1.29	(0.01)	(0.01)	0.00	3.16	(1.02)	2.47	(3.66)	13.68

Virtu Financial Corporate Management

Justin Waldie	General VP	Profile
Justin JD	General VP	Profile
Stephen Sr	Executive Services	Profile
Cindy Lee	Chief Officer	Profile

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