X Financial Correlations

XYF Stock

USD 18.23 0.04 0.22%

The current 90-days correlation between X Financial Class and Yirendai is 0.27 (i.e., Modest diversification). The correlation of X 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.

X Financial Correlation With Market

Average diversification

The correlation between X Financial Class and DJI is 0.18 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding X Financial Class and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with XYF Stock

Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in X Financial Class. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in manufacturing.

Moving together with XYF Stock

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

Moving against XYF Stock

0.62	PSEC	Prospect Capital	Pair Corr
0.61	FG	FG Annuities Life	Pair Corr
0.52	EG	Everest Group	Pair Corr
0.42	LX	Lexinfintech Holdings	Pair Corr
0.39	PX	P10 Inc	Pair Corr

Related Correlations Analysis

	SNTG	YRD	LX	LU	MOGU	VIOT	FEDU	YI
SNTG		-0.06	-0.31	-0.06	0.59	0.68	0.75	-0.5	SNTG
YRD	-0.06		0.24	0.58	-0.12	-0.18	-0.11	0.53	YRD
LX	-0.31	0.24		0.48	-0.07	-0.48	-0.53	0.34	LX
LU	-0.06	0.58	0.48		-0.01	-0.23	0.03	0.46	LU
MOGU	0.59	-0.12	-0.07	-0.01		0.71	0.57	-0.31	MOGU
VIOT	0.68	-0.18	-0.48	-0.23	0.71		0.84	-0.39	VIOT
FEDU	0.75	-0.11	-0.53	0.03	0.57	0.84		-0.38	FEDU
YI	-0.5	0.53	0.34	0.46	-0.31	-0.39	-0.38		YI
	SNTG	YRD	LX	LU	MOGU	VIOT	FEDU	YI

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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

FEDU	+ 0.84	VIOT
FEDU	+ 0.75	SNTG
VIOT	+ 0.71	MOGU
VIOT	+ 0.68	SNTG
MOGU	+ 0.59	SNTG
LU	+ 0.58	YRD

High negative correlations

FEDU	- 0.53	LX
YI	- 0.5	SNTG
VIOT	- 0.48	LX
YI	- 0.39	VIOT
YI	- 0.38	FEDU
YI	- 0.31	MOGU

Risk-Adjusted Indicators

There is a big difference between XYF Stock performing well and X 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 X 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
SNTG	2.38	0.13	0.04	0.28	2.55	(2.95)	5.00	(3.57)	19.19
YRD	2.26	0.00	(0.01)	0.13	2.78	(2.70)	6.14	(5.30)	18.39
LX	2.81	(0.32)	0.00	(0.07)	0.00	0.00	8.86	(5.12)	22.65
LU	2.26	0.02	0.03	0.15	2.48	(2.70)	5.76	(5.08)	18.08
MOGU	3.56	0.47	0.05	(0.39)	4.33	(4.03)	6.31	(6.91)	32.57
VIOT	4.69	1.56	0.31	(3.55)	3.29	(6.69)	11.85	(5.76)	73.32
FEDU	2.74	1.52	0.41	(6.79)	1.41	(3.97)	6.76	(3.27)	40.64
YI	2.21	0.03	(0.01)	0.19	3.00	(2.39)	3.97	(4.24)	17.70

X Financial Corporate Management

Kan Li	Chief Risk Officer	Profile
Shengwen Rong	Independent Director	Profile
Zheng Xue	Independent Director	Profile
Yufan Jiang	Chief Officer	Profile

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