Yum China Correlations

YUMC Stock

USD 42.76 0.17 0.40%

The current 90-days correlation between Yum China Holdings and Darden Restaurants is 0.18 (i.e., Average diversification). The correlation of Yum China 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.

Yum China Correlation With Market

Average diversification

The correlation between Yum China Holdings and DJI is 0.13 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Yum China Holdings and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Yum Stock

0.67	SG	Sweetgreen	Pair Corr
0.75	WH	Wyndham Hotels Resorts	Pair Corr
0.66	CDROW	Codere Online Luxembourg	Pair Corr
0.72	FLL	Full House Resorts Upward Rally	Pair Corr
0.89	GHG	GreenTree Hospitality	Pair Corr
0.72	HDL	SUPER HI INTERNATIONAL	Pair Corr

Moving against Yum Stock

0.47	CSV	Carriage Services	Pair Corr
0.46	EVRI	Everi Holdings	Pair Corr
0.43	WING	Wingstop	Pair Corr
0.41	BH	Biglari Holdings	Pair Corr
0.33	BYD	Boyd Gaming	Pair Corr
0.58	FTDR	Frontdoor	Pair Corr
0.53	HRB	HR Block	Pair Corr
0.49	RSI	Rush Street Interactive	Pair Corr
0.38	RGS	Regis Common	Pair Corr
0.34	RCL	Royal Caribbean Cruises	Pair Corr

Related Correlations Analysis

	DRI	WEN	DPZ	QSR	WING	PZZA	CMG	EAT	JACK	YUM
DRI		-0.53	0.09	0.61	0.81	0.67	0.61	0.84	-0.7	-0.33	DRI
WEN	-0.53		-0.26	-0.37	-0.75	-0.14	-0.33	-0.42	0.82	0.86	WEN
DPZ	0.09	-0.26		0.31	0.06	-0.28	0.36	-0.13	0.05	-0.03	DPZ
QSR	0.61	-0.37	0.31		0.71	0.63	0.56	0.39	-0.35	-0.02	QSR
WING	0.81	-0.75	0.06	0.71		0.7	0.61	0.66	-0.79	-0.51	WING
PZZA	0.67	-0.14	-0.28	0.63	0.7		0.43	0.64	-0.38	0.05	PZZA
CMG	0.61	-0.33	0.36	0.56	0.61	0.43		0.36	-0.3	-0.02	CMG
EAT	0.84	-0.42	-0.13	0.39	0.66	0.64	0.36		-0.71	-0.39	EAT
JACK	-0.7	0.82	0.05	-0.35	-0.79	-0.38	-0.3	-0.71		0.74	JACK
YUM	-0.33	0.86	-0.03	-0.02	-0.51	0.05	-0.02	-0.39	0.74		YUM
	DRI	WEN	DPZ	QSR	WING	PZZA	CMG	EAT	JACK	YUM

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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

YUM	+ 0.86	WEN
EAT	+ 0.84	DRI
JACK	+ 0.82	WEN
WING	+ 0.81	DRI
YUM	+ 0.74	JACK
WING	+ 0.71	QSR

High negative correlations

JACK	- 0.79	WING
WING	- 0.75	WEN
JACK	- 0.71	EAT
JACK	- 0.7	DRI
WEN	- 0.53	DRI
YUM	- 0.51	WING

Risk-Adjusted Indicators

There is a big difference between Yum Stock performing well and Yum China 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 Yum China'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
DRI	1.26	0.27	0.17	0.35	1.17	(1.36)	4.32	(1.88)	10.01
WEN	1.55	(0.43)	0.00	(0.53)	0.00	0.00	2.94	(5.12)	10.88
DPZ	1.24	(0.01)	(0.01)	0.00	1.78	(1.18)	2.76	(2.62)	8.61
QSR	1.27	(0.02)	0.00	(0.36)	0.00	0.00	2.47	(2.47)	9.54
WING	2.55	0.78	0.31	0.75	1.88	(2.94)	6.96	(3.66)	20.40
PZZA	2.52	0.12	0.04	0.13	3.45	(2.60)	5.35	(4.61)	20.53
CMG	1.73	0.07	0.04	0.08	1.87	(2.13)	4.17	(3.40)	14.17
EAT	2.73	0.39	0.09	0.33	3.91	(2.77)	6.29	(4.40)	24.87
JACK	2.97	(0.89)	0.00	(0.72)	0.00	0.00	6.31	(6.90)	21.52
YUM	0.98	(0.19)	0.00	(0.35)	0.00	0.00	1.86	(1.95)	10.47

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