Arlington Asset Correlations
| AAICDelisted Stock | USD 4.69 0.06 1.26% |
The current 90-days correlation between Arlington Asset Inve and ACRES Commercial Realty is 0.09 (i.e., Significant diversification). The correlation of Arlington Asset 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.
Arlington Asset Correlation With Market
Good diversification
The correlation between Arlington Asset Investment and DJI is -0.14 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Arlington Asset Investment and DJI in the same portfolio, assuming nothing else is changed.
Arlington |
Moving together with Arlington Stock
| 0.72 | HD | Home Depot | PairCorr |
| 0.77 | WMT | Walmart Aggressive Push | PairCorr |
| 0.71 | INTC | Intel Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.8 | AXP | American Express Fiscal Year End 24th of January 2025 | PairCorr |
| 0.8 | HPQ | HP Inc | PairCorr |
| 0.67 | DIS | Walt Disney Aggressive Push | PairCorr |
| 0.71 | XOM | Exxon Mobil Corp Fiscal Year End 7th of February 2025 | PairCorr |
| 0.74 | TRV | The Travelers Companies Fiscal Year End 17th of January 2025 | PairCorr |
| 0.73 | CAT | Caterpillar Fiscal Year End 3rd of February 2025 | PairCorr |
| 0.9 | CSCO | Cisco Systems Aggressive Push | PairCorr |
| 0.73 | JPM | JPMorgan Chase Fiscal Year End 10th of January 2025 | PairCorr |
Moving against Arlington Stock
| 0.89 | SGD | Safe and Green | PairCorr |
| 0.81 | KO | Coca Cola Aggressive Push | PairCorr |
| 0.74 | QLGN | Qualigen Therapeutics Trending | PairCorr |
| 0.71 | JNJ | Johnson Johnson Fiscal Year End 28th of January 2025 | PairCorr |
| 0.69 | MULN | Mullen Automotive | PairCorr |
| 0.66 | BA | Boeing Fiscal Year End 29th of January 2025 | PairCorr |
| 0.5 | PG | Procter Gamble | PairCorr |
| 0.39 | AHT | Ashford Hospitality Trust | PairCorr |
| 0.34 | MMM | 3M Company Fiscal Year End 28th of January 2025 | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Arlington Stock performing well and Arlington Asset 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 Arlington Asset'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ACR-PC | 0.17 | 0.05 | (0.35) | (3.29) | 0.00 | 0.40 | 1.30 | |||
| ACR-PD | 0.53 | (0.04) | 0.00 | (0.48) | 0.00 | 1.26 | 3.42 | |||
| CHMI-PB | 0.28 | (0.03) | 0.00 | 10.31 | 0.00 | 0.53 | 2.68 | |||
| NREF | 1.47 | 0.13 | 0.04 | 0.34 | 2.01 | 3.00 | 11.85 | |||
| SACH | 2.06 | (0.48) | 0.00 | (17.02) | 0.00 | 3.56 | 19.76 | |||
| EARN | 0.83 | (0.03) | (0.12) | (0.04) | 0.98 | 1.88 | 5.24 | |||
| ACR | 1.02 | 0.11 | 0.03 | 0.41 | 0.96 | 3.27 | 6.17 | |||
| WMC | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| GPMT | 2.28 | 0.61 | 0.17 | (1.08) | 2.12 | 6.55 | 15.56 | |||
| IVR | 1.04 | (0.04) | (0.07) | 0.00 | 1.50 | 1.85 | 6.35 |
Arlington Asset Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Arlington Asset stock to make a market-neutral strategy. Peer analysis of Arlington Asset could also be used in its relative valuation, which is a method of valuing Arlington Asset by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Arlington Asset Corporate Management
| Melinda McClure | Independent Director | Profile | |
| Jim Lindsay | Acting Officer | Profile | |
| Shannon Small | VP Communications | Profile | |
| Joseph Nardini | Managing Group | Profile | |
| Eric Billings | Consultant | Profile | |
| David Faeder | Independent Director | Profile |
Still Interested in Arlington Asset Investment?
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