American Integrity Correlations

AII Stock

18.84 0.19 1.00%

The current 90-days correlation between American Integrity and Donegal Group A is 0.38 (i.e., Weak diversification). The correlation of American Integrity 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.

American Integrity Correlation With Market

Modest diversification

The correlation between American Integrity Insurance and DJI is 0.27 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding American Integrity Insurance and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with American Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in American Integrity Insurance. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

Moving together with American Stock

0.68

AMSF

AMERISAFE

Pair Corr

Moving against American Stock

0.8	WTM	White Mountains Insurance	Pair Corr
0.7	ACT	Enact Holdings	Pair Corr
0.68	MCY	Mercury General	Pair Corr
0.63	ORI	Old Republic Interna Earnings Call This Week	Pair Corr
0.6	AGO	Assured Guaranty	Pair Corr
0.6	AIZ	Assurant	Pair Corr
0.55	CNA	CNA Financial	Pair Corr
0.55	MKL	Markel	Pair Corr
0.55	PGR	Progressive Corp	Pair Corr
0.54	IGIC	International General	Pair Corr
0.48	AXS	AXIS Capital Holdings	Pair Corr
0.42	CB	Chubb Sell-off Trend	Pair Corr
0.41	HGTY	Hagerty	Pair Corr
0.4	FIHL	Fidelis Insurance	Pair Corr
0.77	FMCB	Farmers Merchants Bancorp Earnings Call This Week	Pair Corr
0.72	FFH	Fairfax Financial	Pair Corr
0.68	JSPCF	JSP Corporation	Pair Corr
0.57	DFY	Definity Financial Corp	Pair Corr
0.57	SMEGF	Siemens Energy AG	Pair Corr
0.54	SAFT	Safety Insurance	Pair Corr
0.54	SIGI	Selective Insurance	Pair Corr
0.51	NFPDF	Nissin Foods Holdings	Pair Corr
0.47	DGICA	Donegal Group A	Pair Corr
0.43	UFCS	United Fire Group	Pair Corr
0.41	CINF	Cincinnati Financial	Pair Corr
0.36	TLSNY	Telia Company	Pair Corr
0.35	DAIUF	Daifuku	Pair Corr

Related Correlations Analysis

	DGICA	GBLI	ACIC	UNTY	CBNK	GLAD	BWB	NRIM	MSBI	ECC
DGICA		-0.47	0.63	0.72	0.25	0.61	0.65	0.65	0.52	-0.24	DGICA
GBLI	-0.47		0.05	-0.14	0.3	-0.25	0.0	-0.03	0.09	0.3	GBLI
ACIC	0.63	0.05		0.64	0.53	0.38	0.71	0.57	0.63	-0.12	ACIC
UNTY	0.72	-0.14	0.64		0.67	0.84	0.95	0.88	0.91	-0.08	UNTY
CBNK	0.25	0.3	0.53	0.67		0.39	0.78	0.44	0.62	0.03	CBNK
GLAD	0.61	-0.25	0.38	0.84	0.39		0.78	0.81	0.75	0.17	GLAD
BWB	0.65	0.0	0.71	0.95	0.78	0.78		0.83	0.89	0.02	BWB
NRIM	0.65	-0.03	0.57	0.88	0.44	0.81	0.83		0.92	-0.02	NRIM
MSBI	0.52	0.09	0.63	0.91	0.62	0.75	0.89	0.92		0.0	MSBI
ECC	-0.24	0.3	-0.12	-0.08	0.03	0.17	0.02	-0.02	0.0		ECC
	DGICA	GBLI	ACIC	UNTY	CBNK	GLAD	BWB	NRIM	MSBI	ECC

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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

BWB	+ 0.95	UNTY
MSBI	+ 0.92	NRIM
MSBI	+ 0.91	UNTY
MSBI	+ 0.89	BWB
NRIM	+ 0.88	UNTY
GLAD	+ 0.84	UNTY

High negative correlations

GBLI	- 0.47	DGICA
GLAD	- 0.25	GBLI
ECC	- 0.24	DGICA
UNTY	- 0.14	GBLI
ECC	- 0.12	ACIC
ECC	- 0.08	UNTY

Risk-Adjusted Indicators

There is a big difference between American Stock performing well and American Integrity 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 American Integrity'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
DGICA	1.02	0.02	(0.04)	0.15	1.37	(0.95)	1.99	(2.03)	5.10
GBLI	1.06	(0.03)	(0.07)	0.02	1.15	(1.33)	2.91	(1.86)	5.97
ACIC	1.28	(0.04)	(0.06)	(0.01)	1.50	(1.48)	2.82	(2.36)	8.47
UNTY	1.28	0.09	0.04	0.23	1.35	(1.53)	3.24	(2.49)	6.41
CBNK	0.85	(0.06)	(0.08)	(0.01)	1.14	(1.01)	2.45	(1.80)	5.48
GLAD	0.97	0.15	0.08	0.37	0.99	(1.08)	2.08	(1.71)	9.53
BWB	1.19	0.00	(0.01)	0.09	1.27	(1.35)	3.22	(2.33)	6.37
NRIM	1.49	0.43	0.31	0.45	1.02	(1.82)	4.71	(2.28)	8.49
MSBI	1.75	0.50	0.20	0.75	1.74	(2.02)	5.98	(1.71)	14.42
ECC	1.35	(0.12)	0.00	(0.11)	0.00	0.00	2.49	(2.91)	10.10

American Integrity Corporate Management

Dick Dowd	Executive Marketing	Profile
Wei Xie	Senior Product	Profile
Benjamin Lurie	Chief Officer	Profile
Brent Radeloff	Pricing Product	Profile
Jerry Higgins	Senior IT	Profile
Steve Biggs	Chief Officer	Profile
Toni Logan	Senior Marketing	Profile

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