American Integrity Correlations

AII Stock

19.76 0.46 2.27%

The current 90-days correlation between American Integrity and Donegal Group A is 0.39 (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 0.25 (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

0.65

AMSF

AMERISAFE

Pair Corr

Moving against American Stock

0.79	WTM	White Mountains Insurance	Pair Corr
0.74	ACT	Enact Holdings	Pair Corr
0.73	ORI	Old Republic Interna	Pair Corr
0.73	IGIC	International General	Pair Corr
0.72	AGO	Assured Guaranty	Pair Corr
0.71	MCY	Mercury General	Pair Corr
0.67	CB	Chubb	Pair Corr
0.61	MKL	Markel	Pair Corr
0.6	AIZ	Assurant	Pair Corr
0.56	AXS	AXIS Capital Holdings	Pair Corr
0.54	CNA	CNA Financial	Pair Corr
0.54	TRV	The Travelers Companies	Pair Corr
0.48	FIHL	Fidelis Insurance	Pair Corr
0.47	HGTY	Hagerty	Pair Corr
0.45	ALL	Allstate	Pair Corr
0.45	THG	Hanover Insurance	Pair Corr
0.39	601319	Peoples Insurance	Pair Corr
0.39	RLI	RLI Corp	Pair Corr
0.38	STC	Stewart Information	Pair Corr
0.33	PGR	Progressive Corp	Pair Corr
0.84	JSPCF	JSP Corporation	Pair Corr
0.76	FMCB	Farmers Merchants Bancorp	Pair Corr
0.7	DFY	Definity Financial Corp	Pair Corr
0.69	FUWAF	Furukawa Electric	Pair Corr
0.68	SMEGF	Siemens Energy AG	Pair Corr
0.67	FFH	Fairfax Financial	Pair Corr
0.61	SAFT	Safety Insurance	Pair Corr
0.58	DGICA	Donegal Group A	Pair Corr
0.56	TLSNY	Telia Company	Pair Corr
0.53	NFPDF	Nissin Foods Holdings	Pair Corr
0.52	IFC	Intact Financial	Pair Corr
0.52	UFCS	United Fire Group	Pair Corr
0.43	CINF	Cincinnati Financial	Pair Corr
0.39	SIGI	Selective Insurance	Pair Corr
0.33	ACIC	American Coastal Ins	Pair Corr

Related Correlations Analysis

	DGICA	GBLI	ACIC	UNTY	CBNK	GLAD	BWB	NRIM	MSBI	ECC
DGICA		-0.53	0.62	0.8	0.15	0.69	0.69	0.78	0.63	-0.33	DGICA
GBLI	-0.53		0.05	-0.35	0.34	-0.44	-0.15	-0.39	-0.16	0.45	GBLI
ACIC	0.62	0.05		0.74	0.55	0.48	0.8	0.66	0.74	-0.08	ACIC
UNTY	0.8	-0.35	0.74		0.5	0.82	0.94	0.83	0.87	-0.2	UNTY
CBNK	0.15	0.34	0.55	0.5		0.22	0.66	0.1	0.39	0.2	CBNK
GLAD	0.69	-0.44	0.48	0.82	0.22		0.76	0.78	0.7	0.04	GLAD
BWB	0.69	-0.15	0.8	0.94	0.66	0.76		0.76	0.83	-0.05	BWB
NRIM	0.78	-0.39	0.66	0.83	0.1	0.78	0.76		0.88	-0.29	NRIM
MSBI	0.63	-0.16	0.74	0.87	0.39	0.7	0.83	0.88		-0.19	MSBI
ECC	-0.33	0.45	-0.08	-0.2	0.2	0.04	-0.05	-0.29	-0.19		ECC
	DGICA	GBLI	ACIC	UNTY	CBNK	GLAD	BWB	NRIM	MSBI	ECC

Please upgrade your account to get full access to Macroaxis premium features

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	+ 0.94	UNTY
MSBI	+ 0.88	NRIM
MSBI	+ 0.87	UNTY
NRIM	+ 0.83	UNTY
MSBI	+ 0.83	BWB
GLAD	+ 0.82	UNTY

High negative correlations

GBLI	- 0.53	DGICA
GLAD	- 0.44	GBLI
NRIM	- 0.39	GBLI
UNTY	- 0.35	GBLI
ECC	- 0.33	DGICA
ECC	- 0.29	NRIM

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	0.00	(0.05)	0.10	1.21	(1.05)	2.03	(2.00)	5.91
GBLI	1.03	(0.06)	0.00	(0.23)	0.00	0.00	2.91	(1.88)	5.97
ACIC	1.36	(0.06)	(0.05)	(0.01)	1.68	(1.45)	2.82	(2.47)	8.47
UNTY	1.45	0.03	0.02	0.11	1.92	(1.63)	3.47	(3.14)	11.20
CBNK	0.98	(0.14)	0.00	(0.06)	0.00	0.00	2.67	(2.88)	6.99
GLAD	1.10	(0.01)	(0.02)	0.07	1.39	(1.20)	2.23	(2.07)	9.53
BWB	1.41	(0.07)	(0.03)	0.03	1.68	(1.60)	3.50	(2.86)	9.89
NRIM	1.67	0.30	0.17	0.28	1.70	(1.94)	4.71	(2.99)	10.29
MSBI	1.87	0.41	0.16	0.76	1.94	(2.19)	5.98	(2.50)	14.42
ECC	1.36	(0.15)	0.00	(0.15)	0.00	0.00	2.43	(2.84)	10.05

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

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC