Assurant Correlations

AIZ Stock

USD 217.48 3.00 1.40%

The current 90-days correlation between Assurant and American Financial Group is 0.41 (i.e., Very weak diversification). The correlation of Assurant 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Assurant Correlation With Market

Very weak diversification

The correlation between Assurant and DJI is 0.47 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Assurant and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Assurant Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Assurant. 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.

For more information on how to buy Assurant Stock please use our How to Invest in Assurant guide.

Moving together with Assurant Stock

0.74	AXS	AXIS Capital Holdings	Pair Corr
0.75	EIG	Employers Holdings Earnings Call This Week	Pair Corr

Moving against Assurant Stock

0.54	WR1	W R Berkley	Pair Corr
0.36	3GU	nib holdings limited	Pair Corr
0.47	FGPN	Ambac Financial Group	Pair Corr
0.46	STC	Stewart Information	Pair Corr
0.41	GOCO	GoHealth	Pair Corr
0.36	WRB	W R Berkley	Pair Corr
0.31	MBI	MBIA Inc	Pair Corr

Related Correlations Analysis

	AFG	GL	IVZ	ORI	FHN	RGA	JEF	FDS	SEIC	CMA
AFG		-0.41	-0.6	0.41	-0.61	-0.37	-0.24	0.39	-0.38	-0.68	AFG
GL	-0.41		0.68	0.21	0.89	0.84	0.48	-0.35	0.57	0.83	GL
IVZ	-0.6	0.68		0.03	0.81	0.5	0.83	0.12	0.78	0.72	IVZ
ORI	0.41	0.21	0.03		0.06	0.22	0.17	0.23	-0.18	-0.09	ORI
FHN	-0.61	0.89	0.81	0.06		0.81	0.62	-0.34	0.67	0.88	FHN
RGA	-0.37	0.84	0.5	0.22	0.81		0.31	-0.54	0.27	0.69	RGA
JEF	-0.24	0.48	0.83	0.17	0.62	0.31		0.46	0.77	0.44	JEF
FDS	0.39	-0.35	0.12	0.23	-0.34	-0.54	0.46		0.15	-0.44	FDS
SEIC	-0.38	0.57	0.78	-0.18	0.67	0.27	0.77	0.15		0.64	SEIC
CMA	-0.68	0.83	0.72	-0.09	0.88	0.69	0.44	-0.44	0.64		CMA
	AFG	GL	IVZ	ORI	FHN	RGA	JEF	FDS	SEIC	CMA

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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

FHN	+ 0.89	GL
CMA	+ 0.88	FHN
RGA	+ 0.84	GL
CMA	+ 0.83	GL
JEF	+ 0.83	IVZ
FHN	+ 0.81	IVZ

High negative correlations

CMA	- 0.68	AFG
FHN	- 0.61	AFG
IVZ	- 0.6	AFG
FDS	- 0.54	RGA
CMA	- 0.44	FDS
GL	- 0.41	AFG

Risk-Adjusted Indicators

There is a big difference between Assurant Stock performing well and Assurant 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 Assurant'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
AFG	0.79	(0.10)	0.00	3.54	0.00	0.00	1.36	(2.02)	5.39
GL	0.85	0.09	0.06	0.25	0.88	(0.95)	1.94	(1.43)	6.53
IVZ	1.72	0.10	0.06	0.11	2.36	(1.68)	4.08	(4.02)	9.70
ORI	1.17	0.14	0.04	2.23	2.03	(1.16)	2.47	(1.95)	12.07
FHN	1.09	0.14	0.10	0.21	1.14	(1.25)	3.35	(1.80)	7.47
RGA	1.09	0.20	0.15	0.28	0.95	(1.19)	2.36	(2.09)	12.08
JEF	1.81	(0.16)	0.00	(0.01)	0.00	0.00	2.87	(4.72)	11.79
FDS	1.81	(0.39)	0.00	(0.48)	0.00	0.00	2.56	(6.33)	16.05
SEIC	1.18	(0.14)	0.00	(0.06)	0.00	0.00	2.15	(3.40)	9.89
CMA	1.11	0.21	0.10	2.79	1.27	(1.25)	2.60	(2.15)	9.13

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