Ambac Financial Correlations

AMBCDelisted Stock

USD 8.98 0.21 2.39%

The current 90-days correlation between Ambac Financial Group and MBIA Inc is 0.1 (i.e., Average diversification). The correlation of Ambac Financial 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.

Ambac Financial Correlation With Market

Good diversification

The correlation between Ambac Financial Group and DJI is -0.16 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Ambac Financial Group and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics.

Moving against Ambac Stock

0.58	JPM	JPMorgan Chase	Pair Corr
0.42	GE	GE Aerospace	Pair Corr
0.36	DIS	Walt Disney	Pair Corr
0.31	FMCB	Farmers Merchants Bancorp Earnings Call Today	Pair Corr

Related Correlations Analysis

	MBI	RM	GBLI	BSRR	TWFG	FRBA	GCBC	BRBS	VBNK	CWBC
MBI		-0.02	-0.65	-0.37	0.46	-0.23	0.32	0.13	-0.61	-0.19	MBI
RM	-0.02		0.08	0.14	0.22	0.48	0.34	0.39	0.22	0.02	RM
GBLI	-0.65	0.08		0.25	-0.58	0.2	-0.26	0.21	0.44	0.05	GBLI
BSRR	-0.37	0.14	0.25		0.25	0.83	0.38	0.44	0.9	0.83	BSRR
TWFG	0.46	0.22	-0.58	0.25		0.25	0.31	0.03	0.13	0.27	TWFG
FRBA	-0.23	0.48	0.2	0.83	0.25		0.61	0.64	0.79	0.7	FRBA
GCBC	0.32	0.34	-0.26	0.38	0.31	0.61		0.67	0.14	0.61	GCBC
BRBS	0.13	0.39	0.21	0.44	0.03	0.64	0.67		0.24	0.51	BRBS
VBNK	-0.61	0.22	0.44	0.9	0.13	0.79	0.14	0.24		0.62	VBNK
CWBC	-0.19	0.02	0.05	0.83	0.27	0.7	0.61	0.51	0.62		CWBC
	MBI	RM	GBLI	BSRR	TWFG	FRBA	GCBC	BRBS	VBNK	CWBC

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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

VBNK	+ 0.9	BSRR
FRBA	+ 0.83	BSRR
CWBC	+ 0.83	BSRR
VBNK	+ 0.79	FRBA
CWBC	+ 0.7	FRBA
BRBS	+ 0.67	GCBC

High negative correlations

GBLI	- 0.65	MBI
VBNK	- 0.61	MBI
TWFG	- 0.58	GBLI
BSRR	- 0.37	MBI
GCBC	- 0.26	GBLI
FRBA	- 0.23	MBI

Risk-Adjusted Indicators

There is a big difference between Ambac Stock performing well and Ambac Financial 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 Ambac Financial'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
MBI	1.88	(0.07)	0.00	(0.06)	0.00	0.00	4.61	(3.77)	16.36
RM	1.88	(0.10)	0.00	(0.01)	0.00	0.00	3.78	(3.78)	13.72
GBLI	1.02	(0.01)	(0.03)	0.03	1.13	(1.32)	2.91	(1.86)	5.97
BSRR	1.43	0.38	0.28	0.88	0.91	(2.00)	4.28	(1.74)	9.04
TWFG	1.60	(0.08)	0.00	(0.12)	0.00	0.00	3.42	(2.80)	11.27
FRBA	1.20	0.05	0.04	0.10	1.32	(1.47)	3.29	(1.92)	8.53
GCBC	1.73	0.06	0.03	0.11	1.72	(2.09)	4.59	(2.70)	10.25
BRBS	1.25	0.03	0.00	0.10	1.71	(1.31)	2.64	(2.75)	8.39
VBNK	1.20	0.40	0.27	(5.07)	0.84	(1.54)	2.90	(1.67)	13.41
CWBC	1.05	0.17	0.15	0.23	0.95	(1.33)	3.41	(2.00)	7.93

Delisting Warning - AMBC

Ambac Financial Group was delisted

The entity Ambac Financial Group with a symbol AMBC was delisted from New York Stock Exchange. Please try Octave Specialty Group with a symbol OSG from now on. Check all delisted instruments accross multiple markets.

Still Interested in Ambac Financial Group?

Investing in delisted delisted stocks can be risky, as the stock is no longer traded on a public exchange and can therefore be difficult to sell. Delisting typically occurs when a company has failed to meet exchange requirements or has been acquired. Before investing, it's important to thoroughly research the company, including its financial health and prospects for the future, as well as the reasons for its delisting. Additionally, it may be difficult to find accurate and up-to-date information on the company and its stock.

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