BGC Correlations
| BGC Stock | 9.76 0.16 1.67% |
The current 90-days correlation between BGC Group and Universal is 0.34 (i.e., Weak diversification). The correlation of BGC 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.
BGC Correlation With Market
Very weak diversification
The correlation between BGC Group and DJI is 0.46 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding BGC Group and DJI in the same portfolio, assuming nothing else is changed.
BGC |
Moving together with BGC Stock
| 0.71 | V | Visa Class A | PairCorr |
| 0.67 | DHIL | Diamond Hill Investment | PairCorr |
| 0.71 | GS | Goldman Sachs Group Fiscal Year End 21st of January 2025 | PairCorr |
| 0.73 | MC | Moelis | PairCorr |
| 0.8 | DUET | DUET Acquisition Corp | PairCorr |
| 0.69 | VRTS | Virtus Investment | PairCorr |
Moving against BGC Stock
| 0.64 | WU | Western Union | PairCorr |
| 0.43 | PT | Pintec Technology | PairCorr |
| 0.37 | PWUPW | PowerUp Acquisition Corp | PairCorr |
| 0.34 | PWUPU | PowerUp Acquisition Corp | PairCorr |
| 0.58 | BRKHW | BurTech Acquisition Corp | PairCorr |
| 0.36 | BRKHU | BurTech Acquisition Corp | PairCorr |
Related Correlations Analysis
| 0.0 | 0.56 | 0.33 | -0.06 | -0.69 | -0.21 | UVV | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | MAHN | ||
| 0.56 | 0.0 | 0.58 | -0.59 | -0.83 | -0.62 | TAP | ||
| 0.33 | 0.0 | 0.58 | -0.55 | -0.58 | -0.43 | BSET | ||
| -0.06 | 0.0 | -0.59 | -0.55 | 0.55 | 0.78 | LIVE | ||
| -0.69 | 0.0 | -0.83 | -0.58 | 0.55 | 0.69 | DREM | ||
| -0.21 | 0.0 | -0.62 | -0.43 | 0.78 | 0.69 | HVT | ||
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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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between BGC Stock performing well and BGC 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 BGC'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| UVV | 1.07 | 0.04 | 0.02 | 0.17 | 0.99 | 2.49 | 5.89 | |||
| MAHN | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TAP | 1.06 | 0.16 | 0.06 | 0.60 | 0.97 | 2.95 | 7.56 | |||
| BSET | 1.50 | 0.20 | 0.07 | 0.53 | 1.51 | 3.24 | 9.61 | |||
| LIVE | 2.54 | (0.91) | 0.00 | (0.90) | 0.00 | 5.90 | 14.89 | |||
| DREM | 0.50 | (0.22) | 0.00 | 0.68 | 0.00 | 0.00 | 16.67 | |||
| HVT | 1.75 | (0.31) | 0.00 | (0.10) | 0.00 | 4.40 | 13.87 |
BGC Corporate Management
| Steven Sadoff | Chief Officer | Profile | |
| Jason Angrisani | Senior Officer | Profile | |
| JeanPierre Aubin | CoGlobal MD | Profile | |
| Karen LaureanoRikardsen | Chief Officer | Profile | |
| Stephen Merkel | Exec Counsel | Profile | |
| John Battaglia | Senior Markets | Profile |