Capital One Correlations

COF Stock

USD 222.79 5.86 2.70%

The current 90-days correlation between Capital One Financial and Toronto Dominion Bank is 0.28 (i.e., Modest diversification). The correlation of Capital One 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.

Capital One Correlation With Market

Very weak diversification

The correlation between Capital One Financial and DJI is 0.57 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Capital One Financial and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Capital Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Capital One Financial. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

Moving together with Capital Stock

0.84	AXP	American Express	Pair Corr
0.89	ATLC	Atlanticus Holdings	Pair Corr
0.82	BAC	Bank of America Aggressive Push	Pair Corr
0.69	DIS	Walt Disney	Pair Corr

Moving against Capital Stock

0.56	PG	Procter Gamble	Pair Corr
0.48	T	ATT Inc Aggressive Push	Pair Corr
0.39	KO	Coca Cola Aggressive Push	Pair Corr
0.32	LX	Lexinfintech Holdings	Pair Corr

Related Correlations Analysis

	TD	BAC	PGR	SPGI	UBS	SAN	HOOD
TD		0.46	-0.21	0.48	0.95	0.92	-0.5	TD
BAC	0.46		0.31	0.19	0.45	0.28	0.1	BAC
PGR	-0.21	0.31		0.0	-0.24	-0.38	0.43	PGR
SPGI	0.48	0.19	0.0		0.67	0.46	0.13	SPGI
UBS	0.95	0.45	-0.24	0.67		0.91	-0.41	UBS
SAN	0.92	0.28	-0.38	0.46	0.91		-0.56	SAN
HOOD	-0.5	0.1	0.43	0.13	-0.41	-0.56		HOOD
	TD	BAC	PGR	SPGI	UBS	SAN	HOOD

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

UBS	+ 0.95	TD
SAN	+ 0.92	TD
SAN	+ 0.91	UBS
UBS	+ 0.67	SPGI
SPGI	+ 0.48	TD
BAC	+ 0.46	TD

High negative correlations

HOOD	- 0.56	SAN
HOOD	- 0.5	TD
HOOD	- 0.41	UBS
SAN	- 0.38	PGR
UBS	- 0.24	PGR
PGR	- 0.21	TD

Risk-Adjusted Indicators

There is a big difference between Capital Stock performing well and Capital One 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 Capital One'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
TD	0.79	0.25	0.24	0.67	0.56	(0.99)	1.66	(1.52)	5.15
BAC	0.96	0.01	0.01	0.09	1.35	(0.96)	1.73	(2.16)	5.64
PGR	1.03	(0.03)	0.00	(0.14)	0.00	0.00	1.94	(2.11)	8.71
SPGI	1.13	(0.24)	0.00	(0.23)	0.00	0.00	1.81	(2.75)	15.21
UBS	1.23	0.17	0.08	0.31	1.70	(1.27)	2.57	(2.41)	10.86
SAN	1.38	0.21	0.11	0.27	1.74	(1.46)	2.90	(2.37)	9.51
HOOD	3.20	(0.85)	0.00	(0.42)	0.00	0.00	6.97	(9.05)	20.78

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