Compass Correlations

COMP Stock

USD 13.58 0.25 1.88%

The current 90-days correlation between Compass and Zeta Global Holdings is 0.26 (i.e., Modest diversification). The correlation of Compass 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.

Compass Correlation With Market

Poor diversification

The correlation between Compass and DJI is 0.74 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Compass and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Compass Stock

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

To learn how to invest in Compass Stock, please use our How to Invest in Compass guide.

Moving together with Compass Stock

0.65	U	Unity Software Earnings Call This Week	Pair Corr
0.62	NN	Nextnav Acquisition Corp Tech Boost	Pair Corr
0.72	TTGI	Turnium Technology	Pair Corr
0.85	API	Agora Inc	Pair Corr
0.86	DAY	Dayforce	Pair Corr
0.88	DSP	Viant Technology	Pair Corr

Moving against Compass Stock

0.93	DT	Dynatrace Holdings LLC	Pair Corr
0.89	VTEX	VTEX	Pair Corr
0.89	MSFT	Microsoft Corp CDR	Pair Corr
0.88	PD	Pagerduty	Pair Corr
0.83	DSG	Dillistone Group PLC	Pair Corr
0.77	DMRC	Digimarc	Pair Corr
0.73	EGAN	eGain	Pair Corr
0.68	DOCU	DocuSign Sell-off Trend	Pair Corr
0.32	DSGX	Descartes Systems	Pair Corr
0.86	WAVE	Eco Wave Power	Pair Corr
0.86	BSY	Bentley Systems	Pair Corr
0.85	BOX	Box Inc	Pair Corr
0.72	EXOD	Exodus Movement	Pair Corr
0.7	DBX	Dropbox	Pair Corr
0.59	EXFY	Expensify	Pair Corr
0.56	WKEY	Wisekey International	Pair Corr
0.38	ENLV	Enlivex Therapeutics	Pair Corr
0.89	FRGT	Freight Technologies	Pair Corr
0.88	FIG	Figma Inc	Pair Corr
0.86	LIF	Life360 Common Stock Upward Rally	Pair Corr
0.84	PTC	PTC Inc	Pair Corr
0.82	NET	Cloudflare	Pair Corr
0.76	OLB	OLB Group	Pair Corr

Related Correlations Analysis

	VIA	ZETA	NAVN	GBTG	WK	VRNS	OS	CLBT	VERX	FRSH
VIA		-0.47	0.34	0.05	0.15	0.5	-0.3	-0.27	0.61	-0.5	VIA
ZETA	-0.47		0.28	0.37	-0.17	-0.06	0.62	0.01	-0.19	-0.03	ZETA
NAVN	0.34	0.28		0.18	-0.05	-0.09	0.27	-0.31	-0.03	-0.43	NAVN
GBTG	0.05	0.37	0.18		0.02	0.36	-0.15	0.24	0.36	0.06	GBTG
WK	0.15	-0.17	-0.05	0.02		0.09	-0.04	0.27	0.11	0.36	WK
VRNS	0.5	-0.06	-0.09	0.36	0.09		-0.25	0.19	0.92	-0.34	VRNS
OS	-0.3	0.62	0.27	-0.15	-0.04	-0.25		-0.4	-0.41	-0.29	OS
CLBT	-0.27	0.01	-0.31	0.24	0.27	0.19	-0.4		0.25	0.57	CLBT
VERX	0.61	-0.19	-0.03	0.36	0.11	0.92	-0.41	0.25		-0.32	VERX
FRSH	-0.5	-0.03	-0.43	0.06	0.36	-0.34	-0.29	0.57	-0.32		FRSH
	VIA	ZETA	NAVN	GBTG	WK	VRNS	OS	CLBT	VERX	FRSH

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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

VERX	+ 0.92	VRNS
OS	+ 0.62	ZETA
VERX	+ 0.61	VIA
FRSH	+ 0.57	CLBT
VRNS	+ 0.5	VIA
GBTG	+ 0.37	ZETA

High negative correlations

FRSH	- 0.5	VIA
ZETA	- 0.47	VIA
FRSH	- 0.43	NAVN
VERX	- 0.41	OS
CLBT	- 0.4	OS
FRSH	- 0.34	VRNS

Risk-Adjusted Indicators

There is a big difference between Compass Stock performing well and Compass 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 Compass' 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
VIA	3.20	(0.91)	0.00	(0.71)	0.00	0.00	6.02	(7.74)	18.71
ZETA	3.14	0.11	0.07	0.10	3.62	(3.29)	8.32	(5.77)	28.98
NAVN	3.85	(0.47)	0.00	(0.25)	0.00	0.00	9.63	(10.70)	21.66
GBTG	1.97	(0.28)	0.00	(0.08)	0.00	0.00	3.82	(4.10)	13.45
WK	1.44	(0.15)	0.00	(0.65)	0.00	0.00	3.07	(3.07)	10.41
VRNS	2.52	(0.66)	0.00	(0.51)	0.00	0.00	4.40	(2.93)	50.43
OS	2.89	0.46	0.15	0.34	2.57	(3.43)	6.39	(4.81)	29.57
CLBT	2.04	(0.14)	0.00	0.75	0.00	0.00	3.03	(4.33)	25.88
VERX	1.76	(0.45)	0.00	(0.35)	0.00	0.00	3.45	(4.81)	10.98
FRSH	1.62	0.04	0.01	0.12	2.01	(1.77)	3.12	(3.10)	8.44

Compass Corporate Management

Richard Simonelli	Vice Relations	Profile
Ashley Donat	Head Coaching	Profile
Soham CFA	Head Relations	Profile
Ethan Glass	Chief Officer	Profile
Greg Hart	Chief Product Officer	Profile

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