Dillards Correlations

DDS Stock

USD 608.28 13.28 2.14%

The current 90-days correlation between Dillards and Autoliv is 0.01 (i.e., Significant diversification). The correlation of Dillards 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.

Dillards Correlation With Market

Poor diversification

The correlation between Dillards and DJI is 0.69 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dillards and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Dillards Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dillards. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in small area income & poverty estimates.

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

Moving together with Dillards Stock

0.72	JNJ	Johnson Johnson	Pair Corr
0.64	TSGZF	Tristar Gold	Pair Corr
0.65	NEM	Newmont Goldcorp Corp Aggressive Push	Pair Corr
0.66	NXST	Nexstar Broadcasting	Pair Corr
0.66	BKKLY	Bangkok Bank PCL	Pair Corr
0.69	SEBC	Southeastern Banking Corp	Pair Corr
0.68	DHC	Diversified Healthcare	Pair Corr
0.64	FNV	Franco Nevada	Pair Corr
0.73	FFMH	First Farmers	Pair Corr
0.65	YASKY	Yaskawa Electric Corp	Pair Corr
0.79	CNOB	ConnectOne Bancorp Earnings Call Tomorrow	Pair Corr
0.7	NEXOY	Nexon Co	Pair Corr

Moving against Dillards Stock

0.67	PDD	PDD Holdings	Pair Corr
0.65	JFBR	Jeffs Brands	Pair Corr
0.56	JD	JD Inc Adr Aggressive Push	Pair Corr
0.44	LITB	LightInTheBox Holding	Pair Corr
0.44	GRLF	Green Leaf Innovations	Pair Corr
0.37	DOCKF	Beyond Medical Techn	Pair Corr
0.33	MELI	MercadoLibre	Pair Corr
0.31	ETSY	Etsy Inc	Pair Corr
0.48	PKKFF	Tenet Fintech Group	Pair Corr

Related Correlations Analysis

	ALV	NCLH	CART	FIVE	VIPS	GIL	GME	GAP	BWA	LEVI
ALV		0.35	0.04	0.72	-0.34	0.66	-0.08	0.61	0.93	0.32	ALV
NCLH	0.35		0.22	0.65	-0.43	0.69	0.08	0.27	0.54	0.1	NCLH
CART	0.04	0.22		0.49	0.46	0.28	-0.15	0.59	0.03	0.52	CART
FIVE	0.72	0.65	0.49		-0.34	0.83	-0.08	0.76	0.76	0.37	FIVE
VIPS	-0.34	-0.43	0.46	-0.34		-0.49	0.05	0.1	-0.5	0.39	VIPS
GIL	0.66	0.69	0.28	0.83	-0.49		0.14	0.59	0.77	0.29	GIL
GME	-0.08	0.08	-0.15	-0.08	0.05	0.14		0.06	-0.15	0.3	GME
GAP	0.61	0.27	0.59	0.76	0.1	0.59	0.06		0.51	0.74	GAP
BWA	0.93	0.54	0.03	0.76	-0.5	0.77	-0.15	0.51		0.18	BWA
LEVI	0.32	0.1	0.52	0.37	0.39	0.29	0.3	0.74	0.18		LEVI
	ALV	NCLH	CART	FIVE	VIPS	GIL	GME	GAP	BWA	LEVI

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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

BWA	+ 0.93	ALV
GIL	+ 0.83	FIVE
BWA	+ 0.77	GIL
GAP	+ 0.76	FIVE
BWA	+ 0.76	FIVE
LEVI	+ 0.74	GAP

High negative correlations

BWA	- 0.5	VIPS
GIL	- 0.49	VIPS
VIPS	- 0.43	NCLH
VIPS	- 0.34	FIVE
VIPS	- 0.34	ALV
BWA	- 0.15	GME

Risk-Adjusted Indicators

There is a big difference between Dillards Stock performing well and Dillards 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 Dillards' 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
ALV	1.05	0.09	0.07	0.14	1.22	(1.08)	2.85	(2.47)	6.91
NCLH	2.01	(0.27)	0.00	(0.08)	0.00	0.00	5.34	(4.78)	16.18
CART	1.77	(0.07)	0.00	(0.12)	0.00	0.00	3.91	(3.87)	11.01
FIVE	1.47	0.24	0.15	0.25	1.46	(1.63)	3.69	(2.78)	7.41
VIPS	1.53	(0.09)	0.00	(0.10)	0.00	0.00	3.00	(3.66)	13.81
GIL	1.43	0.14	0.08	0.21	1.40	(1.73)	3.72	(2.65)	8.74
GME	1.60	0.08	0.03	0.18	1.66	(1.96)	4.16	(3.00)	9.35
GAP	2.10	0.23	0.15	0.19	1.61	(2.66)	6.37	(2.84)	12.19
BWA	1.21	0.09	0.06	0.14	1.58	(1.29)	3.51	(2.90)	8.11
LEVI	1.45	(0.09)	(0.03)	0.01	1.72	(1.72)	3.64	(3.46)	8.59

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