Embraer SA Correlations

EMBJ Stock

71.53 1.74 2.37%

The current 90-days correlation between Embraer SA and Huntington Ingalls Industries is 0.29 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Embraer SA moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Embraer SA moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Embraer SA Correlation With Market

Poor diversification

The correlation between Embraer SA and DJI is 0.76 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Embraer SA and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Embraer Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Embraer SA. 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.

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

Moving together with Embraer Stock

0.9	RTX	Raytheon Technologies	Pair Corr
0.91	BA	Boeing	Pair Corr
0.93	LMT	Lockheed Martin	Pair Corr
0.92	NOC	Northrop Grumman	Pair Corr
0.88	GD	General Dynamics	Pair Corr
0.73	HWM	Howmet Aerospace Earnings Call This Week	Pair Corr
0.77	TDG	Transdigm Group Earnings Call This Week	Pair Corr
0.71	BIMT	Bitmis Corp	Pair Corr
0.65	92943GAE1	GRA 7375 01	Pair Corr
0.7	FNNCF	Financial 15 Split	Pair Corr
0.77	CODQL	Coronado Global Resources	Pair Corr
0.74	TYGO	Tigo Energy Earnings Call This Week	Pair Corr
0.91	DFTX	Definium Therapeutics Symbol Change	Pair Corr
0.9	FINMF	Leonardo Spa	Pair Corr
0.65	SSEZF	SSE plc	Pair Corr
0.82	NMAI	Nuveen Multi Asset	Pair Corr
0.81	MSBHF	Mitsubishi Corp Earnings Call Tomorrow	Pair Corr
0.8	COMP	Compass	Pair Corr

Moving against Embraer Stock

0.74	RLLCF	Rolls Royce Holdings	Pair Corr
0.57	PNGM	Er Therapeutics	Pair Corr
0.32	ENGGF	Enags SA	Pair Corr

Related Correlations Analysis

	HII	DRS	TXT	BLD	KRMN	STRL	CAE	AYI	CR	STN
HII		0.91	0.84	0.85	0.93	0.09	0.92	-0.8	0.61	-0.03	HII
DRS	0.91		0.66	0.83	0.96	0.36	0.79	-0.81	0.67	0.3	DRS
TXT	0.84	0.66		0.73	0.73	-0.28	0.92	-0.52	0.72	-0.31	TXT
BLD	0.85	0.83	0.73		0.8	0.14	0.71	-0.77	0.62	-0.06	BLD
KRMN	0.93	0.96	0.73	0.8		0.29	0.87	-0.74	0.68	0.24	KRMN
STRL	0.09	0.36	-0.28	0.14	0.29		-0.1	-0.28	0.08	0.83	STRL
CAE	0.92	0.79	0.92	0.71	0.87	-0.1		-0.56	0.67	-0.1	CAE
AYI	-0.8	-0.81	-0.52	-0.77	-0.74	-0.28	-0.56		-0.39	-0.09	AYI
CR	0.61	0.67	0.72	0.62	0.68	0.08	0.67	-0.39		0.19	CR
STN	-0.03	0.3	-0.31	-0.06	0.24	0.83	-0.1	-0.09	0.19		STN
	HII	DRS	TXT	BLD	KRMN	STRL	CAE	AYI	CR	STN

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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

KRMN	+ 0.96	DRS
KRMN	+ 0.93	HII
CAE	+ 0.92	HII
CAE	+ 0.92	TXT
DRS	+ 0.91	HII
CAE	+ 0.87	KRMN

High negative correlations

AYI	- 0.81	DRS
AYI	- 0.8	HII
AYI	- 0.77	BLD
AYI	- 0.74	KRMN
AYI	- 0.56	CAE
AYI	- 0.52	TXT

Risk-Adjusted Indicators

There is a big difference between Embraer Stock performing well and Embraer SA 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 Embraer SA'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
HII	1.63	0.52	0.30	0.51	1.24	(1.85)	4.34	(2.56)	10.50
DRS	1.43	0.09	0.05	0.13	1.53	(1.70)	3.77	(2.63)	9.17
TXT	1.06	0.12	0.07	0.17	1.55	(1.13)	2.26	(1.64)	11.43
BLD	1.81	0.10	0.07	0.10	1.79	(2.09)	4.50	(3.27)	10.98
KRMN	3.27	0.37	0.11	0.18	3.51	(3.55)	8.60	(5.87)	16.85
STRL	2.92	(0.08)	(0.01)	0.00	4.56	(2.77)	5.34	(6.91)	21.66
CAE	1.40	0.11	0.06	0.13	1.63	(1.41)	3.17	(2.58)	9.61
AYI	1.35	(0.20)	0.00	(1.54)	0.00	0.00	2.46	(2.66)	16.54
CR	1.36	(0.07)	(0.02)	(0.01)	2.46	(1.32)	2.36	(2.32)	15.15
STN	1.14	(0.24)	0.00	(0.15)	0.00	0.00	1.96	(2.27)	8.69

Embraer SA Corporate Management

Fabiana Leschziner	VP Officer	Profile
Patrick Peng	MD China	Profile
Luis Affonso	Senior Development	Profile
Roberto Chaves	Executive Chain	Profile
Luis Silva	Executive Operations	Profile

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