Embraer SA Correlations

EMBJ Stock

72.27 1.01 1.38%

The current 90-days correlation between Embraer SA and Huntington Ingalls Industries is 0.35 (i.e., Weak 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 0.78 (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	BA	Boeing	Pair Corr
0.87	CW	Curtiss Wright	Pair Corr
0.85	GD	General Dynamics	Pair Corr
0.76	MO7R	MOOG INC CL	Pair Corr
0.73	HXL	Hexcel	Pair Corr
0.82	VOYG	Voyager Technologies	Pair Corr
0.75	CE9	CAE Inc	Pair Corr
0.91	SNR	Senior PLC Earnings Call This Week	Pair Corr
0.89	ST2	Sturm Ruger Earnings Call This Week	Pair Corr
0.91	HI4	Huntington Ingalls	Pair Corr
0.86	BSP	BAE Systems plc	Pair Corr
0.93	ESLT	Elbit Systems	Pair Corr
0.95	EMY	Embraer SA Earnings Call This Week	Pair Corr
0.74	CAE	CAE Inc	Pair Corr
0.81	RRU1	ROLLS ROYCE HADR	Pair Corr
0.78	MO7A	Moog Inc	Pair Corr
0.86	CWT	Curtiss Wright	Pair Corr
0.68	TXT	Textron	Pair Corr
0.85	AIR	AAR Corp	Pair Corr
0.85	BSP	BAE Systems plc	Pair Corr
0.77	CAE	CAE Inc	Pair Corr
0.88	2VZ	LEONARDO DRS INC	Pair Corr
0.83	CVU	CPI Aerostructures	Pair Corr
0.84	DCO	Ducommun Incorporated	Pair Corr
0.93	DRS	Leonardo DRS Common	Pair Corr
0.62	FLY	Firefly Aerospace Common	Pair Corr
0.68	HEI	Heico Earnings Call This Week	Pair Corr
0.76	BBD	BOMBARDIER INC CL	Pair Corr

Moving against Embraer Stock

0.31

Ehang Holdings

Pair Corr

Related Correlations Analysis

	HII	DRS	TXT	BLD	KRMN	STRL	CAE	AYI	CR	STN
HII		0.94	0.85	0.77	0.8	0.7	0.7	-0.88	0.71	0.12	HII
DRS	0.94		0.72	0.7	0.87	0.59	0.7	-0.86	0.71	0.28	DRS
TXT	0.85	0.72		0.79	0.52	0.7	0.6	-0.73	0.84	-0.14	TXT
BLD	0.77	0.7	0.79		0.47	0.83	0.39	-0.78	0.64	-0.04	BLD
KRMN	0.8	0.87	0.52	0.47		0.23	0.87	-0.68	0.55	0.61	KRMN
STRL	0.7	0.59	0.7	0.83	0.23		0.12	-0.69	0.46	-0.25	STRL
CAE	0.7	0.7	0.6	0.39	0.87	0.12		-0.48	0.57	0.51	CAE
AYI	-0.88	-0.86	-0.73	-0.78	-0.68	-0.69	-0.48		-0.59	-0.04	AYI
CR	0.71	0.71	0.84	0.64	0.55	0.46	0.57	-0.59		0.01	CR
STN	0.12	0.28	-0.14	-0.04	0.61	-0.25	0.51	-0.04	0.01		STN
	HII	DRS	TXT	BLD	KRMN	STRL	CAE	AYI	CR	STN

Please upgrade your account to get full access to Macroaxis premium features

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

DRS	+ 0.94	HII
KRMN	+ 0.87	DRS
CAE	+ 0.87	KRMN
TXT	+ 0.85	HII
CR	+ 0.84	TXT
STRL	+ 0.83	BLD

High negative correlations

AYI	- 0.88	HII
AYI	- 0.86	DRS
AYI	- 0.78	BLD
AYI	- 0.73	TXT
AYI	- 0.69	STRL
AYI	- 0.68	KRMN

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	1.90	0.46	0.17	0.46	2.26	(2.05)	4.34	(3.03)	16.77
DRS	2.04	0.30	0.14	0.34	2.03	(2.46)	4.45	(3.33)	18.22
TXT	1.20	0.24	0.11	0.39	1.65	(1.28)	2.37	(1.83)	11.43
BLD	1.95	0.04	0.06	0.13	1.89	(2.46)	4.78	(3.27)	10.98
KRMN	3.73	0.47	0.13	0.32	4.34	(4.10)	9.21	(7.73)	23.28
STRL	2.84	0.37	0.11	0.35	3.53	(3.05)	5.77	(6.88)	19.82
CAE	1.49	0.09	0.06	0.19	1.71	(1.55)	3.17	(3.20)	9.61
AYI	1.45	(0.27)	0.00	(0.12)	0.00	0.00	2.66	(2.93)	16.54
CR	1.31	0.08	0.05	0.16	2.14	(1.44)	2.71	(1.99)	15.15
STN	1.27	(0.12)	(0.03)	0.02	2.51	(1.14)	2.33	(2.37)	14.41

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

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC