Eaton Vance Correlations
The correlation of Eaton Vance 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.
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Risk-Adjusted Indicators
There is a big difference between Eaton Stock performing well and Eaton Vance 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 Eaton Vance'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| NMI | 0.28 | (0.07) | 0.00 | 1.40 | 0.00 | 0.60 | 1.65 | |||
| PAI | 0.47 | (0.01) | (0.16) | 0.03 | 0.67 | 1.02 | 3.42 | |||
| ENX | 0.44 | 0.00 | (0.19) | 0.04 | 0.54 | 0.93 | 2.59 | |||
| NAN | 0.38 | 0.02 | (0.19) | 1.15 | 0.43 | 0.78 | 2.12 | |||
| NBH | 0.40 | (0.05) | 0.00 | (0.57) | 0.00 | 0.91 | 2.23 | |||
| PYN | 0.49 | 0.00 | 0.00 | 0.13 | 0.00 | 1.13 | 3.30 | |||
| NUW | 0.32 | (0.01) | 0.00 | (0.25) | 0.00 | 0.65 | 2.89 | |||
| VFL | 0.47 | (0.06) | 0.00 | (0.20) | 0.00 | 0.99 | 2.79 | |||
| NXN | 0.32 | 0.01 | (0.22) | (1.07) | 0.37 | 0.75 | 2.08 | |||
| PNF | 0.38 | 0.01 | (0.21) | 0.89 | 0.41 | 1.13 | 2.74 |
View Eaton Vance Related Equities
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Eaton Vance Corporate Management
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