Exelon Correlations

EXC Stock

USD 44.76 0.07 0.16%

The current 90-days correlation between Exelon and Duke Energy is 0.75 (i.e., Poor diversification). The correlation of Exelon 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.

Exelon Correlation With Market

Excellent diversification

The correlation between Exelon and DJI is -0.65 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Exelon and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Exelon Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Exelon. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey.

For information on how to trade Exelon Stock refer to our How to Trade Exelon Stock guide.

Moving together with Exelon Stock

0.72	GNE	Genie Energy	Pair Corr
0.7	POM	POMDOCTOR LIMITED	Pair Corr
0.67	CMSA	CMS Energy Corp	Pair Corr
0.78	695156AW9	PKG 305 01	Pair Corr

Moving against Exelon Stock

0.86	FOX	Fox Corp Class Earnings Call This Week	Pair Corr
0.83	EGTIF	eGuarantee	Pair Corr
0.79	WAL	Western Alliance Ban	Pair Corr
0.57	LNDNF	Lundin Energy AB	Pair Corr
0.55	CNL	Collective Mining	Pair Corr
0.53	EBR-B	Centrais Elétricas	Pair Corr
0.53	ACLS	Axcelis Technologies	Pair Corr
0.47	EIX	Edison International	Pair Corr
0.45	FIBH	First Bancshares	Pair Corr
0.77	VASO	Vaso Corp	Pair Corr
0.72	JCAP	Jefferson Capital Common	Pair Corr
0.7	SAIC	Science Applications	Pair Corr
0.67	NXST	Nexstar Broadcasting	Pair Corr
0.58	BIOA	BioAge Labs	Pair Corr
0.56	HL	Hecla Mining	Pair Corr
0.56	F	Ford Motor Earnings Call This Week	Pair Corr
0.53	LINC	Lincoln Educational	Pair Corr
0.47	IMBBY	Imperial Brands PLC	Pair Corr
0.47	HYMC	Hycroft Mining Holding Trending	Pair Corr
0.35	GLASF	Glass House Brands	Pair Corr
0.33	TENX	Tenax Therapeutics Downward Rally	Pair Corr
0.33	CET	Central Securities	Pair Corr

Related Correlations Analysis

	DUK	D	SO	ED	ETR	AEP	PPL	CMS	CNP	FE
DUK		0.49	0.94	0.09	0.72	0.65	0.81	0.88	0.74	0.61	DUK
D	0.49		0.33	0.56	0.61	0.61	0.61	0.66	0.84	0.79	D
SO	0.94	0.33		0.02	0.69	0.48	0.8	0.74	0.59	0.5	SO
ED	0.09	0.56	0.02		0.18	0.2	0.49	0.09	0.57	0.62	ED
ETR	0.72	0.61	0.69	0.18		0.68	0.74	0.74	0.74	0.73	ETR
AEP	0.65	0.61	0.48	0.2	0.68		0.58	0.8	0.74	0.72	AEP
PPL	0.81	0.61	0.8	0.49	0.74	0.58		0.68	0.8	0.8	PPL
CMS	0.88	0.66	0.74	0.09	0.74	0.8	0.68		0.8	0.71	CMS
CNP	0.74	0.84	0.59	0.57	0.74	0.74	0.8	0.8		0.91	CNP
FE	0.61	0.79	0.5	0.62	0.73	0.72	0.8	0.71	0.91		FE
	DUK	D	SO	ED	ETR	AEP	PPL	CMS	CNP	FE

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Risk-Adjusted Indicators

There is a big difference between Exelon Stock performing well and Exelon 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 Exelon'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
DUK	0.66	(0.08)	0.00	12.78	0.00	0.00	1.24	(1.39)	4.59
D	0.94	0.02	(0.04)	(1.63)	1.32	(0.94)	1.63	(2.04)	5.71
SO	0.74	(0.13)	0.00	(1.03)	0.00	0.00	1.10	(1.81)	4.07
ED	0.88	0.09	0.01	(0.22)	1.04	(0.89)	1.58	(1.66)	4.62
ETR	0.87	(0.01)	(0.04)	0.04	1.23	(0.83)	1.70	(2.15)	4.90
AEP	0.81	0.04	(0.02)	0.41	0.90	(0.91)	1.73	(1.51)	8.71
PPL	0.80	(0.03)	0.00	(0.11)	0.00	0.00	1.57	(1.61)	4.62
CMS	0.75	(0.07)	0.00	(0.19)	0.00	0.00	1.27	(1.56)	5.00
CNP	0.72	0.01	(0.05)	(0.21)	0.99	(0.70)	1.37	(1.67)	3.57
FE	0.68	0.04	(0.03)	(0.85)	0.91	(0.64)	1.35	(1.30)	4.05

Exelon Corporate Management

Kyle Crowley	Chief VP	Profile
Douglas Brown	Chief VP	Profile
Amy Best	Executive Officer	Profile
Drew Ierardi	Managing Markets	Profile
Jessica Hart	Senior Officer	Profile
David Glockner	Audit Compliance	Profile

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