FG Annuities Correlations
| FG Stock | USD 48.30 1.20 2.55% |
The current 90-days correlation between FG Annuities Life and Bim Birlesik Magazalar is 0.1 (i.e., Average diversification). The correlation of FG Annuities 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.
FG Annuities Correlation With Market
Poor diversification
The correlation between FG Annuities Life 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 FG Annuities Life and DJI in the same portfolio, assuming nothing else is changed.
FG Annuities |
Moving together with FG Annuities Stock
| 0.68 | GL | Globe Life | PairCorr |
| 0.72 | BHF | Brighthouse Financial | PairCorr |
| 0.85 | CNO | CNO Financial Group | PairCorr |
| 0.85 | GNW | Genworth Financial | PairCorr |
| 0.71 | LNC | Lincoln National | PairCorr |
| 0.61 | MET | MetLife | PairCorr |
| 0.74 | MFC | Manulife Financial Corp | PairCorr |
| 0.75 | PRI | Primerica | PairCorr |
| 0.69 | PRU | Prudential Financial | PairCorr |
| 0.72 | UNM | Unum Group | PairCorr |
| 0.81 | C | Citigroup Aggressive Push | PairCorr |
| 0.73 | L | Loews Corp | PairCorr |
Moving against FG Annuities Stock
| 0.42 | MET-PE | MetLife Preferred Stock | PairCorr |
| 0.4 | ABL | Abacus Life | PairCorr |
| 0.48 | CNO-PA | CNO Financial Group | PairCorr |
| 0.41 | BHFAO | Brighthouse Financial | PairCorr |
| 0.36 | KCLI | Kansas City Life | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between FG Annuities Stock performing well and FG Annuities 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 FG Annuities' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MSTSX | 0.48 | (0.04) | (0.13) | 0.06 | 0.50 | 1.21 | 2.80 | |||
| VIASP | 0.72 | 0.00 | (0.02) | 0.00 | 1.05 | 2.28 | 7.18 | |||
| SITKF | 5.58 | 1.06 | 0.14 | 3.03 | 5.02 | 14.29 | 32.64 | |||
| RWAYL | 0.13 | 0.03 | (0.46) | 2.12 | 0.00 | 0.32 | 1.21 | |||
| SEGI | 10.80 | 2.87 | 0.14 | (1.04) | 10.74 | 33.33 | 63.33 | |||
| BMBRF | 2.06 | 1.06 | 0.00 | (12.38) | 0.00 | 0.00 | 68.94 | |||
| SEIC | 0.80 | 0.18 | 0.17 | 0.34 | 0.61 | 1.57 | 7.23 | |||
| MSTRX | 0.19 | (0.04) | 0.00 | 2.31 | 0.00 | 0.45 | 1.44 |
FG Annuities Corporate Management
| William II | Executive Board | Profile | |
| Jodi Ahlman | General Secretary | Profile | |
| John Currier | Senior Vice President and Chief Actuary | Profile | |
| Leena CFA | Executive Officer | Profile | |
| Dave Czerwonka | Senior Officer | Profile | |
| Lisa FoxworthyParker | Senior Relations | Profile |