Fox Corp Correlations

FOX Stock

USD 64.29 0.61 0.94%

The current 90-days correlation between Fox Corp Class and Pinterest is 0.12 (i.e., Average diversification). The correlation of Fox Corp 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.

Fox Corp Correlation With Market

Very poor diversification

The correlation between Fox Corp Class and DJI is 0.82 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fox Corp Class and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Fox Stock

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

Moving together with Fox Stock

0.76	WMT	Walmart Common Stock	Pair Corr
0.79	SAR	Saratoga Investment Corp	Pair Corr
0.82	ACN	Accenture plc	Pair Corr
0.75	VLKAF	Volkswagen AG	Pair Corr
0.76	VWAGY	Volkswagen AG 110	Pair Corr
0.79	VLKPF	Volkswagen AG VZO	Pair Corr
0.8	BIOA	BioAge Labs	Pair Corr
0.78	ONDS	Ondas Holdings	Pair Corr
0.82	SAIC	Science Applications	Pair Corr
0.75	HYMC	Hycroft Mining Holding Trending	Pair Corr
0.71	F	Ford Motor Earnings Call This Week	Pair Corr
0.78	VASO	Vaso Corp	Pair Corr
0.78	CAT	Caterpillar Earnings Call Today	Pair Corr
0.62	BA	Boeing	Pair Corr
0.61	BAC	Bank of America	Pair Corr
0.88	DD	Dupont De Nemours	Pair Corr
0.66	XOM	Exxon Mobil Corp Earnings Call Tomorrow	Pair Corr
0.83	MRK	Merck Company Earnings Call This Week	Pair Corr
0.61	JPM	JPMorgan Chase	Pair Corr
0.88	AA	Alcoa Corp	Pair Corr

Moving against Fox Stock

0.89	PSKY	Paramount Skydance	Pair Corr
0.64	JD	JD Inc Adr	Pair Corr
0.58	HNHPF	Hon Hai Precision	Pair Corr
0.76	HPQ	HP Inc	Pair Corr
0.74	MSFT	Microsoft Aggressive Push	Pair Corr

Related Correlations Analysis

	PINS	CHTR	TEF	VOD	LLYVK	NBIS	TLK	LYV	RCI
PINS		0.85	0.91	-0.52	0.78	0.73	-0.62	0.58	0.54	PINS
CHTR	0.85		0.85	-0.59	0.73	0.57	-0.73	0.48	0.54	CHTR
TEF	0.91	0.85		-0.54	0.75	0.65	-0.67	0.49	0.67	TEF
VOD	-0.52	-0.59	-0.54		-0.24	-0.37	0.57	0.22	-0.54	VOD
LLYVK	0.78	0.73	0.75	-0.24		0.58	-0.57	0.83	0.26	LLYVK
NBIS	0.73	0.57	0.65	-0.37	0.58		-0.44	0.5	0.3	NBIS
TLK	-0.62	-0.73	-0.67	0.57	-0.57	-0.44		-0.35	-0.45	TLK
LYV	0.58	0.48	0.49	0.22	0.83	0.5	-0.35		-0.06	LYV
RCI	0.54	0.54	0.67	-0.54	0.26	0.3	-0.45	-0.06		RCI
	PINS	CHTR	TEF	VOD	LLYVK	NBIS	TLK	LYV	RCI

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

TEF	+ 0.91	PINS
CHTR	+ 0.85	PINS
TEF	+ 0.85	CHTR
LYV	+ 0.83	LLYVK
LLYVK	+ 0.78	PINS
LLYVK	+ 0.75	TEF

High negative correlations

TLK	- 0.73	CHTR
TLK	- 0.67	TEF
TLK	- 0.62	PINS
VOD	- 0.59	CHTR
TLK	- 0.57	LLYVK
RCI	- 0.54	VOD

Risk-Adjusted Indicators

There is a big difference between Fox Stock performing well and Fox Corp 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 Fox Corp'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
PINS	2.06	(0.57)	0.00	(0.97)	0.00	0.00	2.80	(4.13)	25.49
CHTR	1.59	(0.51)	0.00	(0.31)	0.00	0.00	2.56	(4.28)	9.83
TEF	1.46	(0.37)	0.00	(7.64)	0.00	0.00	2.81	(2.80)	14.46
VOD	1.15	0.33	0.15	0.47	1.42	(1.22)	2.83	(2.73)	11.03
LLYVK	1.25	(0.16)	0.00	(0.22)	0.00	0.00	2.42	(2.93)	10.21
NBIS	4.43	(0.09)	0.00	0.02	5.04	(4.78)	9.60	(7.91)	23.24
TLK	1.44	0.01	(0.01)	0.11	2.71	(1.40)	2.94	(2.90)	8.31
LYV	1.47	(0.09)	0.00	(0.06)	0.00	0.00	2.70	(2.61)	11.61
RCI	0.85	(0.09)	0.00	(0.53)	0.00	0.00	1.67	(1.85)	4.07

Fox Corp Corporate Management

Brian Nick	Chief VP	Profile
Gabrielle Brown	Executive Officer	Profile
David Borstein	Senior Sales	Profile
Yoel Flohr	Executive Digital	Profile
Adam JD	Chief Officer	Profile
Jeff Collins	Marketing Sales	Profile

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