Fox Corp Correlations

FOX Stock

USD 65.96 1.03 1.59%

The current 90-days correlation between Fox Corp Class and Pinterest is 0.15 (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

Modest diversification

The correlation between Fox Corp Class and DJI is 0.24 (i.e., Modest 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 metropolitan statistical area.

Moving together with Fox Stock

0.73	EVC	Entravision Communications	Pair Corr
0.65	CMX	Catalyst Media Group	Pair Corr
0.74	AMCX	AMC Networks	Pair Corr
0.68	SBGI	Sinclair Broadcast	Pair Corr
0.69	PPERY	Bank Mandiri Persero	Pair Corr
0.61	KB	KB Financial Group	Pair Corr
0.68	WF	Woori Financial Group	Pair Corr
0.61	CASXF	Casa Minerals	Pair Corr
0.72	NRC	National Research Corp	Pair Corr
0.67	SYF	Synchrony Financial	Pair Corr

Moving against Fox Stock

0.55	A1N	Arn Media	Pair Corr
0.49	600959	Jiangsu Broadcasting	Pair Corr
0.46	SXL	Southern Cross Media	Pair Corr
0.45	NEC	Nine Entertainment	Pair Corr
0.45	SWM	Seven West Media	Pair Corr
0.4	TSQ	Townsquare Media	Pair Corr
0.33	BKRKF	PT Bank Rakyat	Pair Corr

Related Correlations Analysis

	PINS	CHTR	TEF	VOD	LLYVK	NBIS	TLK	LYV	RCI
PINS		0.84	0.93	-0.68	0.88	0.82	-0.78	0.85	-0.14	PINS
CHTR	0.84		0.87	-0.72	0.82	0.8	-0.92	0.87	-0.54	CHTR
TEF	0.93	0.87		-0.64	0.84	0.75	-0.82	0.83	-0.16	TEF
VOD	-0.68	-0.72	-0.64		-0.55	-0.78	0.72	-0.49	0.29	VOD
LLYVK	0.88	0.82	0.84	-0.55		0.65	-0.76	0.95	-0.31	LLYVK
NBIS	0.82	0.8	0.75	-0.78	0.65		-0.75	0.68	-0.21	NBIS
TLK	-0.78	-0.92	-0.82	0.72	-0.76	-0.75		-0.83	0.49	TLK
LYV	0.85	0.87	0.83	-0.49	0.95	0.68	-0.83		-0.44	LYV
RCI	-0.14	-0.54	-0.16	0.29	-0.31	-0.21	0.49	-0.44		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

LYV	+ 0.95	LLYVK
TEF	+ 0.93	PINS
LLYVK	+ 0.88	PINS
TEF	+ 0.87	CHTR
LYV	+ 0.87	CHTR
LYV	+ 0.85	PINS

High negative correlations

TLK	- 0.92	CHTR
LYV	- 0.83	TLK
TLK	- 0.82	TEF
NBIS	- 0.78	VOD
TLK	- 0.78	PINS
TLK	- 0.76	LLYVK

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	1.92	(0.30)	0.00	(0.23)	0.00	0.00	2.90	(4.13)	27.91
CHTR	1.45	(0.47)	0.00	(0.33)	0.00	0.00	2.91	(3.88)	8.84
TEF	1.40	(0.31)	0.00	(0.51)	0.00	0.00	2.52	(2.64)	15.65
VOD	1.08	0.20	0.11	0.31	1.36	(1.18)	2.16	(2.34)	11.02
LLYVK	1.29	(0.23)	0.00	(0.39)	0.00	0.00	2.37	(2.93)	11.88
NBIS	4.64	(0.29)	0.00	(0.12)	0.00	0.00	8.87	(7.80)	21.43
TLK	1.42	0.16	0.08	0.40	1.47	(1.56)	3.06	(2.49)	11.70
LYV	1.45	(0.20)	0.00	(0.23)	0.00	0.00	2.29	(2.77)	12.88
RCI	0.88	0.15	0.09	2.71	0.94	(0.97)	1.85	(1.73)	5.62

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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