Fox Corp Correlations

FOXA Stock

USD 56.34 0.48 0.84%

The current 90-days correlation between Fox Corp Class and Charter Communications is 0.22 (i.e., Modest 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.

Fox Corp Correlation With Market

Good diversification

The correlation between Fox Corp Class and DJI is -0.17 (i.e., Good 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 small area income & poverty estimates.

Moving together with Fox Stock

0.99	FOX	Fox Corp Class	Pair Corr
0.76	FSE	Télévision Française	Pair Corr
0.69	FTN	Fuji Media Holdings	Pair Corr
0.73	NP9	Nippon Television	Pair Corr
0.77	TFI	Television Francaise	Pair Corr
0.69	NMAX	Newsmax	Pair Corr

Moving against Fox Stock

0.59	TSQ	Townsquare Media	Pair Corr
0.59	317A	STINGRAY GROUP INC	Pair Corr
0.51	SGA	Saga Communications Earnings Call This Week	Pair Corr
0.49	UA1	Urban One Split	Pair Corr
0.86	OLU	MCOT Public	Pair Corr
0.86	OLU1	MCOT Public	Pair Corr
0.84	TGNA	Tegna Inc Earnings Call Tomorrow	Pair Corr
0.71	SKM	SKY Perfect JSAT	Pair Corr
0.66	TVA-B	TVA Group	Pair Corr
0.62	NXST	Nexstar Broadcasting	Pair Corr
0.61	RAY-B	Stingray Group	Pair Corr
0.57	KA8	Klassik Radio AG	Pair Corr
0.55	RAY-A	Stingray Group	Pair Corr

Related Correlations Analysis

	CHTR	LLYVK	VOD	LYV	TEF	PINS	CHT	NBIS	TLK
CHTR		0.66	0.66	0.59	0.85	-0.76	0.29	-0.1	-0.53	CHTR
LLYVK	0.66		0.71	0.9	0.64	-0.76	0.68	0.29	-0.16	LLYVK
VOD	0.66	0.71		0.81	0.63	-0.88	0.73	0.16	-0.33	VOD
LYV	0.59	0.9	0.81		0.51	-0.69	0.71	0.34	-0.23	LYV
TEF	0.85	0.64	0.63	0.51		-0.79	0.38	-0.17	-0.39	TEF
PINS	-0.76	-0.76	-0.88	-0.69	-0.79		-0.65	-0.07	0.39	PINS
CHT	0.29	0.68	0.73	0.71	0.38	-0.65		0.47	0.13	CHT
NBIS	-0.1	0.29	0.16	0.34	-0.17	-0.07	0.47		0.37	NBIS
TLK	-0.53	-0.16	-0.33	-0.23	-0.39	0.39	0.13	0.37		TLK
	CHTR	LLYVK	VOD	LYV	TEF	PINS	CHT	NBIS	TLK

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	+ 0.9	LLYVK
TEF	+ 0.85	CHTR
LYV	+ 0.81	VOD
CHT	+ 0.73	VOD
VOD	+ 0.71	LLYVK
CHT	+ 0.71	LYV

High negative correlations

PINS	- 0.88	VOD
PINS	- 0.79	TEF
PINS	- 0.76	LLYVK
PINS	- 0.76	CHTR
PINS	- 0.69	LYV
CHT	- 0.65	PINS

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
CHTR	1.71	0.15	0.07	0.21	1.95	(1.85)	4.17	(3.18)	10.80
LLYVK	1.31	0.30	0.17	0.81	1.13	(1.47)	3.53	(2.28)	8.17
VOD	1.10	0.33	0.15	0.49	1.44	(1.24)	3.02	(2.73)	10.23
LYV	1.52	0.28	0.16	0.50	1.32	(1.81)	3.31	(2.62)	9.33
TEF	1.20	0.19	0.07	(1.79)	1.29	(1.39)	3.07	(2.43)	9.25
PINS	2.32	(0.62)	0.00	(0.42)	0.00	0.00	2.90	(6.08)	19.73
CHT	0.54	0.04	(0.05)	0.52	0.69	(0.53)	0.87	(1.17)	2.82
NBIS	4.56	0.07	0.04	0.10	5.36	(4.87)	9.60	(9.00)	25.56
TLK	1.39	0.02	(0.01)	0.15	2.63	(1.36)	2.94	(2.90)	17.24

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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