Liberty Media Correlations

FWONK Stock

USD 94.45 0.97 1.04%

The current 90-days correlation between Liberty Media and News Corp B is 0.14 (i.e., Good diversification).The correlation coefficient ranges from -1 to +1 and quantifies how closely the stock co-moves with paired assets.

Correlation to Market: Liberty Media

Weak diversification

The correlation between Liberty Media and Dow Jones is 0.57, which Macroaxis classifies as Weak diversification for the selected horizon. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.

Liberty Media has a market cap of 23.67 billion, an operating margin of 15.96% on a trailing twelve-month basis, compared to 14.0% in the last reported annual period, current ratio of 1.94. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence Liberty Media's company valuation - related indicators include signals in persons.

For information on how to trade Liberty Media Stock refer to our How to Invest in Liberty Media guide. It explains the process for buying and trading Liberty Media Stock effectively.

Moving Together With Liberty Media Stock

0.71	WMG	Warner Music Group Earnings Call This Week	Pair Corr
0.66	MANU	Manchester United	Pair Corr
0.64	MSGE	Madison Square Garden	Pair Corr

Moving Differently From Liberty Media Stock

0.4

GROM

Grom Social Enterprises

Pair Corr

Related Correlations Analysis

	BATRA	NWS	NWSA	BATRK	MSGS	FWONA	BATRB	SPHR	MCS	WMG
BATRA		0.84	0.87	0.99	0.78	0.58	0.39	0.89	0.73	0.47	BATRA
NWS	0.84		0.98	0.84	0.63	0.42	0.17	0.77	0.76	0.28	NWS
NWSA	0.87	0.98		0.86	0.7	0.46	0.21	0.77	0.74	0.27	NWSA
BATRK	0.99	0.84	0.86		0.76	0.55	0.44	0.88	0.7	0.46	BATRK
MSGS	0.78	0.63	0.7	0.76		0.54	0.04	0.84	0.71	0.15	MSGS
FWONA	0.58	0.42	0.46	0.55	0.54		0.3	0.55	0.52	0.72	FWONA
BATRB	0.39	0.17	0.21	0.44	0.04	0.3		0.17	-0.04	0.6	BATRB
SPHR	0.89	0.77	0.77	0.88	0.84	0.55	0.17		0.82	0.31	SPHR
MCS	0.73	0.76	0.74	0.7	0.71	0.52	-0.04	0.82		0.3	MCS
WMG	0.47	0.28	0.27	0.46	0.15	0.72	0.6	0.31	0.3		WMG
	BATRA	NWS	NWSA	BATRK	MSGS	FWONA	BATRB	SPHR	MCS	WMG

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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

BATRK	+ 0.99	BATRA
NWSA	+ 0.98	NWS
SPHR	+ 0.89	BATRA
SPHR	+ 0.88	BATRK
NWSA	+ 0.87	BATRA
BATRK	+ 0.86	NWSA

High negative correlations

MCS

- 0.04

BATRB

Risk-Adjusted Indicators

Strong recent returns in Liberty Media Stock do not always mean Liberty Media Company is outperforming peers on business quality. Reviewing Liberty Media's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
BATRA	1.10	0.34	0.28	0.45	0.84	-1.29	3.58	-1.97	7.22
NWS	1.28	0.18	0.09	0.55	1.72	-1.31	2.60	-2.65	7.64
NWSA	1.28	0.15	0.08	0.51	1.82	-1.32	2.99	-2.72	7.17
BATRK	1.05	0.37	0.35	0.52	0.60	-1.25	3.51	-1.49	6.77
MSGS	1.51	0.23	0.16	0.24	1.37	-2.09	3.15	-2.02	20.20
FWONA	1.38	0.12	0.08	0.25	1.51	-1.55	3.00	-2.64	8.86
BATRB	0.15	0.02	0.00	0.40	0.00	0.00	0.00	0.00	3.25
SPHR	2.82	0.64	0.23	0.39	2.44	-3.43	5.52	-4.83	28.39
MCS	1.69	0.28	0.12	0.36	2.17	-1.76	3.40	-3.40	13.15
WMG	1.97	0.29	0.11	0.24	2.35	-2.21	4.05	-4.12	11.15

Liberty Media Corporate Executives

The leadership structure of Liberty Media reveals who sets direction, approves budgets, and monitors management performance. A disciplined governance review can reveal strengths or weaknesses that may not be obvious in financial ratios alone.

Duncan Llowarch

CFO

Profile