Genesco Correlations

GCO Stock

USD 26.59 1.86 7.52%

The current 90-days correlation between Genesco and Citi Trends is 0.12 (i.e., Average diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Genesco moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Genesco moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Genesco Correlation With Market

Good diversification

The correlation between Genesco and DJI is -0.04 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Genesco and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Genesco Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Genesco. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in manufacturing.

To learn how to invest in Genesco Stock, please use our How to Invest in Genesco guide.

Moving together with Genesco Stock

0.64

AKA

AKA Brands Holding

Pair Corr

Moving against Genesco Stock

0.64	URBN	Urban Outfitters	Pair Corr
0.63	ANF	Abercrombie Fitch	Pair Corr
0.62	AEO	American Eagle Outfitters	Pair Corr
0.62	SMXWW	SMX Public Limited	Pair Corr
0.53	RKLB	Rocket Lab USA Aggressive Push	Pair Corr
0.52	DB	Deutsche Bank AG	Pair Corr
0.47	FTV	Fortive Corp	Pair Corr
0.47	ADAMI	New York Mortgage Symbol Change	Pair Corr
0.4	ROST	Ross Stores	Pair Corr
0.38	GSTX	Graphene Solar Techn	Pair Corr
0.35	SIDU	Sidus Space Trending	Pair Corr

Related Correlations Analysis

	CTRN	NIU	BNED	HLLY	EMPD	JACK	WW	HVT	LOCO	MCFT
CTRN		-0.81	-0.2	0.89	-0.82	0.45	-0.47	0.79	0.87	-0.7	CTRN
NIU	-0.81		0.22	-0.81	0.95	-0.32	0.31	-0.81	-0.78	0.6	NIU
BNED	-0.2	0.22		-0.22	0.29	0.5	0.27	-0.18	-0.19	0.54	BNED
HLLY	0.89	-0.81	-0.22		-0.9	0.43	-0.47	0.84	0.83	-0.76	HLLY
EMPD	-0.82	0.95	0.29	-0.9		-0.34	0.41	-0.85	-0.79	0.7	EMPD
JACK	0.45	-0.32	0.5	0.43	-0.34		-0.39	0.45	0.38	0.01	JACK
WW	-0.47	0.31	0.27	-0.47	0.41	-0.39		-0.28	-0.27	0.49	WW
HVT	0.79	-0.81	-0.18	0.84	-0.85	0.45	-0.28		0.9	-0.65	HVT
LOCO	0.87	-0.78	-0.19	0.83	-0.79	0.38	-0.27	0.9		-0.65	LOCO
MCFT	-0.7	0.6	0.54	-0.76	0.7	0.01	0.49	-0.65	-0.65		MCFT
	CTRN	NIU	BNED	HLLY	EMPD	JACK	WW	HVT	LOCO	MCFT

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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

EMPD	+ 0.95	NIU
LOCO	+ 0.9	HVT
HLLY	+ 0.89	CTRN
LOCO	+ 0.87	CTRN
HVT	+ 0.84	HLLY
LOCO	+ 0.83	HLLY

High negative correlations

EMPD	- 0.9	HLLY
HVT	- 0.85	EMPD
EMPD	- 0.82	CTRN
HVT	- 0.81	NIU
HLLY	- 0.81	NIU
NIU	- 0.81	CTRN

Risk-Adjusted Indicators

There is a big difference between Genesco Stock performing well and Genesco 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 Genesco'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
CTRN	2.21	0.61	0.21	45.69	2.09	(2.56)	4.68	(3.90)	20.11
NIU	2.95	(0.78)	0.00	(0.94)	0.00	0.00	5.71	(6.94)	15.96
BNED	2.82	(0.31)	0.00	(0.04)	0.00	0.00	5.82	(5.18)	42.63
HLLY	2.30	0.64	0.22	(3.03)	1.93	(2.69)	4.41	(3.70)	38.65
EMPD	3.37	(0.69)	0.00	(0.68)	0.00	0.00	5.53	(8.45)	17.59
JACK	3.27	0.03	0.00	0.13	4.14	(3.30)	7.79	(7.01)	19.12
WW	4.05	0.33	0.06	1.40	4.73	(4.40)	12.08	(8.90)	24.25
HVT	1.57	0.14	0.09	0.19	1.53	(1.90)	3.82	(2.91)	10.49
LOCO	1.69	0.21	0.07	1.10	1.89	(1.85)	3.24	(2.73)	16.59
MCFT	1.74	(0.05)	0.00	0.46	0.00	0.00	3.43	(3.94)	12.82

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