Geo Correlations

GEO Stock

USD 17.50 0.76 4.54%

The current 90-days correlation between Geo Group and Resideo Technologies is 0.62 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Geo moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Geo Group moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Geo Correlation With Market

Weak diversification

The correlation between Geo Group and DJI is 0.38 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Geo Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Geo Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Geo Group. 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.

Moving together with Geo Stock

0.7	MSA	MSA Safety	Pair Corr
0.68	MCHP	Microchip Technology Tech Boost	Pair Corr
0.66	JAKK	JAKKS Pacific	Pair Corr

Moving against Geo Stock

0.61	PNGZF	Paringa Resources	Pair Corr
0.48	LAND	Gladstone Land	Pair Corr
0.46	603600	UE Furniture	Pair Corr
0.36	ZTLLF	Zonetail	Pair Corr
0.62	BHKLY	BOC Hong Kong	Pair Corr
0.61	WEICF	Weichai Power	Pair Corr
0.57	SANM	Sanmina	Pair Corr
0.51	DQ	Daqo New Energy	Pair Corr
0.5	ASXSF	Elysee Development Corp	Pair Corr
0.49	CLS	Celestica	Pair Corr
0.4	F	Ford Motor Aggressive Push	Pair Corr
0.4	FYBR	Frontier Communications	Pair Corr
0.34	BOF	BranchOut Food Common	Pair Corr
0.32	ACR-PC	ACRES Commercial Realty	Pair Corr

Related Correlations Analysis

	NL	MG	REZI	BRC	BCO	ALLE	CIX	MSA	EVLVW
NL		-0.32	0.61	0.02	0.25	0.47	0.1	0.51	0.57	NL
MG	-0.32		-0.71	0.63	0.62	-0.73	0.1	-0.19	-0.81	MG
REZI	0.61	-0.71		-0.19	-0.01	0.63	0.17	0.53	0.82	REZI
BRC	0.02	0.63	-0.19		0.79	-0.54	0.41	0.05	-0.55	BRC
BCO	0.25	0.62	-0.01	0.79		-0.33	0.37	0.39	-0.3	BCO
ALLE	0.47	-0.73	0.63	-0.54	-0.33		0.05	0.53	0.85	ALLE
CIX	0.1	0.1	0.17	0.41	0.37	0.05		0.21	0.0	CIX
MSA	0.51	-0.19	0.53	0.05	0.39	0.53	0.21		0.49	MSA
EVLVW	0.57	-0.81	0.82	-0.55	-0.3	0.85	0.0	0.49		EVLVW
	NL	MG	REZI	BRC	BCO	ALLE	CIX	MSA	EVLVW

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

EVLVW	+ 0.85	ALLE
EVLVW	+ 0.82	REZI
BCO	+ 0.79	BRC
BRC	+ 0.63	MG
ALLE	+ 0.63	REZI
BCO	+ 0.62	MG

High negative correlations

EVLVW	- 0.81	MG
ALLE	- 0.73	MG
REZI	- 0.71	MG
EVLVW	- 0.55	BRC
ALLE	- 0.54	BRC
ALLE	- 0.33	BCO

Risk-Adjusted Indicators

There is a big difference between Geo Stock performing well and Geo 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 Geo'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
NL	2.28	0.10	0.06	0.15	2.12	(2.92)	5.71	(3.51)	11.49
MG	2.17	0.44	0.25	0.34	1.57	(2.71)	4.20	(2.81)	27.65
REZI	2.21	(0.30)	0.00	(0.04)	0.00	0.00	4.79	(4.26)	28.49
BRC	0.97	0.11	0.06	0.27	1.03	(1.11)	2.35	(1.89)	5.12
BCO	1.24	0.07	0.06	0.14	1.41	(1.37)	3.11	(2.48)	10.50
ALLE	0.95	(0.20)	0.00	(0.14)	0.00	0.00	2.18	(2.28)	5.10
CIX	1.58	0.04	(0.02)	(0.70)	1.91	(1.98)	3.20	(2.51)	19.01
MSA	1.19	(0.06)	(0.04)	0.03	1.60	(1.34)	3.11	(1.93)	11.36
EVLVW	9.28	(0.54)	0.00	(0.06)	0.00	0.00	21.05	(19.23)	48.42

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