Geo Correlations

GEO Stock

USD 15.98 0.36 2.20%

The current 90-days correlation between Geo Group and Resideo Technologies is 0.14 (i.e., Average 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

Poor diversification

The correlation between Geo Group and DJI is 0.65 (i.e., Poor 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 american community survey.

Moving together with Geo Stock

0.65	NL	NL Industries	Pair Corr
0.66	ACU	Acme United	Pair Corr
0.82	CXW	CoreCivic	Pair Corr
0.64	EBF	Ennis Inc	Pair Corr
0.72	HNI	HNI Corp	Pair Corr
0.69	MLKN	MillerKnoll	Pair Corr
0.61	CGY	Calian Technologies	Pair Corr
0.66	TILE	Interface	Pair Corr
0.65	CVEO	Civeo Corp	Pair Corr

Moving against Geo Stock

0.4

VFSWW

VinFast Auto

Pair Corr

Related Correlations Analysis

	NL	MG	REZI	BRC	BCO	ALLE	CIX	MSA	EVLVW
NL		0.39	0.42	0.67	0.69	0.46	0.41	0.75	0.04	NL
MG	0.39		-0.36	0.71	0.79	-0.1	0.45	0.62	-0.69	MG
REZI	0.42	-0.36		0.07	0.12	0.33	0.15	0.26	0.68	REZI
BRC	0.67	0.71	0.07		0.91	0.11	0.67	0.8	-0.49	BRC
BCO	0.69	0.79	0.12	0.91		0.06	0.56	0.81	-0.39	BCO
ALLE	0.46	-0.1	0.33	0.11	0.06		-0.02	0.3	0.44	ALLE
CIX	0.41	0.45	0.15	0.67	0.56	-0.02		0.52	-0.29	CIX
MSA	0.75	0.62	0.26	0.8	0.81	0.3	0.52		-0.24	MSA
EVLVW	0.04	-0.69	0.68	-0.49	-0.39	0.44	-0.29	-0.24		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

BCO	+ 0.91	BRC
MSA	+ 0.81	BCO
MSA	+ 0.8	BRC
BCO	+ 0.79	MG
MSA	+ 0.75	NL
BRC	+ 0.71	MG

High negative correlations

EVLVW	- 0.69	MG
EVLVW	- 0.49	BRC
EVLVW	- 0.39	BCO
REZI	- 0.36	MG
EVLVW	- 0.29	CIX
EVLVW	- 0.24	MSA

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	2.27	0.02	0.01	0.07	2.49	(2.77)	5.51	(4.82)	20.34
MG	2.14	0.48	0.27	0.32	1.55	(2.75)	4.20	(2.81)	27.65
REZI	2.14	(0.34)	0.00	(1.05)	0.00	0.00	4.79	(4.26)	26.12
BRC	0.93	0.08	0.06	0.18	1.03	(1.06)	2.35	(1.89)	5.12
BCO	1.23	0.08	0.07	0.12	1.32	(1.43)	3.11	(2.28)	10.50
ALLE	0.86	(0.07)	0.00	(0.03)	0.00	0.00	2.18	(1.99)	5.10
CIX	1.72	0.07	0.00	(0.16)	2.15	(2.01)	3.07	(4.00)	19.01
MSA	1.25	0.08	0.02	0.66	1.62	(1.43)	3.11	(2.05)	11.36
EVLVW	9.78	(1.45)	0.00	(0.22)	0.00	0.00	21.05	(21.43)	52.99

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