Geo Correlations

GEO Stock

USD 13.26 2.06 13.45%

The current 90-days correlation between Geo Group and Brady is -0.29 (i.e., Very good 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

Modest diversification

The correlation between Geo Group and DJI is 0.23 (i.e., Modest 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 housing.

Moving together with Geo Stock

0.77	OYM1	Odyssey Marine Explo	Pair Corr
0.76	CXW	CoreCivic	Pair Corr

Moving against Geo Stock

0.7	BAOA	Bastogi SpA	Pair Corr
0.58	KBL	K Bro Linen	Pair Corr
0.43	AXR	AMREP	Pair Corr
0.41	JRSA	SSH GROUP LTD	Pair Corr
0.32	MAD	Mader Group	Pair Corr
0.71	SW	Sodexo SA	Pair Corr
0.68	ELIS	Elis SA	Pair Corr
0.53	HCSG	Healthcare Services	Pair Corr
0.44	665	RELO GROUP INC	Pair Corr

Related Correlations Analysis

	NL	MG	REZI	BRC	BCO	ALLE	CIX	MSA	EVLVW
NL		0.84	0.6	0.79	0.86	0.6	0.64	0.82	-0.42	NL
MG	0.84		0.67	0.84	0.93	0.53	0.71	0.89	-0.47	MG
REZI	0.6	0.67		0.48	0.71	0.23	0.43	0.53	0.03	REZI
BRC	0.79	0.84	0.48		0.9	0.72	0.71	0.95	-0.69	BRC
BCO	0.86	0.93	0.71	0.9		0.6	0.68	0.91	-0.49	BCO
ALLE	0.6	0.53	0.23	0.72	0.6		0.52	0.66	-0.59	ALLE
CIX	0.64	0.71	0.43	0.71	0.68	0.52		0.65	-0.4	CIX
MSA	0.82	0.89	0.53	0.95	0.91	0.66	0.65		-0.64	MSA
EVLVW	-0.42	-0.47	0.03	-0.69	-0.49	-0.59	-0.4	-0.64		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

MSA	+ 0.95	BRC
BCO	+ 0.93	MG
MSA	+ 0.91	BCO
BCO	+ 0.9	BRC
MSA	+ 0.89	MG
BCO	+ 0.86	NL

High negative correlations

EVLVW	- 0.69	BRC
EVLVW	- 0.64	MSA
EVLVW	- 0.59	ALLE
EVLVW	- 0.49	BCO
EVLVW	- 0.47	MG
EVLVW	- 0.42	NL

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	2.22	0.17	0.07	0.23	2.42	(2.53)	5.51	(4.21)	20.34
MG	1.65	0.23	0.13	0.23	1.66	(1.90)	4.10	(2.50)	10.01
REZI	1.82	0.09	0.07	0.11	2.05	(2.04)	4.60	(4.14)	11.43
BRC	0.98	0.33	0.20	1.68	1.08	(1.12)	2.47	(2.18)	7.05
BCO	1.09	0.18	0.16	0.22	0.96	(1.27)	2.91	(2.28)	7.05
ALLE	1.02	(0.06)	(0.04)	0.00	1.87	(1.09)	2.34	(1.94)	12.68
CIX	1.74	0.12	0.02	(0.46)	2.11	(2.09)	3.22	(4.00)	19.01
MSA	1.16	0.29	0.27	0.37	0.74	(1.40)	3.19	(1.63)	6.97
EVLVW	9.39	(0.78)	0.00	1.81	0.00	0.00	23.08	(21.43)	52.99

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