Graphic Packaging Correlations

GPK Stock

USD 9.35 -0.08 -0.85%

The current 90-days correlation between Graphic Packaging Holding and Sealed Air is 0.15 (i.e., Good diversification).Investors use its correlation structure to evaluate hedging opportunities and diversification potential.

Market Linkage for Graphic Packaging

Poor diversification

For the present investment horizon, the measured correlation between Graphic Packaging and Dow Jones stands at 0.66, or Poor diversification. A 0.66 reading means Graphic Packaging and Dow Jones have partial price overlap, providing moderate risk reduction when paired.

Graphic Packaging has a market cap of 2.79 B, an operating margin of 6.8% on a trailing twelve-month basis, compared to 5.7% in the last reported annual period, current ratio of 1.3. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence Graphic Packaging Holding's company valuation - related indicators include signals in metropolitan statistical area.

Moving together with Graphic Stock

0.7	IP	International Paper Earnings Call This Week	Pair Corr
0.77	AVY	Avery Dennison Corp Earnings Call This Week	Pair Corr
0.61	PKG	Packaging Corp	Pair Corr
0.89	2WZ	O I Glass Earnings Call This Week	Pair Corr
0.83	VRLA	Verallia	Pair Corr
0.69	TCL-A	Transcontinental	Pair Corr
0.62	TCL-B	Transcontinental	Pair Corr
0.83	PACK	Ranpak Holdings Corp	Pair Corr
0.61	GR3	Greif Inc Earnings Call This Week	Pair Corr
0.64	AMC	Amcor Plc	Pair Corr
0.82	CAS	Cascades	Pair Corr
0.67	ADVWW	Advantage Solutions	Pair Corr
0.62	PCTTW	PureCycle Technologies	Pair Corr
0.91	GCMGW	GCM Grosvenor	Pair Corr

Moving Against Graphic Stock

0.83	SEE	Sealed Air	Pair Corr
0.77	2HX	Hexagon Composites ASA	Pair Corr
0.75	CCL-A	CCL Industries	Pair Corr
0.61	MQ1	TriMas Earnings Call This Week	Pair Corr
0.53	SON	Sonoco Products	Pair Corr
0.44	1C9	CCL Industries	Pair Corr
0.51	FJ3	Fujimori Kogyo	Pair Corr
0.48	MJF	Myers Industries	Pair Corr

Related Correlations Analysis

	SEE	SLGN	SON	REYN	MTH	ABG	EAT	KBH	FTDR	GEF
SEE		-0.44	0.46	-0.56	-0.41	-0.69	-0.32	-0.51	0.08	-0.48	SEE
SLGN	-0.44		0.13	0.84	0.89	0.6	0.43	0.91	0.15	0.89	SLGN
SON	0.46	0.13		0.12	-0.05	-0.45	-0.33	-0.05	0.11	-0.01	SON
REYN	-0.56	0.84	0.12		0.82	0.7	0.33	0.85	0.14	0.81	REYN
MTH	-0.41	0.89	-0.05	0.82		0.78	0.6	0.95	0.04	0.93	MTH
ABG	-0.69	0.6	-0.45	0.7	0.78		0.72	0.71	-0.07	0.8	ABG
EAT	-0.32	0.43	-0.33	0.33	0.6	0.72		0.44	-0.25	0.65	EAT
KBH	-0.51	0.91	-0.05	0.85	0.95	0.71	0.44		0.11	0.86	KBH
FTDR	0.08	0.15	0.11	0.14	0.04	-0.07	-0.25	0.11		-0.08	FTDR
GEF	-0.48	0.89	-0.01	0.81	0.93	0.8	0.65	0.86	-0.08		GEF
	SEE	SLGN	SON	REYN	MTH	ABG	EAT	KBH	FTDR	GEF

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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

KBH	+ 0.95	MTH
GEF	+ 0.93	MTH
KBH	+ 0.91	SLGN
MTH	+ 0.89	SLGN
GEF	+ 0.89	SLGN
GEF	+ 0.86	KBH

High negative correlations

ABG	- 0.69	SEE
REYN	- 0.56	SEE
KBH	- 0.51	SEE
GEF	- 0.48	SEE
ABG	- 0.45	SON
SLGN	- 0.44	SEE

Risk-Adjusted Indicators

Graphic Packaging Company can look attractive on recent price action while risk efficiency lags the peer group. Risk-adjusted metrics help compare Graphic Packaging's efficiency and downside exposure against peers on a like-for-like basis. 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
SEE	0.10	0.02	0.19	7.62	0.00	-0.13	0.24	-0.14	0.55
SLGN	1.41	-0.12	0.00	-0.11	0.00	0.00	2.63	-2.91	14.02
SON	1.48	0.05	0.02	0.08	3.17	-1.50	3.38	-2.37	25.99
REYN	1.28	-0.19	0.00	-0.31	0.00	0.00	2.23	-3.01	14.28
MTH	1.74	-0.12	0.00	-0.08	0.00	0.00	4.39	-3.62	9.62
ABG	1.45	-0.33	0.00	-0.35	0.00	0.00	2.30	-2.78	9.18
EAT	2.29	-0.13	0.00	-5.27	0.00	0.00	4.45	-4.70	11.86
KBH	1.58	-0.15	0.00	-0.13	0.00	0.00	3.99	-2.80	10.72
FTDR	1.95	0.05	0.02	0.05	2.40	-1.95	3.14	-3.29	23.10
GEF	1.16	-0.10	0.00	-0.13	0.00	0.00	2.67	-2.57	7.45

Graphic Packaging Corporate Management

Joseph Yost	Executive VP & President of Americas	Profile
Scott LeBeau	Executive Vice President of Paperboard Manufacturing	Profile
JeanFrancois Roche	Senior VP & Chief Commercial Officer	Profile
Spencer Maurer	Senior Vice President of Supply Chain	Profile
Mark Connelly	Senior Vice President of Investor Strategy & Development	Profile