HCI Correlations

HCI Stock

USD 157.34 1.33 0.84%

The current 90-days correlation between HCI Group and Kemper is 0.24 (i.e., Modest diversification). The correlation of HCI is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

HCI Correlation With Market

Very good diversification

The correlation between HCI Group and DJI is -0.28 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding HCI Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with HCI Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in HCI 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 state and metro area employment, hours, and earnings.

Moving against HCI Stock

0.7	TLK	Telkom Indonesia Tbk	Pair Corr
0.6	TLKMF	Telkom Indonesia Tbk	Pair Corr
0.37	WTM	White Mountains Insurance	Pair Corr
0.35	MGWFF	Maple Leaf Green	Pair Corr
0.32	PGR	Progressive Corp	Pair Corr
0.31	CB	Chubb Earnings Call Tomorrow	Pair Corr
0.78	PFE	Pfizer Inc Earnings Call Tomorrow	Pair Corr
0.72	JNJ	Johnson Johnson	Pair Corr
0.66	DD	Dupont De Nemours Earnings Call This Week	Pair Corr
0.6	CAT	Caterpillar	Pair Corr
0.59	CVX	Chevron Corp	Pair Corr
0.53	FHRT	First Hartford	Pair Corr
0.44	CSCO	Cisco Systems Earnings Call Next Week	Pair Corr
0.44	AA	Alcoa Corp	Pair Corr
0.34	BA	Boeing	Pair Corr

Related Correlations Analysis

	KMPR	PLMR	SBCF	AHL	BANC	BOH	STC	WD	OAK-PA	SLDE
KMPR		-0.43	-0.07	-0.33	-0.1	-0.13	0.1	0.62	0.27	0.07	KMPR
PLMR	-0.43		0.24	0.44	0.45	0.41	-0.1	-0.69	-0.38	0.66	PLMR
SBCF	-0.07	0.24		0.84	0.92	0.9	-0.34	-0.32	0.22	0.19	SBCF
AHL	-0.33	0.44	0.84		0.9	0.88	-0.43	-0.58	0.09	0.24	AHL
BANC	-0.1	0.45	0.92	0.9		0.91	-0.3	-0.53	0.0	0.45	BANC
BOH	-0.13	0.41	0.9	0.88	0.91		-0.45	-0.42	0.18	0.35	BOH
STC	0.1	-0.1	-0.34	-0.43	-0.3	-0.45		-0.16	-0.41	0.09	STC
WD	0.62	-0.69	-0.32	-0.58	-0.53	-0.42	-0.16		0.5	-0.52	WD
OAK-PA	0.27	-0.38	0.22	0.09	0.0	0.18	-0.41	0.5		-0.5	OAK-PA
SLDE	0.07	0.66	0.19	0.24	0.45	0.35	0.09	-0.52	-0.5		SLDE
	KMPR	PLMR	SBCF	AHL	BANC	BOH	STC	WD	OAK-PA	SLDE

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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

BANC	+ 0.92	SBCF
BOH	+ 0.91	BANC
BOH	+ 0.9	SBCF
BANC	+ 0.9	AHL
BOH	+ 0.88	AHL
AHL	+ 0.84	SBCF

High negative correlations

WD	- 0.69	PLMR
WD	- 0.58	AHL
WD	- 0.53	BANC
SLDE	- 0.52	WD
SLDE	- 0.5	OAK-PA
STC	- 0.45	BOH

Risk-Adjusted Indicators

There is a big difference between HCI Stock performing well and HCI 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 HCI'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
KMPR	1.27	(0.24)	0.00	(0.36)	0.00	0.00	2.31	(3.07)	14.64
PLMR	1.50	0.12	0.05	0.36	1.79	(1.51)	3.22	(3.18)	12.73
SBCF	1.16	0.06	0.05	0.08	1.33	(1.20)	2.91	(2.01)	8.79
AHL	0.10	0.01	(0.14)	(0.99)	0.00	(0.12)	0.22	(0.19)	0.76
BANC	1.17	0.20	0.13	0.19	1.27	(1.37)	4.35	(1.95)	8.37
BOH	1.19	0.21	0.16	0.22	1.18	(1.48)	2.56	(1.71)	8.71
STC	1.29	(0.16)	0.00	(0.14)	0.00	0.00	2.83	(2.65)	8.73
WD	1.57	(0.48)	0.00	(0.27)	0.00	0.00	2.51	(4.25)	11.59
OAK-PA	0.65	(0.01)	(0.04)	(0.46)	1.02	(0.58)	1.19	(1.28)	4.83
SLDE	1.74	0.19	0.08	1.63	1.87	(2.11)	4.24	(3.18)	14.08

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