Humana Correlations

HUM Etf

USD 189.49 4.45 2.29%

The current 90-days correlation between Humana Inc and GE HealthCare Technologies is 0.21 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Humana moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Humana Inc moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Humana Correlation With Market

Significant diversification

The correlation between Humana Inc and DJI is 0.02 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Humana Inc and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Humana Etf

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Humana Inc. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in population.

Moving together with Humana Etf

0.91	UNH	UnitedHealth Group CDR	Pair Corr
0.71	CVS	CVS Health Corp Earnings Call Today	Pair Corr
0.65	CVS	CVS Health Corp Earnings Call Tomorrow	Pair Corr

Moving against Humana Etf

0.72	ANCR	Animalcare Group Plc	Pair Corr
0.67	BKD	Brookdale Senior Living	Pair Corr
0.6	LH	Laboratory	Pair Corr
0.59	CAH	Cardinal Health Sell-off Trend	Pair Corr
0.51	AMN	AMN Healthcare Services	Pair Corr
0.49	GD6	Ramsay Gnrale de	Pair Corr
0.48	S00	Spire Healthcare	Pair Corr
0.34	X2S	Sinopharm Group	Pair Corr
0.56	HCA	HCA Holdings	Pair Corr
0.54	CON	Concentra Group Holdings	Pair Corr
0.54	MCK	McKesson	Pair Corr
0.53	DGX	Quest Diagnostics Earnings Call Today	Pair Corr
0.49	DVA	DaVita HealthCare	Pair Corr
0.46	COR	Cencora	Pair Corr
0.45	NHC	National HealthCare	Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		-0.47	-0.53	0.48	0.17	-0.58	-0.07	0.21	0.51	0.49	META
MSFT	-0.47		0.74	-0.51	-0.47	0.62	0.73	0.06	-0.81	-0.88	MSFT
UBER	-0.53	0.74		-0.46	-0.21	0.71	0.35	-0.11	-0.79	-0.66	UBER
F	0.48	-0.51	-0.46		-0.15	-0.35	-0.13	0.34	0.68	0.6	F
T	0.17	-0.47	-0.21	-0.15		-0.12	-0.64	-0.17	0.18	0.35	T
A	-0.58	0.62	0.71	-0.35	-0.12		0.31	-0.09	-0.53	-0.71	A
CRM	-0.07	0.73	0.35	-0.13	-0.64	0.31		0.49	-0.4	-0.73	CRM
JPM	0.21	0.06	-0.11	0.34	-0.17	-0.09	0.49		0.23	-0.07	JPM
MRK	0.51	-0.81	-0.79	0.68	0.18	-0.53	-0.4	0.23		0.77	MRK
XOM	0.49	-0.88	-0.66	0.6	0.35	-0.71	-0.73	-0.07	0.77		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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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

XOM	+ 0.77	MRK
UBER	+ 0.74	MSFT
CRM	+ 0.73	MSFT
A	+ 0.71	UBER
MRK	+ 0.68	F
A	+ 0.62	MSFT

High negative correlations

XOM	- 0.88	MSFT
MRK	- 0.81	MSFT
MRK	- 0.79	UBER
XOM	- 0.73	CRM
XOM	- 0.71	A
XOM	- 0.66	UBER

Humana Competition Risk-Adjusted Indicators

There is a big difference between Humana Etf performing well and Humana ETF 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 Humana'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
META	1.52	0.08	0.03	0.22	1.50	(1.76)	3.43	(2.67)	13.69
MSFT	1.36	(0.35)	0.00	(0.76)	0.00	0.00	1.90	(2.74)	13.28
UBER	1.48	(0.41)	0.00	(0.68)	0.00	0.00	2.41	(3.82)	11.09
F	1.21	0.03	0.02	0.12	1.19	(1.45)	3.38	(2.35)	7.16
T	0.94	0.16	0.08	1.67	0.82	(1.06)	2.02	(1.54)	5.31
A	1.21	(0.31)	0.00	(0.16)	0.00	0.00	2.90	(2.58)	7.85
CRM	1.68	(0.49)	0.00	(0.35)	0.00	0.00	2.94	(5.31)	12.37
JPM	1.20	0.10	(0.01)	(0.27)	1.67	(1.24)	2.34	(3.11)	7.38
MRK	1.31	0.47	0.32	0.81	0.99	(1.62)	3.59	(1.98)	8.09
XOM	1.18	0.43	0.27	3.64	0.93	(1.41)	2.69	(2.11)	5.85

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