Jack In Correlations
| JACK Stock | USD 18.98 0.55 2.82% |
The current 90-days correlation between Jack In and El Pollo Loco is 0.43 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Jack In moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Jack In The moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
Jack In Correlation With Market
Weak diversification
The correlation between Jack In The and DJI is 0.3 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Jack In The and DJI in the same portfolio, assuming nothing else is changed.
Moving together with Jack Stock
| 0.65 | SG | Sweetgreen | PairCorr |
| 0.73 | DKNG | DraftKings | PairCorr |
| 0.61 | WING | Wingstop | PairCorr |
| 0.76 | BYD | Boyd Gaming | PairCorr |
| 0.83 | CZR | Caesars Entertainment | PairCorr |
| 0.62 | DIN | Dine Brands Global | PairCorr |
| 0.82 | DPZ | Dominos Pizza Common | PairCorr |
| 0.64 | DRI | Darden Restaurants | PairCorr |
| 0.71 | EAT | Brinker International | PairCorr |
| 0.73 | FLL | Full House Resorts | PairCorr |
Moving against Jack Stock
| 0.55 | BDL | Flanigans Enterprises | PairCorr |
| 0.47 | VARE | Various Eateries PLC | PairCorr |
| 0.46 | AGH | Aureus Greenway Holdings | PairCorr |
| 0.4 | IH | Ihuman Inc | PairCorr |
| 0.4 | DPP | DP Poland Plc | PairCorr |
| 0.39 | EDTK | Skillful Craftsman | PairCorr |
| 0.34 | EM | Smart Share Global | PairCorr |
| 0.36 | MSC | Studio City International Trending | PairCorr |
Related Correlations Analysis
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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Jack Stock performing well and Jack In 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 Jack In'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LOCO | 1.68 | 0.03 | 0.03 | 0.10 | 1.94 | 3.24 | 16.59 | |||
| TWNP | 5.00 | (2.26) | 0.00 | 4.47 | 0.00 | 7.46 | 48.40 | |||
| BNED | 2.79 | (0.06) | 0.03 | 0.05 | 2.84 | 5.82 | 41.07 | |||
| DIN | 2.34 | 0.38 | 0.16 | 0.36 | 2.19 | 6.24 | 12.95 | |||
| CTRN | 2.05 | 0.45 | 0.17 | 0.76 | 2.08 | 4.58 | 20.11 | |||
| MPX | 1.69 | (0.04) | (0.02) | 0.02 | 2.41 | 3.26 | 10.94 | |||
| EMPD | 3.23 | (0.89) | 0.00 | (0.35) | 0.00 | 5.26 | 17.59 | |||
| PTLO | 1.95 | (0.51) | 0.00 | (0.40) | 0.00 | 3.91 | 12.57 | |||
| GCO | 2.80 | (0.36) | 0.00 | (0.08) | 0.00 | 7.06 | 39.13 | |||
| INVZ | 3.35 | (1.09) | 0.00 | (0.29) | 0.00 | 7.26 | 23.92 |
Jack In Corporate Management
| Rachel Webb | VP Relations | Profile | |
| Chris Brandon | Vice Relations | Profile | |
| Doug Cook | VP CTO | Profile | |
| Ryan Ostrom | Executive Officer | Profile | |
| Darin Harris | CEO Director | Profile |