Jack In Correlations

JACK Stock

USD 47.80 2.20 4.82%

The current 90-days correlation between Jack In and Dine Brands Global is 0.27 (i.e., Modest 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

Average diversification

The correlation between Jack In The and DJI is 0.19 (i.e., Average 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.

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

Moving together with Jack Stock

0.63

GENK

GEN Restaurant Group,

Pair Corr

Moving against Jack Stock

0.47	LTH	Life Time Group	Pair Corr
0.42	WING	Wingstop	Pair Corr
0.38	MCD	McDonalds Fiscal Year End 3rd of February 2025	Pair Corr
0.31	SBET	Sharplink Gaming	Pair Corr
0.46	W	Wayfair	Pair Corr
0.46	DLTH	Duluth Holdings Earnings Call This Week	Pair Corr
0.42	GV	Visionary Education	Pair Corr
0.4	VNCE	Vince Holding Corp	Pair Corr
0.36	FIVE	Five Below Earnings Call This Week	Pair Corr
0.33	WAFU	Wah Fu Education	Pair Corr
0.31	VEEE	Twin Vee Powercats	Pair Corr

Related Correlations Analysis

	DIN	BLMN	BJRI	RUTH	CAKE	EAT	DENN	CHUY	FRGI	DPZ
DIN		-0.34	0.53	0.31	0.69	0.55	0.54	-0.07	0.28	0.73	DIN
BLMN	-0.34		-0.39	-0.54	-0.61	-0.77	-0.05	-0.41	-0.27	-0.52	BLMN
BJRI	0.53	-0.39		0.79	0.8	0.78	0.49	0.23	0.52	0.53	BJRI
RUTH	0.31	-0.54	0.79		0.72	0.82	0.27	0.25	0.69	0.52	RUTH
CAKE	0.69	-0.61	0.8	0.72		0.94	0.55	0.22	0.32	0.71	CAKE
EAT	0.55	-0.77	0.78	0.82	0.94		0.44	0.36	0.42	0.7	EAT
DENN	0.54	-0.05	0.49	0.27	0.55	0.44		0.19	0.1	0.48	DENN
CHUY	-0.07	-0.41	0.23	0.25	0.22	0.36	0.19		0.01	0.04	CHUY
FRGI	0.28	-0.27	0.52	0.69	0.32	0.42	0.1	0.01		0.32	FRGI
DPZ	0.73	-0.52	0.53	0.52	0.71	0.7	0.48	0.04	0.32		DPZ
	DIN	BLMN	BJRI	RUTH	CAKE	EAT	DENN	CHUY	FRGI	DPZ

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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

EAT	+ 0.94	CAKE
EAT	+ 0.82	RUTH
CAKE	+ 0.8	BJRI
RUTH	+ 0.79	BJRI
EAT	+ 0.78	BJRI
DPZ	+ 0.73	DIN

High negative correlations

EAT	- 0.77	BLMN
CAKE	- 0.61	BLMN
RUTH	- 0.54	BLMN
DPZ	- 0.52	BLMN
CHUY	- 0.41	BLMN
BJRI	- 0.39	BLMN

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
DIN	2.55	(0.14)	(0.01)	0.02	2.83	(2.86)	4.47	(4.50)	19.97
BLMN	2.13	(0.61)	0.00	(0.29)	0.00	0.00	3.57	(4.86)	17.72
BJRI	1.99	0.06	0.04	0.12	2.24	(2.30)	4.05	(2.64)	13.19
RUTH	1.40	0.37	0.20	0.61	0.94	(1.83)	1.75	(2.63)	34.37
CAKE	1.79	0.22	0.13	0.25	1.63	(2.16)	5.11	(3.10)	13.08
EAT	1.90	0.86	0.49	0.71	1.23	(2.43)	5.04	(2.48)	11.91
DENN	2.47	(0.05)	0.00	0.05	3.77	(2.83)	5.26	(4.19)	26.32
CHUY	1.59	0.88	3.39	(1.38)	0.00	(1.83)	0.67	(0.27)	48.46
FRGI	2.26	0.01	(0.03)	0.05	2.75	(2.41)	4.69	(3.69)	12.75
DPZ	1.16	(0.04)	(0.03)	0.05	1.31	(1.33)	2.92	(2.57)	7.92

Jack In Corporate Management

Chris Brandon	Vice Relations	Profile
Doug Cook	VP CTO	Profile
Ryan Ostrom	Executive Officer	Profile
Darin Harris	CEO Director	Profile
Tony Darden	COO VP	Profile
Carlson Choi	Chief Officer	Profile

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