Jack In Correlations

JACK Stock

USD 20.67 2.31 10.05%

The current 90-days correlation between Jack In and El Pollo Loco is 0.03 (i.e., Significant 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 0.34 (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.

Build AI portfolio with Jack Stock

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 unemployment.

Moving together with Jack Stock

0.75	SG	Sweetgreen	Pair Corr
0.73	DKNG	DraftKings	Pair Corr
0.77	SGR	The Star Entertainment	Pair Corr
0.69	WING	Wingstop	Pair Corr
0.73	FSTA	Fuller Smith Turner	Pair Corr
0.83	BYD	Boyd Gaming	Pair Corr
0.83	CZR	Caesars Entertainment	Pair Corr
0.81	DIN	Dine Brands Global	Pair Corr
0.79	DRI	Darden Restaurants	Pair Corr
0.77	EAT	Brinker International	Pair Corr

Moving against Jack Stock

0.72	IH	Ihuman Inc	Pair Corr
0.68	DPP	DP Poland Plc	Pair Corr
0.59	EM	Smart Share Global	Pair Corr
0.58	EDTK	Skillful Craftsman	Pair Corr
0.56	VARE	Various Eateries PLC	Pair Corr
0.47	VENU	Venu Holding	Pair Corr
0.46	AGH	Aureus Greenway Holdings	Pair Corr
0.42	VSTD	Vestand Symbol Change	Pair Corr
0.74	FATBB	FAT Brands	Pair Corr
0.71	ODD	Odd Burger Corp	Pair Corr
0.64	FAT	FAT Brands	Pair Corr
0.61	GDHG	Golden Heaven Group	Pair Corr
0.55	EJH	E Home Household	Pair Corr
0.52	MSC	Studio City International Upward Rally	Pair Corr
0.52	BTBDW	BT Brands Warrant	Pair Corr
0.49	HDL	SUPER HI INTERNATIONAL	Pair Corr
0.4	GENK	GEN Restaurant Group	Pair Corr

Related Correlations Analysis

	LOCO	TWNP	BNED	DIN	CTRN	MPX	EMPD	PTLO	GCO	INVZ
LOCO		-0.78	-0.08	0.44	0.81	0.14	-0.78	-0.52	-0.34	-0.75	LOCO
TWNP	-0.78		-0.21	-0.76	-0.85	-0.49	0.85	0.35	0.35	0.83	TWNP
BNED	-0.08	-0.21		0.27	-0.08	0.31	0.19	0.31	-0.14	0.2	BNED
DIN	0.44	-0.76	0.27		0.66	0.72	-0.54	-0.02	-0.13	-0.43	DIN
CTRN	0.81	-0.85	-0.08	0.66		0.32	-0.77	-0.27	-0.09	-0.77	CTRN
MPX	0.14	-0.49	0.31	0.72	0.32		-0.24	0.22	-0.03	-0.19	MPX
EMPD	-0.78	0.85	0.19	-0.54	-0.77	-0.24		0.53	0.38	0.93	EMPD
PTLO	-0.52	0.35	0.31	-0.02	-0.27	0.22	0.53		0.6	0.57	PTLO
GCO	-0.34	0.35	-0.14	-0.13	-0.09	-0.03	0.38	0.6		0.31	GCO
INVZ	-0.75	0.83	0.2	-0.43	-0.77	-0.19	0.93	0.57	0.31		INVZ
	LOCO	TWNP	BNED	DIN	CTRN	MPX	EMPD	PTLO	GCO	INVZ

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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

INVZ	+ 0.93	EMPD
EMPD	+ 0.85	TWNP
INVZ	+ 0.83	TWNP
CTRN	+ 0.81	LOCO
MPX	+ 0.72	DIN
CTRN	+ 0.66	DIN

High negative correlations

CTRN	- 0.85	TWNP
EMPD	- 0.78	LOCO
TWNP	- 0.78	LOCO
INVZ	- 0.77	CTRN
EMPD	- 0.77	CTRN
DIN	- 0.76	TWNP

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	1.67	0.24	0.09	1.60	1.84	(1.83)	3.20	(2.73)	16.59
TWNP	5.27	(2.58)	0.00	9.10	0.00	0.00	8.96	(13.69)	48.40
BNED	2.82	(0.15)	(0.02)	0.00	3.06	(3.58)	4.69	(5.18)	42.63
DIN	2.27	0.46	0.16	(1.35)	2.11	(2.77)	4.67	(4.27)	13.87
CTRN	2.12	0.30	0.12	0.38	2.20	(2.35)	4.68	(4.24)	12.41
MPX	1.65	0.06	0.00	4.11	2.35	(1.67)	3.26	(3.41)	10.53
EMPD	3.48	(0.92)	0.00	(0.28)	0.00	0.00	5.53	(9.18)	17.59
PTLO	2.27	0.00	0.00	0.06	0.00	0.00	5.19	(4.25)	14.89
GCO	3.22	0.57	0.07	(0.83)	5.85	(3.86)	8.14	(3.36)	39.13
INVZ	3.53	(1.17)	0.00	(0.55)	0.00	0.00	6.14	(7.76)	34.74

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

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