KeyCorp Correlations

K1EY34 Stock

115.00 0.00 0.00%

The current 90-days correlation between KeyCorp and Citizens Financial Group is 0.02 (i.e., Significant diversification). The correlation of KeyCorp 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.

KeyCorp Correlation With Market

Poor diversification

The correlation between KeyCorp and DJI is 0.78 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding KeyCorp and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to KeyCorp could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace KeyCorp when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back KeyCorp - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling KeyCorp to buy it.

Moving together with KeyCorp Stock

0.77	B1SA34	Banco Santander Chile	Pair Corr
0.82	L1YG34	Lloyds Banking Group Earnings Call Today	Pair Corr
0.8	CARE11	Mxima Renda Corporativa	Pair Corr
0.76	HGBS11	HEDGE Brasil Shopping	Pair Corr
0.74	OPCT3F	OPCT3F	Pair Corr
0.63	FDMO34	Ford Motor	Pair Corr
0.72	ABUD34	Anheuser Busch InBev Earnings Call This Week	Pair Corr
0.9	BMGB4	Banco BMG SA	Pair Corr
0.77	GGBR3F	GGBR3F Earnings Call This Week	Pair Corr
0.86	C1FG34	Citizens Financial	Pair Corr
0.78	CEBR3	Companhia Energtica	Pair Corr
0.75	WEGE3	WEG SA Earnings Call This Week	Pair Corr
0.61	E1CO34	Ecopetrol SA	Pair Corr
0.79	FMXB34	Fomento Econmico Mexicano	Pair Corr
0.8	O2NS34	ON Semiconductor	Pair Corr
0.88	BCSA34	Banco Santander SA	Pair Corr
0.75	A1MP34	Ameriprise Financial	Pair Corr
0.74	BALM4	Baumer SA	Pair Corr
0.78	BRSR6	Banco do Estado	Pair Corr
0.89	B1CS34	Barclays PLC	Pair Corr

Moving against KeyCorp Stock

0.36

C1AB34

Cable One

Pair Corr

Related Correlations Analysis

	K1EY34	BLAU3	C1FG34	BBAS3	RENT3	BBSE3	FESA4F
K1EY34		0.62	0.86	0.33	0.25	0.66	0.32	K1EY34
BLAU3	0.62		0.65	0.31	0.51	0.59	0.27	BLAU3
C1FG34	0.86	0.65		0.48	0.56	0.83	0.51	C1FG34
BBAS3	0.33	0.31	0.48		0.78	0.74	0.92	BBAS3
RENT3	0.25	0.51	0.56	0.78		0.76	0.77	RENT3
BBSE3	0.66	0.59	0.83	0.74	0.76		0.71	BBSE3
FESA4F	0.32	0.27	0.51	0.92	0.77	0.71		FESA4F
	K1EY34	BLAU3	C1FG34	BBAS3	RENT3	BBSE3	FESA4F

Risk-Adjusted Indicators

There is a big difference between KeyCorp Stock performing well and KeyCorp 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 KeyCorp'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
K1EY34	0.72	0.31	0.00	5.15	0.00	0.00	1.26	(0.21)	21.36
BLAU3	2.02	0.25	0.07	0.92	2.57	(2.11)	4.55	(4.61)	15.08
C1FG34	0.74	0.35	0.00	1.39	0.00	0.00	2.18	(0.47)	9.55
BBAS3	1.36	0.17	0.07	1.45	1.79	(1.47)	3.54	(2.73)	10.12
RENT3	1.73	0.38	0.15	(98.07)	1.95	(1.89)	4.64	(3.13)	12.46
BBSE3	1.04	0.09	0.04	0.50	1.45	(1.01)	2.20	(2.28)	6.11
FESA4F	1.45	0.09	0.02	0.69	1.87	(1.60)	3.30	(3.30)	11.78

Be your own money manager

Our tools can tell you how much better you can do entering a position in KeyCorp without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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KeyCorp Corporate Management

Elected by the shareholders, the KeyCorp's board of directors comprises two types of representatives: KeyCorp inside directors who are chosen from within the company, and outside directors, selected externally and held independent of KeyCorp. The board's role is to monitor KeyCorp's management team and ensure that shareholders' interests are well served. KeyCorp's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, KeyCorp's outside directors are responsible for providing unbiased perspectives on the board's policies.

Angela Mago	Pres Banking	Profile
James JD	Gen Sec	Profile
Brian Fishel	Chief Officer	Profile
Vernon Patterson	Ex Relations	Profile
Susan Donlan	Chief Officer	Profile
Amy Brady	Chief Officer	Profile
Douglas CPA	Chief Officer	Profile

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