El Pollo Correlations

LOCO Stock

USD 12.30 0.21 1.74%

The current 90-days correlation between El Pollo Loco and Chuys Holdings is 0.05 (i.e., Significant diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as El Pollo moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if El Pollo Loco moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

El Pollo Correlation With Market

Poor diversification

The correlation between El Pollo Loco and DJI is 0.63 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding El Pollo Loco and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in El Pollo Loco. 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 LOCO Stock

0.84	WING	Wingstop	Pair Corr
0.7	IGT	International Game	Pair Corr
0.74	ARKR	Ark Restaurants Corp	Pair Corr
0.62	BLMN	Bloomin Brands	Pair Corr
0.64	AN	AutoNation	Pair Corr
0.78	ASO	Academy Sports Outdoors Earnings Call This Week	Pair Corr

Moving against LOCO Stock

0.78	EAT	Brinker International	Pair Corr
0.72	EVRI	Everi Holdings	Pair Corr
0.66	AGS	PlayAGS	Pair Corr
0.66	TXRH	Texas Roadhouse	Pair Corr
0.64	PLYA	Playa Hotels Resorts	Pair Corr
0.64	SHAK	Shake Shack	Pair Corr
0.55	BROS	Dutch Bros	Pair Corr
0.53	SBUX	Starbucks Aggressive Push	Pair Corr
0.5	BJRI	BJs Restaurants	Pair Corr
0.49	BH	Biglari Holdings	Pair Corr
0.47	WEN	The Wendys	Pair Corr
0.47	NATH	Nathans Famous	Pair Corr
0.4	DPZ	Dominos Pizza	Pair Corr
0.39	INSE	Inspired Entertainment	Pair Corr
0.81	FLXS	Flexsteel Industries	Pair Corr
0.67	LAD	Lithia Motors	Pair Corr
0.63	DORM	Dorman Products	Pair Corr
0.37	WEYS	Weyco Group	Pair Corr
0.35	ABG	Asbury Automotive	Pair Corr

Related Correlations Analysis

	CHUY	FATBB	PBPB	BJRI	STKS	FRGI	DIN	EAT	RUTH	BLMN
CHUY		-0.35	0.18	0.23	-0.43	0.01	-0.02	0.36	0.25	-0.4	CHUY
FATBB	-0.35		0.05	-0.17	0.2	0.04	0.08	-0.18	-0.27	0.03	FATBB
PBPB	0.18	0.05		0.43	-0.52	0.27	0.67	0.71	0.45	-0.81	PBPB
BJRI	0.23	-0.17	0.43		-0.12	0.56	0.56	0.76	0.8	-0.38	BJRI
STKS	-0.43	0.2	-0.52	-0.12		0.03	-0.1	-0.53	-0.28	0.75	STKS
FRGI	0.01	0.04	0.27	0.56	0.03		0.19	0.42	0.69	-0.23	FRGI
DIN	-0.02	0.08	0.67	0.56	-0.1	0.19		0.59	0.42	-0.39	DIN
EAT	0.36	-0.18	0.71	0.76	-0.53	0.42	0.59		0.84	-0.79	EAT
RUTH	0.25	-0.27	0.45	0.8	-0.28	0.69	0.42	0.84		-0.52	RUTH
BLMN	-0.4	0.03	-0.81	-0.38	0.75	-0.23	-0.39	-0.79	-0.52		BLMN
	CHUY	FATBB	PBPB	BJRI	STKS	FRGI	DIN	EAT	RUTH	BLMN

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Please upgrade your account to get full access to Macroaxis premium features

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

RUTH	+ 0.84	EAT
RUTH	+ 0.8	BJRI
EAT	+ 0.76	BJRI
BLMN	+ 0.75	STKS
EAT	+ 0.71	PBPB
RUTH	+ 0.69	FRGI

High negative correlations

BLMN	- 0.81	PBPB
BLMN	- 0.79	EAT
EAT	- 0.53	STKS
BLMN	- 0.52	RUTH
STKS	- 0.52	PBPB
STKS	- 0.43	CHUY

Risk-Adjusted Indicators

There is a big difference between LOCO Stock performing well and El Pollo 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 El Pollo'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
CHUY	1.59	0.77	3.23	1.75	0.00	(1.83)	0.67	(0.27)	48.46
FATBB	2.98	0.04	(0.01)	0.27	4.32	(3.72)	8.53	(10.10)	24.95
PBPB	2.10	0.10	0.14	0.16	1.57	(2.85)	4.24	(3.01)	24.84
BJRI	1.99	0.01	0.03	0.13	2.27	(2.24)	4.05	(2.64)	13.19
STKS	3.18	(0.29)	(0.03)	0.00	4.38	(3.51)	6.80	(5.03)	28.29
FRGI	2.26	(0.05)	(0.05)	(0.03)	2.75	(2.41)	4.69	(3.69)	12.75
DIN	2.52	(0.14)	0.00	0.05	2.87	(2.72)	4.47	(4.50)	19.97
EAT	1.86	0.79	0.45	0.75	1.25	(2.37)	5.04	(2.48)	11.91
RUTH	1.40	0.31	0.18	0.43	0.94	(1.83)	1.75	(2.63)	34.37
BLMN	2.16	(0.64)	0.00	(0.26)	0.00	0.00	3.57	(4.86)	17.72

El Pollo Corporate Management

Anne Jollay	Chief EVP	Profile
Tim Welsh	Chief Officer	Profile
Jill Adams	Chief Officer	Profile
Clark Matthews	Chief Officer	Profile
Andy Rebhun	Chief Officer	Profile
Maria Hollandsworth	Chief Officer	Profile

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC