Mamas Creations Correlations
| MAMA Stock | 9.16 0.49 5.65% |
The current 90-days correlation between Mamas Creations and Inuvo Inc is 0.09 (i.e., Significant diversification). The correlation of Mamas Creations 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.
Mamas Creations Correlation With Market
Weak diversification
The correlation between Mamas Creations and DJI is 0.37 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mamas Creations and DJI in the same portfolio, assuming nothing else is changed.
Mamas |
Moving against Mamas Stock
| 0.38 | CAG | ConAgra Foods | PairCorr |
| 0.38 | HAIN | Hain Celestial | PairCorr |
| 0.32 | GIS | General Mills | PairCorr |
| 0.45 | UG | United Guardian | PairCorr |
| 0.4 | FC | Franklin Covey | PairCorr |
| 0.39 | BRBMF | Big Rock Brewery | PairCorr |
| 0.35 | DOLE | Dole PLC | PairCorr |
| 0.33 | UL | Unilever PLC ADR | PairCorr |
Related Correlations Analysis
| 0.08 | -0.64 | 0.0 | 0.62 | 0.0 | -0.23 | INUV | ||
| 0.08 | 0.12 | 0.0 | 0.25 | 0.0 | 0.18 | VSTS | ||
| -0.64 | 0.12 | 0.0 | -0.65 | 0.0 | 0.49 | GLBE | ||
| 0.0 | 0.0 | 0.0 | 0.0 | -1.0 | 0.0 | LLGCF | ||
| 0.62 | 0.25 | -0.65 | 0.0 | 0.0 | -0.25 | DLPN | ||
| 0.0 | 0.0 | 0.0 | -1.0 | 0.0 | 0.0 | FSLUF | ||
| -0.23 | 0.18 | 0.49 | 0.0 | -0.25 | 0.0 | AER | ||
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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
|
Risk-Adjusted Indicators
There is a big difference between Mamas Stock performing well and Mamas Creations 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 Mamas Creations' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| INUV | 3.00 | (0.21) | 0.00 | (0.10) | 0.00 | 8.00 | 19.11 | |||
| VSTS | 1.84 | 0.10 | 0.12 | 0.17 | 1.57 | 4.63 | 17.30 | |||
| GLBE | 1.66 | 0.44 | 0.24 | 0.53 | 1.33 | 4.70 | 9.43 | |||
| LLGCF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| DLPN | 3.21 | (0.32) | 0.00 | (0.24) | 0.00 | 8.45 | 21.51 | |||
| FSLUF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| AER | 1.02 | (0.09) | (0.04) | 0.05 | 1.13 | 2.59 | 7.68 |
Mamas Creations Corporate Management
| Moore Tappan | Chief Officer | Profile | |
| Scott Shaffer | Senior Sales | Profile | |
| Anthony Gruber | Chief Officer | Profile | |
| Lauren Sella | Chief Officer | Profile |