Mapfre Correlations

MAP Stock

EUR 3.92 0.06 1.55%

The current 90-days correlation between Mapfre and Bankinter is 0.33 (i.e., Weak diversification). The correlation of Mapfre 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.

Mapfre Correlation With Market

Modest diversification

The correlation between Mapfre and DJI is 0.27 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mapfre and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Mapfre could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Mapfre 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 Mapfre - 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 Mapfre to buy it.

Moving together with Mapfre Stock

0.79	SAN	Banco Santander SA	Pair Corr
0.77	BBVA	Banco Bilbao Vizcaya	Pair Corr
0.81	CABK	Caixabank SA Earnings Call Next Week	Pair Corr
0.62	IAG	International Consolidated	Pair Corr
0.72	ACS	ACS Actividades de	Pair Corr
0.83	ITX	Industria de Diseno	Pair Corr
0.62	XBRPO	Bradespar SA	Pair Corr
0.64	YTCH	Techo Hogar SOCIMI	Pair Corr
0.76	AGIL	Agile Content SA	Pair Corr
0.72	SAB	Banco de Sabadell	Pair Corr
0.67	ACX	Acerinox	Pair Corr
0.61	AMP	Amper SA	Pair Corr
0.78	CLR	CLERHP Estructuras	Pair Corr
0.82	ALC	Altia Consultores	Pair Corr
0.73	MTS	ArcelorMittal SA	Pair Corr
0.62	GRE	Grenergy Renovables	Pair Corr
0.61	EBROM	EV MOTORS SA	Pair Corr
0.69	IZER	Izertis Sa	Pair Corr
0.81	VID	Vidrala SA Split	Pair Corr
0.87	EBRO	Ebro Foods	Pair Corr
0.71	YATO	Atom Hoteles Socimi	Pair Corr
0.74	CBAV	Clinica Baviera	Pair Corr
0.84	ETC	Energy Solar Tech	Pair Corr
0.66	IBE	Iberdrola SA	Pair Corr

Moving against Mapfre Stock

0.48	TEF	Telefonica	Pair Corr
0.35	ENG	Enags SA	Pair Corr

Related Correlations Analysis

	BKT	GCO	SAB	UNI	LDA	R4	ALNT
BKT		0.28	0.73	0.97	-0.45	-0.08	0.28	BKT
GCO	0.28		0.09	0.23	-0.52	-0.26	-0.68	GCO
SAB	0.73	0.09		0.77	-0.47	0.15	0.21	SAB
UNI	0.97	0.23	0.77		-0.46	-0.08	0.35	UNI
LDA	-0.45	-0.52	-0.47	-0.46		0.02	0.15	LDA
R4	-0.08	-0.26	0.15	-0.08	0.02		0.32	R4
ALNT	0.28	-0.68	0.21	0.35	0.15	0.32		ALNT
	BKT	GCO	SAB	UNI	LDA	R4	ALNT

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

UNI	+ 0.97	BKT
UNI	+ 0.77	SAB
SAB	+ 0.73	BKT
ALNT	+ 0.35	UNI
ALNT	+ 0.32	R4
GCO	+ 0.28	BKT

High negative correlations

ALNT	- 0.68	GCO
LDA	- 0.52	GCO
LDA	- 0.47	SAB
LDA	- 0.46	UNI
LDA	- 0.45	BKT
R4	- 0.26	GCO

Risk-Adjusted Indicators

There is a big difference between Mapfre Stock performing well and Mapfre 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 Mapfre'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
BKT	1.03	0.14	0.05	0.68	1.30	(1.11)	2.38	(1.79)	6.62
GCO	0.15	(0.02)	(0.29)	(0.09)	0.23	(0.29)	0.39	(0.31)	2.61
SAB	1.24	0.08	0.02	0.27	1.54	(1.38)	2.29	(2.57)	9.77
UNI	1.06	0.24	0.13	0.50	1.18	(1.26)	2.40	(2.14)	6.50
LDA	0.87	(0.04)	0.00	0.26	0.00	0.00	2.68	(2.36)	8.87
R4	0.73	(0.07)	0.00	(24.06)	0.00	0.00	1.08	(1.56)	9.43
ALNT	1.00	0.17	0.06	1.39	0.98	(1.28)	2.78	(2.04)	7.46

Be your own money manager

Our tools can tell you how much better you can do entering a position in Mapfre 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.

Did you try this?

Run Latest Portfolios Now

Latest Portfolios

Quick portfolio dashboard that showcases your latest portfolios

All Next

Launch Module

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

2026 Macroaxis LLC