Masco Correlations

MAS Stock

USD 72.62 1.51 2.12%

The current 90-days correlation between Masco and Builders FirstSource is 0.77 (i.e., Poor diversification). The correlation of Masco 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Masco Correlation With Market

Very poor diversification

The correlation between Masco and DJI is 0.84 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Masco and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Masco Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Masco. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.

For more information on how to buy Masco Stock please use our How to Invest in Masco guide.

Moving together with Masco Stock

0.89	OC	Owens Corning	Pair Corr
0.72	52SA	SYSTEMAIR AB	Pair Corr
0.64	CSW	CSW Industrials Symbol Change	Pair Corr
0.83	LII	Lennox International	Pair Corr
0.8	WMS	Advanced Drainage Systems Buyout Trend	Pair Corr
0.78	ZEHN	Zehnder	Pair Corr
0.77	IIIN	Insteel Industries	Pair Corr
0.8	FORN	Forbo Holding AG	Pair Corr
0.88	BLDR	Builders FirstSource	Pair Corr
0.88	THO	Thor Industries	Pair Corr
0.61	PGEZF	Group Ten Metals	Pair Corr
0.8	SECVY	Seche Environnement	Pair Corr
0.61	SCAGW	Scage Future Warrants	Pair Corr
0.63	AROC	Archrock Symbol Change	Pair Corr
0.71	APETF	Alpha Esports Tech	Pair Corr
0.75	TFLM	TFLM	Pair Corr
0.79	RILYL	B Riley Financial	Pair Corr
0.72	RCKY	Rocky Brands	Pair Corr
0.77	BNKHF	BOC Hong Kong	Pair Corr
0.83	FIBK	First Interstate Ban	Pair Corr
0.78	ENS	Enersys Earnings Call This Week	Pair Corr
0.73	YLLXF	Yellow Cake plc	Pair Corr

Moving against Masco Stock

0.41	SWTQ	Schweiter Technologies	Pair Corr
0.67	BROGF	BROGF	Pair Corr
0.33	NVNIW	Nvni Group Limited	Pair Corr

Related Correlations Analysis

	BLDR	CSL	OC	MLI	CNH	WMS	AVY	WCC	BLD	LTM
BLDR		0.81	0.82	0.67	0.74	0.69	0.64	0.78	0.89	0.58	BLDR
CSL	0.81		0.88	0.67	0.79	0.78	0.89	0.77	0.84	0.78	CSL
OC	0.82	0.88		0.68	0.71	0.59	0.81	0.72	0.77	0.74	OC
MLI	0.67	0.67	0.68		0.59	0.62	0.79	0.72	0.79	0.9	MLI
CNH	0.74	0.79	0.71	0.59		0.53	0.61	0.8	0.74	0.62	CNH
WMS	0.69	0.78	0.59	0.62	0.53		0.68	0.74	0.86	0.69	WMS
AVY	0.64	0.89	0.81	0.79	0.61	0.68		0.63	0.71	0.88	AVY
WCC	0.78	0.77	0.72	0.72	0.8	0.74	0.63		0.87	0.76	WCC
BLD	0.89	0.84	0.77	0.79	0.74	0.86	0.71	0.87		0.76	BLD
LTM	0.58	0.78	0.74	0.9	0.62	0.69	0.88	0.76	0.76		LTM
	BLDR	CSL	OC	MLI	CNH	WMS	AVY	WCC	BLD	LTM

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Risk-Adjusted Indicators

There is a big difference between Masco Stock performing well and Masco 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 Masco'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
BLDR	2.18	0.01	0.02	0.04	2.04	(3.09)	5.94	(3.37)	15.38
CSL	1.41	0.28	0.17	0.21	1.36	(1.51)	4.24	(2.75)	8.62
OC	1.61	0.03	0.02	0.06	2.23	(1.87)	4.56	(2.95)	9.87
MLI	1.31	0.11	0.04	0.14	2.78	(1.23)	2.13	(1.97)	13.77
CNH	1.70	0.15	0.09	0.13	1.76	(2.09)	4.14	(2.89)	8.25
WMS	1.46	0.28	0.19	0.35	1.07	(1.70)	3.31	(2.33)	11.59
AVY	0.92	0.12	0.10	0.17	0.94	(0.99)	2.57	(1.68)	6.45
WCC	1.58	0.17	0.09	0.12	1.93	(1.64)	3.36	(3.42)	10.20
BLD	1.85	0.19	0.11	0.15	1.71	(2.21)	4.50	(3.27)	10.98
LTM	1.55	0.57	0.28	0.84	1.47	(1.84)	3.95	(3.13)	10.20

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