Mattel Correlations

MAT Stock

USD 20.61 0.06 0.29%

The current 90-days correlation between Mattel Inc and Wingstop is 0.24 (i.e., Modest diversification). The correlation of Mattel 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.

Mattel Correlation With Market

Poor diversification

The correlation between Mattel Inc and DJI is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mattel Inc and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Mattel Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Mattel Inc. 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.

Moving together with Mattel Stock

0.75	GAW	Games Workshop Group	Pair Corr
0.66	605299	Shuhua Sports	Pair Corr
0.66	300247	Youngy Health	Pair Corr
0.81	PPERF	Bank Mandiri Persero	Pair Corr
0.73	TLK	Telkom Indonesia Tbk	Pair Corr
0.74	PTAIY	Astra International Tbk	Pair Corr
0.7	NEM	Newmont Goldcorp Corp Aggressive Push	Pair Corr
0.76	DLX	Deluxe Earnings Call This Week	Pair Corr
0.69	KNYJF	KONE Oyj	Pair Corr
0.71	NHYDY	Norsk Hydro ASA	Pair Corr
0.75	MGPUF	MG Plc	Pair Corr
0.71	FNV	Franco Nevada	Pair Corr
0.66	TSGZF	Tristar Gold	Pair Corr
0.77	DHC	Diversified Healthcare	Pair Corr

Moving against Mattel Stock

0.61	PTON	Peloton Interactive	Pair Corr
0.32	603579	Shanghai Rongtai Health	Pair Corr
0.57	AFFL	Affiliated Resources Corp	Pair Corr
0.56	PKKFF	Tenet Fintech Group	Pair Corr
0.48	PTAIF	PT Astra International	Pair Corr

Related Correlations Analysis

	WING	PZZA	WEN	YFYA	MRK	PODD	EAT	TWEIX
WING		-0.29	0.17	0.61	0.64	-0.46	0.76	0.59	WING
PZZA	-0.29		0.52	-0.61	-0.74	0.52	-0.54	-0.61	PZZA
WEN	0.17	0.52		-0.21	-0.43	0.22	-0.3	-0.21	WEN
YFYA	0.61	-0.61	-0.21		0.79	-0.82	0.76	0.86	YFYA
MRK	0.64	-0.74	-0.43	0.79		-0.72	0.93	0.85	MRK
PODD	-0.46	0.52	0.22	-0.82	-0.72		-0.71	-0.86	PODD
EAT	0.76	-0.54	-0.3	0.76	0.93	-0.71		0.81	EAT
TWEIX	0.59	-0.61	-0.21	0.86	0.85	-0.86	0.81		TWEIX
	WING	PZZA	WEN	YFYA	MRK	PODD	EAT	TWEIX

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

EAT	+ 0.93	MRK
TWEIX	+ 0.86	YFYA
TWEIX	+ 0.85	MRK
TWEIX	+ 0.81	EAT
MRK	+ 0.79	YFYA
EAT	+ 0.76	WING

High negative correlations

TWEIX	- 0.86	PODD
PODD	- 0.82	YFYA
MRK	- 0.74	PZZA
PODD	- 0.72	MRK
EAT	- 0.71	PODD
TWEIX	- 0.61	PZZA

Risk-Adjusted Indicators

There is a big difference between Mattel Stock performing well and Mattel 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 Mattel'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
WING	2.44	0.00	0.01	0.07	2.99	(2.70)	7.69	(4.51)	15.81
PZZA	2.02	(0.55)	0.00	(1.09)	0.00	0.00	4.51	(4.96)	14.50
WEN	1.83	(0.26)	0.00	(0.14)	0.00	0.00	4.07	(4.04)	11.11
YFYA	0.11	0.02	(0.28)	0.56	0.00	(0.17)	0.20	(0.20)	0.82
MRK	1.24	0.27	0.19	0.45	1.11	(1.53)	3.59	(1.98)	8.09
PODD	1.53	(0.33)	0.00	(0.40)	0.00	0.00	3.24	(3.62)	13.53
EAT	2.26	0.23	0.07	0.36	2.58	(2.40)	6.16	(4.67)	12.88
TWEIX	0.52	0.17	0.24	0.61	0.00	(0.80)	1.06	(0.81)	8.81

Mattel Corporate Management

Jonathan JD	Chief VP	Profile
Fred Soulie	SVP Television	Profile
Roberto Zanatta	Executive Officer	Profile
Jamie Cygielman	Global Dolls	Profile
Lisa McKnight	Executive Officer	Profile
Karen Ancira	Executive Officer	Profile

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