Markel Correlations

MKL Stock

USD 2,130 19.29 0.90%

The current 90-days correlation between Markel and Cincinnati Financial is 0.65 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Markel moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Markel moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Markel Correlation With Market

Modest diversification

The correlation between Markel and DJI is 0.24 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Markel and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Markel Stock

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

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

Moving together with Markel Stock

0.94	CB	Chubb	Pair Corr
0.94	AIZ	Assurant	Pair Corr
0.69	CNA	CNA Financial	Pair Corr
0.77	THG	Hanover Insurance	Pair Corr
0.87	TRV	The Travelers Companies	Pair Corr
0.85	HGTY	Hagerty	Pair Corr
0.67	MLCI	Mount Logan Capital	Pair Corr
0.85	DFY	Definity Financial Corp	Pair Corr
0.94	SPNT	Siriuspoint	Pair Corr
0.65	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.72	ACN	Accenture plc	Pair Corr
0.84	VLKAF	Volkswagen AG	Pair Corr
0.85	VWAGY	Volkswagen AG 110	Pair Corr
0.76	VLKPF	Volkswagen AG VZO	Pair Corr
0.64	BROS	Dutch Bros	Pair Corr
0.64	CICOY	COSCO SHIPPING Holdings	Pair Corr
0.8	LCDX	Caliber Imaging Diag	Pair Corr
0.73	PLTK	Playtika Holding Corp	Pair Corr
0.72	MEOAF	Melbana Energy	Pair Corr
0.78	DB	Deutsche Bank AG	Pair Corr
0.86	ADAMI	New York Mortgage Symbol Change	Pair Corr

Moving against Markel Stock

0.88	GOCO	GoHealth	Pair Corr
0.85	JD	JD Inc Adr Aggressive Push	Pair Corr
0.63	SBRE	Sabre Insurance Group	Pair Corr
0.62	KNSL	Kinsale Capital Group	Pair Corr
0.55	QBE	QBE Insurance Group	Pair Corr
0.41	HCI	HCI Group	Pair Corr
0.4	HNHPF	Hon Hai Precision	Pair Corr
0.5	694308HY6	US694308HY69	Pair Corr

Related Correlations Analysis

	CINF	WRB	L	HBAN	SHG	TROW	RF
CINF		0.0	0.9	0.56	0.46	0.1	0.64	CINF
WRB	0.0		-0.04	-0.54	-0.35	-0.44	-0.59	WRB
L	0.9	-0.04		0.52	0.54	-0.01	0.6	L
HBAN	0.56	-0.54	0.52		0.14	0.57	0.97	HBAN
SHG	0.46	-0.35	0.54	0.14		-0.02	0.27	SHG
TROW	0.1	-0.44	-0.01	0.57	-0.02		0.53	TROW
RF	0.64	-0.59	0.6	0.97	0.27	0.53		RF
	CINF	WRB	L	HBAN	SHG	TROW	RF

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

RF	+ 0.97	HBAN
L	+ 0.9	CINF
RF	+ 0.64	CINF
RF	+ 0.6	L
TROW	+ 0.57	HBAN
HBAN	+ 0.56	CINF

High negative correlations

RF	- 0.59	WRB
HBAN	- 0.54	WRB
TROW	- 0.44	WRB
SHG	- 0.35	WRB
L	- 0.04	WRB
TROW	- 0.02	SHG

Risk-Adjusted Indicators

There is a big difference between Markel Stock performing well and Markel 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 Markel'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
CINF	0.87	0.01	(0.01)	0.07	1.32	(0.81)	1.69	(1.68)	5.47
WRB	0.99	(0.14)	0.00	(0.40)	0.00	0.00	1.31	(3.52)	9.24
L	0.71	0.04	0.00	0.16	0.86	(0.70)	1.52	(1.60)	3.77
HBAN	1.11	(0.04)	(0.01)	0.03	1.82	(1.03)	2.79	(2.70)	7.96
SHG	1.25	0.09	0.04	0.21	1.53	(1.30)	2.69	(2.57)	7.34
TROW	0.96	(0.03)	(0.01)	0.04	1.45	(0.91)	2.33	(1.94)	8.10
RF	1.06	0.00	0.02	0.06	1.56	(1.09)	2.47	(2.03)	8.07

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