Markel Correlations

MKL Stock

USD 2,012 21.24 1.04%

The current 90-days correlation between Markel and Cincinnati Financial is 0.59 (i.e., Very weak 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

Very weak diversification

The correlation between Markel and DJI is 0.45 (i.e., Very weak 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

0.87	FIHL	Fidelis Insurance	Pair Corr
0.87	ACT	Enact Holdings Earnings Call This Week	Pair Corr
0.67	THG	Hanover Insurance Earnings Call This Week	Pair Corr
0.71	TRV	The Travelers Companies Sell-off Trend	Pair Corr
0.7	WTM	White Mountains Insurance	Pair Corr
0.66	HRTG	Heritage Insurance Hldgs	Pair Corr
0.8	IGIC	International General	Pair Corr
0.66	ACIC	American Coastal Ins	Pair Corr
0.85	SAFT	Safety Insurance	Pair Corr
0.86	SIGI	Selective Insurance	Pair Corr
0.74	SKWD	Skyward Specialty	Pair Corr
0.68	LNDNF	Lundin Energy AB	Pair Corr

Moving against Markel Stock

0.59	744448CX7	XEL 45 01	Pair Corr
0.48	AFFL	Affiliated Resources Corp	Pair Corr

Related Correlations Analysis

	CINF	WRB	L	HBAN	SHG	TROW	RF
CINF		0.19	0.86	0.39	0.06	0.08	0.37	CINF
WRB	0.19		0.26	-0.71	-0.29	-0.71	-0.72	WRB
L	0.86	0.26		0.35	0.07	0.0	0.32	L
HBAN	0.39	-0.71	0.35		0.38	0.81	0.98	HBAN
SHG	0.06	-0.29	0.07	0.38		0.41	0.44	SHG
TROW	0.08	-0.71	0.0	0.81	0.41		0.82	TROW
RF	0.37	-0.72	0.32	0.98	0.44	0.82		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	+ 0.98	HBAN
L	+ 0.86	CINF
RF	+ 0.82	TROW
TROW	+ 0.81	HBAN
RF	+ 0.44	SHG
TROW	+ 0.41	SHG

High negative correlations

RF	- 0.72	WRB
TROW	- 0.71	WRB
HBAN	- 0.71	WRB
SHG	- 0.29	WRB
TROW	- 0.0	L

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	0.78	0.05	0.00	0.25	0.87	(0.79)	1.67	(1.36)	4.67
WRB	0.99	(0.16)	0.00	(0.44)	0.00	0.00	1.95	(2.56)	9.24
L	0.66	0.05	0.00	0.31	0.64	(0.72)	1.41	(1.37)	3.68
HBAN	1.11	0.09	0.05	0.17	1.51	(1.13)	2.86	(2.40)	10.36
SHG	1.40	0.23	0.12	1.36	1.30	(1.64)	3.04	(2.38)	7.34
TROW	1.06	(0.04)	(0.01)	0.04	1.40	(1.09)	2.42	(2.64)	6.21
RF	1.03	0.15	0.13	0.20	0.91	(1.17)	3.11	(1.71)	6.55

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