Navient Corp Correlations

NAVI Stock

USD 9.98 0.17 1.73%

The current 90-days correlation between Navient Corp and Lufax Holding is 0.22 (i.e., Modest diversification). The correlation of Navient Corp 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.

Navient Corp Correlation With Market

Average diversification

The correlation between Navient Corp and DJI is 0.19 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Navient Corp and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Navient Stock

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

For more detail on how to invest in Navient Stock please use our How to Invest in Navient Corp guide.

Moving together with Navient Stock

0.64	WRLD	World Acceptance Earnings Call Today	Pair Corr
0.66	AXP	American Express	Pair Corr
0.83	ATLC	Atlanticus Holdings	Pair Corr

Moving against Navient Stock

0.72	PG	Procter Gamble	Pair Corr
0.62	T	ATT Inc Earnings Call Today	Pair Corr
0.58	VZ	Verizon Communications Aggressive Push	Pair Corr
0.58	KO	Coca Cola Aggressive Push	Pair Corr
0.48	CVX	Chevron Corp	Pair Corr

Related Correlations Analysis

	LU	OCSL	JCAP	EZPW	BETR	PSEC	DFIN	GHLD	BFC	CNOB
LU		0.24	-0.46	-0.19	0.56	0.02	-0.09	-0.02	-0.14	-0.28	LU
OCSL	0.24		-0.58	-0.61	0.81	-0.36	-0.43	-0.59	-0.47	-0.53	OCSL
JCAP	-0.46	-0.58		0.66	-0.8	0.28	0.45	0.18	0.32	0.66	JCAP
EZPW	-0.19	-0.61	0.66		-0.77	0.51	0.67	0.5	0.64	0.85	EZPW
BETR	0.56	0.81	-0.8	-0.77		-0.32	-0.54	-0.48	-0.54	-0.8	BETR
PSEC	0.02	-0.36	0.28	0.51	-0.32		0.81	0.56	0.29	0.25	PSEC
DFIN	-0.09	-0.43	0.45	0.67	-0.54	0.81		0.61	0.37	0.51	DFIN
GHLD	-0.02	-0.59	0.18	0.5	-0.48	0.56	0.61		0.71	0.49	GHLD
BFC	-0.14	-0.47	0.32	0.64	-0.54	0.29	0.37	0.71		0.78	BFC
CNOB	-0.28	-0.53	0.66	0.85	-0.8	0.25	0.51	0.49	0.78		CNOB
	LU	OCSL	JCAP	EZPW	BETR	PSEC	DFIN	GHLD	BFC	CNOB

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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

CNOB	+ 0.85	EZPW
BETR	+ 0.81	OCSL
DFIN	+ 0.81	PSEC
CNOB	+ 0.78	BFC
BFC	+ 0.71	GHLD
DFIN	+ 0.67	EZPW

High negative correlations

CNOB	- 0.8	BETR
BETR	- 0.8	JCAP
BETR	- 0.77	EZPW
EZPW	- 0.61	OCSL
GHLD	- 0.59	OCSL
JCAP	- 0.58	OCSL

Risk-Adjusted Indicators

There is a big difference between Navient Stock performing well and Navient Corp 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 Navient Corp'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
LU	1.81	(0.21)	0.00	(0.29)	0.00	0.00	3.49	(4.04)	16.24
OCSL	0.83	(0.21)	0.00	(0.28)	0.00	0.00	1.50	(1.95)	4.91
JCAP	1.86	0.19	0.07	0.40	2.39	(2.09)	4.12	(2.98)	17.08
EZPW	1.43	0.30	0.15	12.17	1.48	(1.58)	3.30	(2.56)	9.31
BETR	4.68	(1.46)	0.00	(0.74)	0.00	0.00	10.83	(10.96)	29.21
PSEC	1.50	0.09	0.04	0.17	1.58	(1.78)	4.67	(2.76)	11.08
DFIN	1.58	0.04	0.02	0.07	2.31	(1.55)	3.99	(3.64)	9.39
GHLD	6.58	3.88	7.37	(0.30)	0.00	(8.55)	1.97	(0.35)	221.47
BFC	1.28	0.21	0.17	0.23	1.03	(1.57)	3.40	(2.14)	7.45
CNOB	1.23	0.19	0.14	0.23	1.11	(1.46)	3.61	(2.13)	10.00

Navient Corp Corporate Management

Mike Smith	Senior Officer	Profile
Patricia Christel	VP CEO	Profile
Robert Crawford	Senior Controller	Profile
Mark Heleen	Chief Legal Officer and Corporate Secretary	Profile
Paul Hartwick	Vice Communications	Profile
Joe CFA	CFO VP	Profile
Judah Holland	Senior Initiatives	Profile

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