National CineMedia Correlations
| NCMI Stock | USD 5.83 0.12 2.02% |
The correlation of National CineMedia 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.
National CineMedia Correlation With Market
Average diversification
The correlation between National CineMedia and DJI is 0.15 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding National CineMedia and DJI in the same portfolio, assuming nothing else is changed.
National |
Moving together with National Stock
Moving against National Stock
Related Correlations Analysis
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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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between National Stock performing well and National CineMedia 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 National CineMedia'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MGOL | 56.04 | 21.88 | 1.06 | (1.09) | 17.83 | 84.78 | 155.77 | |||
| BAOS | 14.13 | 4.09 | 0.33 | 1.15 | 9.69 | 20.82 | 348.15 | |||
| GSMG | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MOBQ | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TRKAW | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| GSMGW | 34.17 | 11.34 | 0.27 | 0.33 | 22.06 | 100.00 | 142.86 | |||
| IFUS | 5.98 | 2.00 | 0.24 | 1.15 | 6.15 | 22.80 | 64.80 | |||
| CNET | 3.24 | (0.12) | 0.00 | (0.25) | 0.00 | 7.22 | 27.82 |
National CineMedia Corporate Management
| Stacie Tursi | Senior Partnerships | Profile | |
| Julie Patterson | VP Officer | Profile | |
| Ronnie Ng | Chief Officer | Profile | |
| Adam Johnson | Senior Planning | Profile | |
| Dave Kupiec | Ex Marketing | Profile | |
| Catherine Sullivan | Marketing, Sales | Profile |