Principal Financial Correlations

PFG Stock

USD 95.93 1.41 1.45%

The current 90-days correlation between Principal Financial and Brookfield Wealth Solutions is 0.36 (i.e., Weak diversification). The correlation of Principal Financial 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.

Principal Financial Correlation With Market

Very poor diversification

The correlation between Principal Financial Group and DJI is 0.88 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Principal Financial Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Principal Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Principal Financial Group. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price.

Moving together with Principal Stock

0.84	GL	Globe Life	Pair Corr
0.77	75C	China Pacific Insurance	Pair Corr
0.82	JUST	Just Group plc	Pair Corr
0.84	6DE	CHESNARA PLC LS	Pair Corr
0.85	MLU	Manulife Financial Earnings Call This Week	Pair Corr
0.63	CNO	CNO Financial Group Earnings Call Tomorrow	Pair Corr
0.93	MFC	Manulife Financial Corp Earnings Call Next Week	Pair Corr
0.65	PRI	Primerica Earnings Call Next Week	Pair Corr
0.9	PUK	Prudential PLC ADR	Pair Corr
0.74	HIUC	China Taiping Insurance	Pair Corr
0.85	SLF	Sun Life Financial Earnings Call This Week	Pair Corr
0.79	TZ6	TD Holdings Earnings Call This Week	Pair Corr
0.82	1BF	Phoenix Group Holdings	Pair Corr
0.81	PZX	Ping An Insurance	Pair Corr
0.82	CHL	China Life Insurance	Pair Corr
0.73	NCL	New China Life	Pair Corr
0.67	SFC	Alignvest Acquisition	Pair Corr
0.87	WUW	Wstenrot Wrttembergische	Pair Corr
0.69	PRU	Prudential plc	Pair Corr
0.83	2KS	OLD MUTUAL LTD	Pair Corr
0.86	CSN	Chesnara	Pair Corr

Moving against Principal Stock

0.89	NHF	NIB Holdings	Pair Corr
0.41	FG	FG Annuities Life	Pair Corr
0.41	BRK-A	Berkshire Hathaway	Pair Corr
0.86	GDG	Generation Development	Pair Corr
0.73	MNA1	YUNFENG FINANCIAL GRP	Pair Corr
0.36	AFL	Aflac Incorporated	Pair Corr

Related Correlations Analysis

	BNT	EQH	KEY	FNF	CRBG	AEG	UNM	EG	RF	L
BNT		0.6	0.47	-0.18	0.45	0.33	0.19	0.3	0.44	-0.14	BNT
EQH	0.6		0.48	-0.08	0.58	-0.06	0.29	0.6	0.41	0.04	EQH
KEY	0.47	0.48		-0.06	0.6	0.16	0.27	0.62	0.98	0.3	KEY
FNF	-0.18	-0.08	-0.06		-0.2	0.29	-0.19	-0.09	0.01	0.68	FNF
CRBG	0.45	0.58	0.6	-0.2		-0.05	0.04	0.59	0.57	-0.02	CRBG
AEG	0.33	-0.06	0.16	0.29	-0.05		-0.02	-0.04	0.21	0.27	AEG
UNM	0.19	0.29	0.27	-0.19	0.04	-0.02		0.53	0.25	0.16	UNM
EG	0.3	0.6	0.62	-0.09	0.59	-0.04	0.53		0.55	0.15	EG
RF	0.44	0.41	0.98	0.01	0.57	0.21	0.25	0.55		0.38	RF
L	-0.14	0.04	0.3	0.68	-0.02	0.27	0.16	0.15	0.38		L
	BNT	EQH	KEY	FNF	CRBG	AEG	UNM	EG	RF	L

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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

RF	+ 0.98	KEY
L	+ 0.68	FNF
EG	+ 0.62	KEY
EQH	+ 0.6	BNT
EG	+ 0.6	EQH
CRBG	+ 0.6	KEY

High negative correlations

CRBG	- 0.2	FNF
UNM	- 0.19	FNF
FNF	- 0.18	BNT
L	- 0.14	BNT
EG	- 0.09	FNF
FNF	- 0.08	EQH

Risk-Adjusted Indicators

There is a big difference between Principal Stock performing well and Principal Financial 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 Principal Financial'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
BNT	1.37	(0.07)	(0.01)	0.04	2.33	(1.23)	2.37	(3.87)	9.72
EQH	1.37	(0.19)	0.00	(0.06)	0.00	0.00	2.67	(3.12)	7.45
KEY	1.04	0.38	0.32	0.56	0.62	(1.28)	2.76	(1.44)	5.63
FNF	1.24	0.01	0.00	0.10	1.47	(1.38)	2.67	(2.33)	9.24
CRBG	1.48	0.11	0.00	(0.25)	2.07	(1.52)	2.94	(3.93)	8.30
AEG	1.20	0.02	0.00	0.12	2.10	(1.18)	2.74	(2.18)	11.41
UNM	0.96	0.03	(0.04)	0.41	0.98	(1.22)	1.99	(1.70)	10.28
EG	0.97	0.02	(0.07)	0.01	1.34	(0.92)	2.01	(2.26)	5.45
RF	1.10	0.29	0.23	0.35	0.81	(1.28)	3.11	(1.71)	6.55
L	0.69	0.12	0.07	0.67	0.60	(0.77)	1.82	(1.37)	3.68

Principal Financial Corporate Management

Nathan Schelhaas	Senior Segment	Profile
Joel Pitz	Senior Controller	Profile
JD CFA	Chief Management	Profile
Christopher Payne	Senior Relations	Profile
Ellen Shumway	Senior Management	Profile

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