PRA Correlations

PRAA Stock

USD 17.11 0.22 1.30%

The current 90-days correlation between PRA Group and Donegal Group A is 0.2 (i.e., Modest diversification). The correlation of PRA 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.

PRA Correlation With Market

Weak diversification

The correlation between PRA Group and DJI is 0.32 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding PRA Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with PRA Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in PRA 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 nation.

Moving together with PRA Stock

0.78	MUFG	Mitsubishi UFJ Financial Normal Trading	Pair Corr
0.71	MBFJF	Mitsubishi UFJ Financial	Pair Corr
0.82	SMFG	Sumitomo Mitsui Financial	Pair Corr
0.78	SMFNF	Sumitomo Mitsui Financial	Pair Corr
0.66	KB	KB Financial Group	Pair Corr
0.75	MFG	Mizuho Financial	Pair Corr
0.67	MZHOF	Mizuho Financial Normal Trading	Pair Corr
0.76	TRV	The Travelers Companies	Pair Corr
0.79	MRK	Merck Company	Pair Corr
0.66	AA	Alcoa Corp	Pair Corr
0.72	CSCO	Cisco Systems	Pair Corr
0.65	WMT	Walmart Common Stock	Pair Corr
0.69	DD	Dupont De Nemours	Pair Corr
0.73	XOM	Exxon Mobil Corp	Pair Corr

Moving against PRA Stock

0.65	HD	Home Depot	Pair Corr
0.39	T	ATT Inc	Pair Corr

Related Correlations Analysis

	DGICA	ACIC	GAIN	MSBI	FUFU	NPB	GAM	GDOT	BWB
DGICA		0.61	0.38	0.58	-0.77	0.58	0.58	0.26	0.68	DGICA
ACIC	0.61		0.38	0.77	-0.47	0.49	0.48	0.59	0.8	ACIC
GAIN	0.38	0.38		0.43	-0.33	0.36	0.54	0.51	0.53	GAIN
MSBI	0.58	0.77	0.43		-0.64	0.57	0.7	0.66	0.87	MSBI
FUFU	-0.77	-0.47	-0.33	-0.64		-0.26	-0.63	-0.13	-0.48	FUFU
NPB	0.58	0.49	0.36	0.57	-0.26		0.64	0.72	0.72	NPB
GAM	0.58	0.48	0.54	0.7	-0.63	0.64		0.54	0.66	GAM
GDOT	0.26	0.59	0.51	0.66	-0.13	0.72	0.54		0.77	GDOT
BWB	0.68	0.8	0.53	0.87	-0.48	0.72	0.66	0.77		BWB
	DGICA	ACIC	GAIN	MSBI	FUFU	NPB	GAM	GDOT	BWB

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

BWB	+ 0.87	MSBI
BWB	+ 0.8	ACIC
MSBI	+ 0.77	ACIC
BWB	+ 0.77	GDOT
GDOT	+ 0.72	NPB
BWB	+ 0.72	NPB

High negative correlations

FUFU	- 0.77	DGICA
FUFU	- 0.64	MSBI
GAM	- 0.63	FUFU
BWB	- 0.48	FUFU
FUFU	- 0.47	ACIC
FUFU	- 0.33	GAIN

Risk-Adjusted Indicators

There is a big difference between PRA Stock performing well and PRA 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 PRA'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
DGICA	0.99	0.10	0.03	1.00	1.15	(1.05)	2.03	(1.86)	5.91
ACIC	1.35	0.03	0.00	0.12	1.58	(1.48)	2.82	(2.36)	8.47
GAIN	0.67	0.09	0.05	0.32	0.60	(0.77)	1.46	(1.22)	5.07
MSBI	1.87	0.39	0.17	0.43	1.94	(2.19)	5.98	(2.50)	14.42
FUFU	3.54	(0.28)	0.00	(0.14)	0.00	0.00	6.06	(8.46)	22.36
NPB	1.29	(0.04)	0.00	(0.14)	0.00	0.00	3.35	(3.79)	7.51
GAM	0.45	0.04	0.00	0.16	0.37	(0.53)	1.04	(0.83)	2.57
GDOT	1.63	(0.03)	(0.01)	0.05	2.02	(1.69)	3.78	(3.41)	10.17
BWB	1.40	(0.02)	0.00	0.06	1.60	(1.58)	3.50	(2.86)	9.89

PRA Corporate Management

Laura White	Chief Compliance Officer	Profile
Jan Husby	Global Officer	Profile
Najim CFA	Vice Relations	Profile
Chris Burroughs	Chief Officer	Profile
James Fike	Vice Finance	Profile

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