Prudential Financial Correlations

PRS Stock

USD 23.93 0.01 0.04%

The current 90-days correlation between Prudential Financial and Citizens Financial Group is 0.32 (i.e., Weak diversification). The correlation of Prudential 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Prudential Financial Correlation With Market

Very weak diversification

The correlation between Prudential Financial and DJI is 0.54 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Prudential Financial and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Prudential Stock

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

For more information on how to buy Prudential Stock please use our How to Invest in Prudential Financial guide.

Moving together with Prudential Stock

0.8	PCTTW	PureCycle Technologies	Pair Corr
0.76	MAPSW	WM Technology	Pair Corr
0.81	HD	Home Depot	Pair Corr
0.78	HPQ	HP Inc	Pair Corr

Moving against Prudential Stock

0.83	TRV	The Travelers Companies	Pair Corr
0.75	MRK	Merck Company	Pair Corr
0.7	PPERY	Bank Mandiri Persero	Pair Corr
0.65	DD	Dupont De Nemours	Pair Corr
0.63	XOM	Exxon Mobil Corp	Pair Corr
0.58	WF	Woori Financial Group	Pair Corr
0.56	KB	KB Financial Group	Pair Corr
0.54	VZ	Verizon Communications	Pair Corr
0.47	SHG	Shinhan Financial	Pair Corr
0.46	WMT	Walmart Common Stock	Pair Corr
0.41	CAT	Caterpillar	Pair Corr
0.33	AXP	American Express	Pair Corr
0.32	PTBRY	Bank Negara Indonesia	Pair Corr

Related Correlations Analysis

	PRI	LNC	JXN	WTFC	CFG	OXLC	WAL	ONB	KNSL
PRI		-0.23	0.2	-0.09	-0.11	0.42	0.03	0.05	0.81	PRI
LNC	-0.23		0.83	0.93	0.95	-0.12	0.85	0.87	-0.48	LNC
JXN	0.2	0.83		0.87	0.88	0.19	0.81	0.84	-0.08	JXN
WTFC	-0.09	0.93	0.87		0.99	0.03	0.94	0.95	-0.4	WTFC
CFG	-0.11	0.95	0.88	0.99		-0.02	0.92	0.93	-0.42	CFG
OXLC	0.42	-0.12	0.19	0.03	-0.02		0.14	0.09	0.52	OXLC
WAL	0.03	0.85	0.81	0.94	0.92	0.14		0.97	-0.27	WAL
ONB	0.05	0.87	0.84	0.95	0.93	0.09	0.97		-0.23	ONB
KNSL	0.81	-0.48	-0.08	-0.4	-0.42	0.52	-0.27	-0.23		KNSL
	PRI	LNC	JXN	WTFC	CFG	OXLC	WAL	ONB	KNSL

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

CFG	+ 0.99	WTFC
ONB	+ 0.97	WAL
CFG	+ 0.95	LNC
ONB	+ 0.95	WTFC
WAL	+ 0.94	WTFC
WTFC	+ 0.93	LNC

High negative correlations

KNSL	- 0.48	LNC
KNSL	- 0.42	CFG
KNSL	- 0.4	WTFC
KNSL	- 0.27	WAL
KNSL	- 0.23	ONB
LNC	- 0.23	PRI

Risk-Adjusted Indicators

There is a big difference between Prudential Stock performing well and Prudential 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 Prudential 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
PRI	0.83	(0.11)	0.00	(0.18)	0.00	0.00	1.73	(1.93)	5.61
LNC	1.25	0.04	0.05	0.10	1.70	(1.29)	2.75	(3.60)	8.21
JXN	1.21	0.14	0.07	0.18	1.89	(1.20)	2.64	(3.37)	11.06
WTFC	1.34	0.06	0.05	0.11	1.71	(1.40)	2.62	(2.77)	8.64
CFG	1.23	0.09	0.07	0.13	1.76	(1.31)	2.80	(2.11)	9.49
OXLC	1.32	(0.13)	0.00	(0.08)	0.00	0.00	2.51	(2.71)	9.20
WAL	1.75	(0.08)	0.00	0.04	2.95	(1.52)	4.13	(4.24)	16.04
ONB	1.35	(0.05)	0.00	0.05	2.13	(1.39)	3.13	(1.98)	11.15
KNSL	1.52	(0.26)	0.00	(0.26)	0.00	0.00	3.18	(3.90)	9.27

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