Prudential Financial Correlations

PRU Stock

USD 117.36 3.49 3.06%

The current 90-days correlation between Prudential Financial and Aflac Incorporated is 0.09 (i.e., Significant 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 0.58 (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 population.

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

Moving together with Prudential Stock

0.95	LNC	Lincoln National	Pair Corr
0.87	601318	Ping An Insurance	Pair Corr
0.68	601628	China Life Insurance	Pair Corr
0.79	ELLA	Ecclesiastical Insurance	Pair Corr
0.96	FTV	Fortive Corp	Pair Corr
0.71	SMXWW	SMX Public Limited	Pair Corr
0.71	FQVLF	First Quantum Minerals	Pair Corr
0.79	NAUFF	NevGold Corp	Pair Corr
0.69	EL	Estee Lauder Companies	Pair Corr
0.79	LCDX	Caliber Imaging Diag	Pair Corr
0.8	ARVN	Arvinas	Pair Corr
0.64	EDRVY	EDP Renovveis SA	Pair Corr
0.66	BNXAF	Banxa Holdings Tech Boost	Pair Corr
0.73	DGWPF	Drgerwerk AG	Pair Corr
0.77	FSRL	First Reliance Bancshares	Pair Corr
0.95	SYF	Synchrony Financial	Pair Corr
0.77	BROS	Dutch Bros	Pair Corr
0.78	DB	Deutsche Bank AG	Pair Corr

Moving against Prudential Stock

0.86	CMWCF	Cromwell Property	Pair Corr
0.41	HCMC	Healthier Choices	Pair Corr
0.36	MPL	Medibank Private	Pair Corr
0.33	BKRKF	PT Bank Rakyat	Pair Corr
0.41	694308HY6	US694308HY69	Pair Corr
0.31	NMRD	Nemaura Medical	Pair Corr

Related Correlations Analysis

	LNC	AFL	BHF	UNM	MET	JXN	MFC	GL	PUK
LNC		0.04	0.62	0.41	0.49	0.77	0.88	0.49	0.92	LNC
AFL	0.04		0.46	0.46	0.02	-0.12	0.19	0.12	0.16	AFL
BHF	0.62	0.46		0.23	-0.16	0.11	0.82	-0.03	0.64	BHF
UNM	0.41	0.46	0.23		0.46	0.47	0.3	0.61	0.45	UNM
MET	0.49	0.02	-0.16	0.46		0.73	0.14	0.65	0.36	MET
JXN	0.77	-0.12	0.11	0.47	0.73		0.55	0.78	0.73	JXN
MFC	0.88	0.19	0.82	0.3	0.14	0.55		0.29	0.89	MFC
GL	0.49	0.12	-0.03	0.61	0.65	0.78	0.29		0.5	GL
PUK	0.92	0.16	0.64	0.45	0.36	0.73	0.89	0.5		PUK
	LNC	AFL	BHF	UNM	MET	JXN	MFC	GL	PUK

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

PUK	+ 0.92	LNC
PUK	+ 0.89	MFC
MFC	+ 0.88	LNC
MFC	+ 0.82	BHF
GL	+ 0.78	JXN
JXN	+ 0.77	LNC

High negative correlations

MET	- 0.16	BHF
JXN	- 0.12	AFL
GL	- 0.03	BHF

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
LNC	1.23	0.12	0.09	0.15	1.52	(1.31)	2.75	(3.33)	7.29
AFL	0.74	(0.02)	0.00	(0.29)	0.00	0.00	1.55	(1.60)	4.36
BHF	1.89	0.40	0.15	(2.54)	1.62	(2.65)	3.10	(4.59)	31.02
UNM	0.98	(0.01)	(0.06)	0.03	1.03	(1.27)	1.99	(1.83)	9.20
MET	0.99	(0.09)	(0.04)	0.01	1.44	(1.07)	2.55	(2.69)	7.18
JXN	1.17	0.08	0.02	0.25	2.00	(1.08)	2.56	(3.37)	11.06
MFC	0.78	0.19	0.20	0.36	0.56	(0.98)	1.87	(1.48)	4.29
GL	0.87	(0.05)	0.00	17.66	0.00	0.00	2.07	(1.64)	5.75
PUK	1.01	0.14	0.11	0.22	0.99	(1.10)	1.93	(1.89)	5.10

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