Prospect Capital Correlations

PSEC Stock

USD 2.61 0.02 0.77%

The current 90-days correlation between Prospect Capital and Goldman Sachs BDC is 0.37 (i.e., Weak diversification). The correlation of Prospect Capital 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.

Prospect Capital Correlation With Market

Weak diversification

The correlation between Prospect Capital and DJI is 0.34 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Prospect Capital and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Prospect Stock

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

For information on how to trade Prospect Stock refer to our How to Trade Prospect Stock guide.

Moving against Prospect Stock

0.48	MAJE	Majedie Investments	Pair Corr
0.47	DGS	Dividend Growth Split	Pair Corr
0.37	SMT	Scottish Mortgage	Pair Corr
0.37	PRIM	Primorus Investments plc	Pair Corr
0.53	FFN	North American Financial	Pair Corr
0.43	STT	State Street Corp	Pair Corr
0.4	PAX	Patria Investments	Pair Corr
0.38	TPG	TPG Inc	Pair Corr
0.36	BIOG	Biotech Growth	Pair Corr
0.33	HQH	Tekla Healthcare Inv	Pair Corr
0.48	BRFI	BlackRock Frontiers	Pair Corr
0.45	LWI	Lowland Investment	Pair Corr
0.41	HERZ	Herzfeld Creditome Symbol Change	Pair Corr
0.35	MRC	The Mercantile Investment	Pair Corr
0.33	FCIT	FC Investment Trust	Pair Corr

Related Correlations Analysis

	GSBD	CSWC	MFIC	NMFC	FSCO	PX	HRZN	OCSL	TRINI
GSBD		0.12	0.72	0.75	0.13	0.37	0.03	0.4	-0.28	GSBD
CSWC	0.12		0.19	0.23	-0.21	-0.2	0.45	-0.16	0.57	CSWC
MFIC	0.72	0.19		0.92	-0.25	0.12	0.42	0.76	0.24	MFIC
NMFC	0.75	0.23	0.92		-0.21	0.16	0.45	0.68	0.24	NMFC
FSCO	0.13	-0.21	-0.25	-0.21		0.65	-0.66	-0.32	-0.72	FSCO
PX	0.37	-0.2	0.12	0.16	0.65		-0.64	-0.13	-0.52	PX
HRZN	0.03	0.45	0.42	0.45	-0.66	-0.64		0.39	0.76	HRZN
OCSL	0.4	-0.16	0.76	0.68	-0.32	-0.13	0.39		0.23	OCSL
TRINI	-0.28	0.57	0.24	0.24	-0.72	-0.52	0.76	0.23		TRINI
	GSBD	CSWC	MFIC	NMFC	FSCO	PX	HRZN	OCSL	TRINI

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

NMFC	+ 0.92	MFIC
OCSL	+ 0.76	MFIC
TRINI	+ 0.76	HRZN
NMFC	+ 0.75	GSBD
MFIC	+ 0.72	GSBD
OCSL	+ 0.68	NMFC

High negative correlations

TRINI	- 0.72	FSCO
HRZN	- 0.66	FSCO
HRZN	- 0.64	PX
TRINI	- 0.52	PX
OCSL	- 0.32	FSCO
TRINI	- 0.28	GSBD

Risk-Adjusted Indicators

There is a big difference between Prospect Stock performing well and Prospect Capital 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 Prospect Capital'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
GSBD	0.86	(0.12)	0.00	(0.13)	0.00	0.00	1.54	(2.23)	5.56
CSWC	0.97	0.03	(0.01)	0.18	1.32	(0.94)	2.12	(2.23)	6.69
MFIC	0.84	(0.06)	0.00	(0.03)	0.00	0.00	1.41	(1.46)	6.38
NMFC	0.94	(0.07)	0.00	(0.02)	0.00	0.00	1.66	(2.63)	7.02
FSCO	1.28	(0.11)	0.00	(0.12)	0.00	0.00	2.89	(3.01)	9.89
PX	1.56	(0.22)	0.00	(0.08)	0.00	0.00	2.57	(4.35)	8.71
HRZN	1.14	0.17	0.11	0.28	1.09	(1.35)	2.71	(1.89)	11.63
OCSL	0.88	(0.04)	(0.04)	0.00	1.13	(0.92)	2.10	(1.95)	7.02
TRINI	0.16	0.03	(0.11)	0.63	0.09	(0.17)	0.41	(0.35)	1.32

Prospect Capital Corporate Management

Jonathan JD	Deputy Counsel	Profile
Bart JD	Managing Director	Profile
Jonathan Li	Deputy Counsel	Profile
David Belzer	Managing Director	Profile
Trisha Blackman	Head Administration	Profile
Al Faella	Chief Officer	Profile

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