Peloton Interactive Correlations

PTON Stock

USD 4.42 0.10 2.31%

The current 90-days correlation between Peloton Interactive and YETI Holdings is 0.39 (i.e., Weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Peloton Interactive moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Peloton Interactive moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Peloton Interactive Correlation With Market

Excellent diversification

The correlation between Peloton Interactive and DJI is -0.62 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Peloton Interactive and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Peloton Stock

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

To learn how to invest in Peloton Stock, please use our How to Invest in Peloton Interactive guide.

Moving together with Peloton Stock

0.81

POOL

Pool Safe

Pair Corr

Moving against Peloton Stock

0.87	HAS	Hasbro Inc	Pair Corr
0.76	4GY	Gym Group	Pair Corr
0.69	3ZV	BENEFIT SYSTEMS ZY	Pair Corr
0.63	DOO	BRP Inc Symbol Change	Pair Corr
0.62	RGR	Sturm Ruger Earnings Call This Week	Pair Corr
0.61	BC	Brunswick	Pair Corr
0.59	WAT	Waterco Earnings Call This Week	Pair Corr
0.57	ESCA	Escalade Incorporated	Pair Corr
0.43	TND	Tandem Group	Pair Corr
0.34	TGO	Trigano SA	Pair Corr
0.31	XPF	XP Factory PLC	Pair Corr
0.82	GOLF	Acushnet Holdings Corp Earnings Call This Week	Pair Corr
0.77	CDA	Compagnie des Alpes	Pair Corr
0.75	1SG	MasterCraft Boat Holdings	Pair Corr
0.71	6SZA	SANLORENZO IN SIGLA	Pair Corr
0.64	TIV	Thor Industries	Pair Corr
0.6	XXT	Olympique Lyonnais Groupe	Pair Corr
0.56	BWI	Brunswick	Pair Corr
0.49	HAYW	Hayward Holdings Earnings Call This Week	Pair Corr
0.48	YETI	YETI Holdings	Pair Corr
0.46	FU2	Funko Inc	Pair Corr
0.43	PKTM	PIERER Mobility AG	Pair Corr
0.39	MTP	Münchener Tierpark	Pair Corr
0.38	JAKK	JAKKS Pacific	Pair Corr

Related Correlations Analysis

	YETI	PRKS	OSW	FUN	AAP	VC	BKE	VSCO	AEO	KAR
YETI		0.79	0.35	0.63	-0.11	-0.31	-0.08	0.95	0.77	-0.29	YETI
PRKS	0.79		-0.04	0.65	-0.2	-0.41	-0.16	0.73	0.59	-0.53	PRKS
OSW	0.35	-0.04		0.0	0.09	0.38	0.26	0.39	0.44	0.42	OSW
FUN	0.63	0.65	0.0		0.37	-0.44	-0.35	0.61	0.2	0.02	FUN
AAP	-0.11	-0.2	0.09	0.37		0.29	0.14	-0.19	-0.5	0.77	AAP
VC	-0.31	-0.41	0.38	-0.44	0.29		0.55	-0.33	-0.2	0.44	VC
BKE	-0.08	-0.16	0.26	-0.35	0.14	0.55		-0.1	0.01	0.21	BKE
VSCO	0.95	0.73	0.39	0.61	-0.19	-0.33	-0.1		0.82	-0.26	VSCO
AEO	0.77	0.59	0.44	0.2	-0.5	-0.2	0.01	0.82		-0.43	AEO
KAR	-0.29	-0.53	0.42	0.02	0.77	0.44	0.21	-0.26	-0.43		KAR
	YETI	PRKS	OSW	FUN	AAP	VC	BKE	VSCO	AEO	KAR

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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

VSCO	+ 0.95	YETI
AEO	+ 0.82	VSCO
PRKS	+ 0.79	YETI
AEO	+ 0.77	YETI
KAR	+ 0.77	AAP
VSCO	+ 0.73	PRKS

High negative correlations

KAR	- 0.53	PRKS
AEO	- 0.5	AAP
VC	- 0.44	FUN
KAR	- 0.43	AEO
VC	- 0.41	PRKS
BKE	- 0.35	FUN

Risk-Adjusted Indicators

There is a big difference between Peloton Stock performing well and Peloton Interactive 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 Peloton Interactive'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
YETI	1.59	0.25	0.14	0.19	1.78	(1.75)	3.62	(3.04)	12.03
PRKS	2.10	0.04	0.03	0.08	2.54	(2.18)	4.60	(4.04)	16.62
OSW	1.56	0.05	0.03	0.10	1.95	(1.59)	4.14	(3.26)	9.78
FUN	2.93	0.16	0.07	0.12	3.18	(3.32)	7.14	(5.72)	16.17
AAP	2.43	0.11	0.06	0.11	2.68	(2.80)	6.75	(3.59)	16.24
VC	1.87	(0.24)	0.00	(0.09)	0.00	0.00	4.40	(3.34)	8.70
BKE	1.25	0.00	(0.02)	0.06	1.69	(1.25)	2.73	(3.04)	9.51
VSCO	3.05	0.85	0.33	0.69	2.30	(3.96)	5.93	(4.23)	22.84
AEO	2.31	0.51	0.21	0.44	2.01	(2.60)	5.78	(3.78)	19.55
KAR	1.13	0.15	0.05	(0.58)	1.42	(1.09)	2.59	(2.37)	6.46

Peloton Interactive Corporate Management

Jennifer Cotter	Chief Officer	Profile
Barry McCarthy	Strategic Advisor	Profile
Tammy Albarran	Chief Secretary	Profile
Francis Software	Chief Officer	Profile
Marsh CFA	Senior Relations	Profile
Nick Caldwell	Chief Officer	Profile
Liz Coddington	Chief Officer	Profile

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