Peloton Interactive Correlations

PTON Stock

USD 5.73 0.11 1.88%

The current 90-days correlation between Peloton Interactive and YETI Holdings is 0.33 (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

Very good diversification

The correlation between Peloton Interactive and DJI is -0.49 (i.e., Very good 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 employment.

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

Moving together with Peloton Stock

0.79

VMAR

Vision Marine Techno

Pair Corr

Moving against Peloton Stock

0.75	002348	Goldlok Toys Holdings	Pair Corr
0.72	YETI	YETI Holdings	Pair Corr
0.68	GAW	Games Workshop Group	Pair Corr
0.54	JOUT	Johnson Outdoors	Pair Corr
0.52	MAT	Mattel Inc	Pair Corr
0.81	LION	Lionsgate Studios Holding	Pair Corr
0.79	FMCB	Farmers Merchants Bancorp Earnings Call This Week	Pair Corr
0.72	LYG	Lloyds Banking Group Aggressive Push	Pair Corr
0.71	LADR	Ladder Capital Corp Earnings Call This Week	Pair Corr
0.7	GEV	GE Vernova LLC	Pair Corr
0.65	NVCT	Nuvectis Pharma	Pair Corr
0.62	605299	Shuhua Sports	Pair Corr
0.61	SFIX	Stitch Fix	Pair Corr
0.6	CNI	Canadian National Railway Earnings Call Tomorrow	Pair Corr
0.57	CFFI	CF Financial	Pair Corr
0.56	IRNRF	Iron Road Limited	Pair Corr
0.54	LC	LendingClub Corp	Pair Corr
0.53	002899	Impulse Qingdao Health	Pair Corr
0.46	SWBI	Smith Wesson Brands	Pair Corr
0.45	300247	Youngy Health	Pair Corr
0.31	PBR	Petroleo Brasileiro Aggressive Push	Pair Corr
0.78	EWTX	Edgewise Therapeutics	Pair Corr
0.76	LIFZF	Labrador Iron Ore	Pair Corr
0.72	LFST	Lifestance Health	Pair Corr
0.68	BZQIF	Bezeq The Israel	Pair Corr

Related Correlations Analysis

	YETI	PRKS	OSW	FUN	AAP	VC	BKE	VSCO	AEO	KAR
YETI		-0.36	-0.34	-0.47	-0.6	-0.69	-0.1	0.95	0.9	-0.02	YETI
PRKS	-0.36		0.45	0.96	0.34	0.36	-0.11	-0.25	-0.36	0.46	PRKS
OSW	-0.34	0.45		0.4	-0.21	0.53	-0.01	-0.17	-0.15	-0.15	OSW
FUN	-0.47	0.96	0.4		0.46	0.38	-0.11	-0.37	-0.51	0.54	FUN
AAP	-0.6	0.34	-0.21	0.46		0.48	0.16	-0.71	-0.76	0.32	AAP
VC	-0.69	0.36	0.53	0.38	0.48		0.41	-0.68	-0.6	-0.25	VC
BKE	-0.1	-0.11	-0.01	-0.11	0.16	0.41		-0.12	-0.08	-0.22	BKE
VSCO	0.95	-0.25	-0.17	-0.37	-0.71	-0.68	-0.12		0.93	0.0	VSCO
AEO	0.9	-0.36	-0.15	-0.51	-0.76	-0.6	-0.08	0.93		-0.29	AEO
KAR	-0.02	0.46	-0.15	0.54	0.32	-0.25	-0.22	0.0	-0.29		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

FUN	+ 0.96	PRKS
VSCO	+ 0.95	YETI
AEO	+ 0.93	VSCO
AEO	+ 0.9	YETI
KAR	+ 0.54	FUN
VC	+ 0.53	OSW

High negative correlations

AEO	- 0.76	AAP
VSCO	- 0.71	AAP
VC	- 0.69	YETI
VSCO	- 0.68	VC
AEO	- 0.6	VC
AAP	- 0.6	YETI

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	1.74	0.30	0.18	0.23	1.62	(1.99)	4.49	(3.10)	12.03
PRKS	2.41	(0.52)	0.00	(0.19)	0.00	0.00	4.60	(5.35)	28.36
OSW	1.45	(0.17)	0.00	(0.10)	0.00	0.00	4.69	(2.86)	10.62
FUN	3.13	(0.61)	0.00	(0.23)	0.00	0.00	4.83	(6.75)	13.88
AAP	2.45	(0.23)	0.00	(0.05)	0.00	0.00	6.75	(4.37)	16.72
VC	1.56	(0.35)	0.00	(0.23)	0.00	0.00	3.85	(3.27)	8.62
BKE	1.26	(0.16)	0.00	(0.31)	0.00	0.00	2.73	(3.04)	9.51
VSCO	3.02	0.82	0.32	0.82	2.31	(4.00)	5.93	(4.23)	22.57
AEO	2.33	0.47	0.21	0.42	1.97	(2.64)	5.78	(3.60)	19.53
KAR	1.13	0.16	0.04	(0.37)	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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