Rubrik Correlations

RBRK Stock

71.37 0.81 1.15%

The current 90-days correlation between Rubrik and F5 Networks is 0.12 (i.e., Average diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Rubrik moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Rubrik moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Rubrik Correlation With Market

Average diversification

The correlation between Rubrik and DJI is 0.16 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Rubrik and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Rubrik Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Rubrik. 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 Rubrik Stock please use our How to buy in Rubrik Stock guide.

Moving against Rubrik Stock

0.43

Procter Gamble

Pair Corr

Related Correlations Analysis

	FFIV	OKTA	KSPI	KLAR	GEN	DT	U	SAIL	DOCU	BSY
FFIV		0.59	0.26	0.22	0.19	0.2	-0.19	0.59	0.21	0.55	FFIV
OKTA	0.59		0.53	0.16	0.38	0.04	0.16	0.55	0.43	0.22	OKTA
KSPI	0.26	0.53		-0.46	0.35	-0.51	0.58	0.03	0.08	-0.43	KSPI
KLAR	0.22	0.16	-0.46		-0.28	0.85	-0.7	0.51	0.42	0.8	KLAR
GEN	0.19	0.38	0.35	-0.28		-0.22	0.4	0.34	0.07	-0.31	GEN
DT	0.2	0.04	-0.51	0.85	-0.22		-0.72	0.65	0.57	0.76	DT
U	-0.19	0.16	0.58	-0.7	0.4	-0.72		-0.25	-0.1	-0.68	U
SAIL	0.59	0.55	0.03	0.51	0.34	0.65	-0.25		0.6	0.51	SAIL
DOCU	0.21	0.43	0.08	0.42	0.07	0.57	-0.1	0.6		0.43	DOCU
BSY	0.55	0.22	-0.43	0.8	-0.31	0.76	-0.68	0.51	0.43		BSY
	FFIV	OKTA	KSPI	KLAR	GEN	DT	U	SAIL	DOCU	BSY

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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

DT	+ 0.85	KLAR
BSY	+ 0.8	KLAR
BSY	+ 0.76	DT
SAIL	+ 0.65	DT
DOCU	+ 0.6	SAIL
OKTA	+ 0.59	FFIV

High negative correlations

U	- 0.72	DT
U	- 0.7	KLAR
BSY	- 0.68	U
DT	- 0.51	KSPI
KLAR	- 0.46	KSPI
BSY	- 0.43	KSPI

Risk-Adjusted Indicators

There is a big difference between Rubrik Stock performing well and Rubrik 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 Rubrik'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
FFIV	1.56	(0.44)	0.00	(0.29)	0.00	0.00	2.68	(3.30)	13.38
OKTA	1.44	(0.07)	(0.03)	0.02	1.80	(1.57)	3.85	(3.27)	8.73
KSPI	1.25	0.06	0.03	0.17	1.20	(1.48)	3.31	(2.38)	8.05
KLAR	2.69	(0.57)	0.00	(0.14)	0.00	0.00	4.76	(6.04)	14.39
GEN	1.02	(0.09)	0.00	(0.03)	0.00	0.00	2.26	(1.90)	7.70
DT	1.31	(0.23)	0.00	(0.55)	0.00	0.00	2.62	(3.61)	8.63
U	2.71	0.45	0.09	(0.53)	2.88	(3.11)	7.12	(5.85)	25.31
SAIL	2.13	(0.19)	0.00	(0.97)	0.00	0.00	3.80	(5.23)	12.06
DOCU	1.67	(0.02)	(0.03)	0.04	2.44	(1.67)	3.81	(4.11)	11.69
BSY	1.15	(0.41)	0.00	(15.83)	0.00	0.00	2.05	(2.90)	7.28

Rubrik Corporate Management

Melissa Franchi	Head Relations	Profile
Jessica Moore	Vice Communications	Profile
Peter Esq	Chief Secretary	Profile
Ajay Sabhlok	Chief Officer	Profile
Kiran Choudary	Chief Officer	Profile
John Koo	Chief Officer	Profile

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