B Riley Correlations

RILYZ Stock

USD 11.77 0.42 3.45%

The current 90-days correlation between B Riley Financial and Oxford Square Capital is 0.14 (i.e., Average diversification). The correlation of B Riley 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.

B Riley Correlation With Market

Modest diversification

The correlation between B Riley Financial and DJI is 0.24 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding B Riley Financial and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with RILYZ Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in B Riley 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 private.

Moving together with RILYZ Stock

0.65	DOMH	Dominari Holdings	Pair Corr
0.64	601696	Boc International China	Pair Corr
0.66	FGNX	Fundamental Global Symbol Change	Pair Corr
0.61	FRHC	Freedom Holding Corp	Pair Corr
0.63	OPY	Oppenheimer Holdings	Pair Corr
0.75	PFX	Phenixfin Normal Trading	Pair Corr
0.65	RJF	Raymond James Financial	Pair Corr

Moving against RILYZ Stock

0.63	MATE	Blockmate Ventures	Pair Corr
0.59	JIGI	JPMorgan India Growth	Pair Corr
0.47	XP	Xp Inc Normal Trading	Pair Corr
0.42	CF	Canaccord Genuity	Pair Corr
0.39	VIRT	Virtu Financial,	Pair Corr
0.35	SF	Stifel Financial	Pair Corr

Related Correlations Analysis

	OXSQ	MNSB	ECBK	FSHP	IPOD	FCAP	LARK	INAC
OXSQ		-0.35	0.62	0.51	0.7	0.14	0.22	0.78	OXSQ
MNSB	-0.35		0.16	0.32	-0.01	0.81	0.7	-0.11	MNSB
ECBK	0.62	0.16		0.68	0.79	0.56	0.62	0.6	ECBK
FSHP	0.51	0.32	0.68		0.53	0.64	0.54	0.53	FSHP
IPOD	0.7	-0.01	0.79	0.53		0.44	0.59	0.69	IPOD
FCAP	0.14	0.81	0.56	0.64	0.44		0.88	0.32	FCAP
LARK	0.22	0.7	0.62	0.54	0.59	0.88		0.38	LARK
INAC	0.78	-0.11	0.6	0.53	0.69	0.32	0.38		INAC
	OXSQ	MNSB	ECBK	FSHP	IPOD	FCAP	LARK	INAC

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

LARK	+ 0.88	FCAP
FCAP	+ 0.81	MNSB
IPOD	+ 0.79	ECBK
INAC	+ 0.78	OXSQ
IPOD	+ 0.7	OXSQ
LARK	+ 0.7	MNSB

High negative correlations

MNSB	- 0.35	OXSQ
INAC	- 0.11	MNSB
IPOD	- 0.01	MNSB

Risk-Adjusted Indicators

There is a big difference between RILYZ Stock performing well and B Riley 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 B Riley'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
OXSQ	1.62	0.11	0.03	0.33	1.75	(2.30)	4.35	(3.30)	11.31
MNSB	1.13	(0.04)	(0.04)	0.01	1.59	(1.12)	2.22	(2.89)	7.09
ECBK	1.16	0.09	0.03	0.29	1.52	(1.14)	2.61	(2.75)	11.46
FSHP	0.21	0.00	(0.10)	0.12	0.23	(0.46)	0.75	(0.66)	1.97
IPOD	0.08	0.00	(0.27)	0.21	0.08	(0.17)	0.20	(0.29)	0.88
FCAP	2.22	0.44	0.17	1.93	2.03	(3.08)	5.10	(3.88)	17.14
LARK	0.83	0.10	0.04	1.06	0.74	(1.00)	2.35	(1.58)	4.99
INAC	0.08	0.00	(0.32)	(0.02)	0.03	(0.21)	0.20	(0.20)	1.00

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