Rogers Correlations

ROG Stock

USD 98.00 0.76 0.78%

The current 90-days correlation between Rogers and Brightspire Capital is 0.4 (i.e., Very weak diversification). The correlation of Rogers 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.

Rogers Correlation With Market

Almost no diversification

The correlation between Rogers and DJI is 0.92 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Rogers and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Rogers Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Rogers. 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 detail on how to invest in Rogers Stock please use our How to Invest in Rogers guide.

Moving together with Rogers Stock

0.77	VSH	Vishay Intertechnology Earnings Call Tomorrow	Pair Corr
0.84	NHYDY	Norsk Hydro ASA	Pair Corr
0.78	ASML	ASML Holding NV	Pair Corr
0.72	TCX	Tucows Inc	Pair Corr
0.81	BWA	BorgWarner Earnings Call This Week	Pair Corr
0.74	LOVFF	Cannara Biotech	Pair Corr

Moving against Rogers Stock

0.81	ALICA	Icape Holding	Pair Corr
0.79	PBCRY	Bank Central Asia	Pair Corr
0.74	ENSV	Enservco	Pair Corr
0.52	PBCRF	PT Bank Central	Pair Corr
0.46	BKRKF	PT Bank Rakyat	Pair Corr

Related Correlations Analysis

	TRSSX	SWKH	JLL	DILYX	MRK	EFSI	RDHL	BRSP	AA	TVGN
TRSSX		0.79	0.91	0.88	0.84	0.83	0.38	0.87	0.97	-0.73	TRSSX
SWKH	0.79		0.86	0.63	0.86	0.83	0.11	0.91	0.81	-0.85	SWKH
JLL	0.91	0.86		0.76	0.93	0.85	0.32	0.93	0.9	-0.76	JLL
DILYX	0.88	0.63	0.76		0.65	0.66	0.45	0.69	0.89	-0.54	DILYX
MRK	0.84	0.86	0.93	0.65		0.77	0.15	0.88	0.87	-0.85	MRK
EFSI	0.83	0.83	0.85	0.66	0.77		0.3	0.83	0.8	-0.66	EFSI
RDHL	0.38	0.11	0.32	0.45	0.15	0.3		0.21	0.39	0.14	RDHL
BRSP	0.87	0.91	0.93	0.69	0.88	0.83	0.21		0.87	-0.85	BRSP
AA	0.97	0.81	0.9	0.89	0.87	0.8	0.39	0.87		-0.75	AA
TVGN	-0.73	-0.85	-0.76	-0.54	-0.85	-0.66	0.14	-0.85	-0.75		TVGN
	TRSSX	SWKH	JLL	DILYX	MRK	EFSI	RDHL	BRSP	AA	TVGN

Please upgrade your account to get full access to Macroaxis premium features

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

AA	+ 0.97	TRSSX
MRK	+ 0.93	JLL
BRSP	+ 0.93	JLL
JLL	+ 0.91	TRSSX
BRSP	+ 0.91	SWKH
AA	+ 0.9	JLL

High negative correlations

TVGN	- 0.85	BRSP
TVGN	- 0.85	MRK
TVGN	- 0.85	SWKH
TVGN	- 0.76	JLL
TVGN	- 0.75	AA
TVGN	- 0.73	TRSSX

Risk-Adjusted Indicators

There is a big difference between Rogers Stock performing well and Rogers 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 Rogers' 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
TRSSX	0.96	0.20	0.21	0.28	0.67	(1.19)	1.92	(1.63)	11.70
SWKH	0.79	0.11	0.07	1.90	0.79	(0.99)	1.59	(1.31)	9.41
JLL	1.29	0.14	0.09	0.15	1.37	(1.34)	3.97	(2.74)	7.53
DILYX	0.68	0.03	0.01	0.08	0.90	(0.69)	1.47	(1.68)	4.23
MRK	1.28	0.33	0.23	0.52	1.13	(1.56)	3.59	(1.98)	8.09
EFSI	0.95	0.03	0.00	0.14	1.01	(1.18)	2.35	(1.66)	5.82
RDHL	3.67	(0.23)	0.00	(1.05)	0.00	0.00	7.77	(6.14)	46.87
BRSP	0.90	0.21	0.20	0.39	0.72	(1.12)	2.33	(1.61)	5.09
AA	2.65	0.55	0.18	0.68	2.69	(3.07)	6.40	(5.54)	14.55
TVGN	4.77	(1.03)	0.00	(0.34)	0.00	0.00	10.00	(8.89)	26.81

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC