Revolve Group Correlations

RVLV Stock

USD 24.63 0.46 1.83%

The current 90-days correlation between Revolve Group LLC and ATRenew Inc DRC is 0.13 (i.e., Average diversification). The correlation of Revolve Group 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.

Revolve Group Correlation With Market

Poor diversification

The correlation between Revolve Group LLC and DJI is 0.61 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Revolve Group LLC and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Revolve Stock

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

Moving together with Revolve Stock

0.81	VSCO	Victorias Secret	Pair Corr
0.81	BRP	Caleres	Pair Corr
0.9	AEO	American Eagle Outfitters	Pair Corr
0.85	ANF	Abercrombie Fitch	Pair Corr
0.75	IXD1	Industria de Diseno	Pair Corr
0.82	CAL	Continental	Pair Corr
0.74	IXD2	INDDDTEXTUNSPADR	Pair Corr
0.85	DBI	Designer Brands	Pair Corr
0.72	TJX	TJX Companies Earnings Call This Week	Pair Corr
0.65	BCJ	BasicNet SpA	Pair Corr
0.71	RSO	Ross Stores	Pair Corr

Moving against Revolve Stock

0.77	PMV	Premier Investments	Pair Corr
0.66	DLTH	Duluth Holdings	Pair Corr
0.48	AKA	AKA Brands Holding	Pair Corr
0.38	UNI	Universal Store Holdings	Pair Corr
0.71	LOV	Lovisa Holdings Earnings Call This Week	Pair Corr
0.56	BGI	Birks Group	Pair Corr
0.5	5B8	ABC MART	Pair Corr
0.74	AX1	Accent Group Earnings Call This Week	Pair Corr
0.67	NR21	NR 21 SA	Pair Corr
0.6	GIO	Giordano International	Pair Corr
0.56	4QI	Xtep International	Pair Corr

Related Correlations Analysis

	RERE	SBH	NEGG	TRS	WINA	PZZA	TILE	MBC	ARCO	EVGO
RERE		0.43	-0.73	0.76	0.6	-0.59	0.77	0.82	0.62	0.16	RERE
SBH	0.43		-0.16	0.34	0.48	-0.34	0.61	0.7	0.57	0.21	SBH
NEGG	-0.73	-0.16		-0.7	-0.36	0.68	-0.65	-0.56	-0.51	0.36	NEGG
TRS	0.76	0.34	-0.7		0.28	-0.51	0.68	0.61	0.52	-0.02	TRS
WINA	0.6	0.48	-0.36	0.28		-0.61	0.73	0.67	0.62	0.12	WINA
PZZA	-0.59	-0.34	0.68	-0.51	-0.61		-0.85	-0.59	-0.82	0.42	PZZA
TILE	0.77	0.61	-0.65	0.68	0.73	-0.85		0.87	0.9	-0.1	TILE
MBC	0.82	0.7	-0.56	0.61	0.67	-0.59	0.87		0.74	0.15	MBC
ARCO	0.62	0.57	-0.51	0.52	0.62	-0.82	0.9	0.74		-0.14	ARCO
EVGO	0.16	0.21	0.36	-0.02	0.12	0.42	-0.1	0.15	-0.14		EVGO
	RERE	SBH	NEGG	TRS	WINA	PZZA	TILE	MBC	ARCO	EVGO

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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

ARCO	+ 0.9	TILE
MBC	+ 0.87	TILE
MBC	+ 0.82	RERE
TILE	+ 0.77	RERE
TRS	+ 0.76	RERE
ARCO	+ 0.74	MBC

High negative correlations

TILE	- 0.85	PZZA
ARCO	- 0.82	PZZA
NEGG	- 0.73	RERE
TRS	- 0.7	NEGG
TILE	- 0.65	NEGG
PZZA	- 0.61	WINA

Risk-Adjusted Indicators

There is a big difference between Revolve Stock performing well and Revolve Group 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 Revolve Group'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
RERE	2.26	0.48	0.18	0.86	2.22	(2.50)	6.33	(4.13)	14.39
SBH	2.13	0.12	0.03	0.28	2.78	(2.10)	5.20	(3.93)	14.94
NEGG	4.81	(0.86)	0.00	(0.23)	0.00	0.00	8.40	(9.92)	37.88
TRS	1.05	0.19	0.13	0.25	1.25	(1.16)	2.32	(2.31)	6.54
WINA	1.72	0.06	0.02	0.10	2.25	(1.68)	3.75	(4.32)	10.99
PZZA	1.52	(0.43)	0.00	(0.76)	0.00	0.00	2.20	(4.10)	11.09
TILE	1.21	0.31	0.22	0.27	1.17	(1.41)	2.87	(2.25)	8.15
MBC	2.09	0.08	0.04	0.08	2.89	(2.41)	5.50	(3.87)	18.91
ARCO	1.50	0.19	0.12	0.19	1.46	(2.02)	4.36	(2.91)	10.54
EVGO	2.60	(0.36)	0.00	(0.14)	0.00	0.00	5.84	(5.03)	15.63

Revolve Group Corporate Management

Hadley Mullin	Lead Independent Director	Profile
Oana Ruxandra	Director	Profile
Jodi Chapin	General Secretary	Profile
Melanie Cox	Independent Director	Profile
CFA CFA	VP Relations	Profile
Lauren Yerkes	Chief Officer	Profile
Mitch Moseley	Chief Brands	Profile

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