Stepan Correlations

SCL Stock

USD 66.46 0.32 0.48%

The current 90-days correlation between Stepan Company and Sociedad Quimica y is -0.1 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Stepan moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Stepan Company moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Stepan Correlation With Market

Very poor diversification

The correlation between Stepan Company and DJI is 0.8 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Stepan Company and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Stepan Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Stepan Company. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in services.

Moving together with Stepan Stock

0.86	WCH	Wacker Chemie AG	Pair Corr
0.95	CE	Celanese Downward Rally	Pair Corr
0.84	FF	FutureFuel Corp	Pair Corr
0.9	EMSN	EMS CHEMIE HOLDING	Pair Corr
0.83	SZ8	Sumitomo Bakelite	Pair Corr
0.83	LXS	LANXESS Aktiengesellscha	Pair Corr
0.84	EMB	5N PLUS Earnings Call This Week	Pair Corr
0.94	2CU	Chemours Earnings Call Tomorrow	Pair Corr
0.68	SQU	Vinci S A	Pair Corr
0.8	22E	TRI CHEMICAL LABORATINC	Pair Corr
0.8	AFW	Align Technology	Pair Corr
0.91	K1W	Kronos Worldwide	Pair Corr
0.83	FMV	First Majestic Silver Earnings Call Tomorrow	Pair Corr
0.86	18RA	Select Energy Services	Pair Corr
0.96	PY9	Avient	Pair Corr
0.74	RP8	RPM International	Pair Corr
0.91	NPV	Nippon Carbon	Pair Corr
0.91	OCT	Innospec	Pair Corr
0.75	ALB	Albemarle Corp	Pair Corr
0.68	ASH	Ashland Global Holdings	Pair Corr
0.93	ECL	Ecolab Inc	Pair Corr
0.91	ESI	Element Solutions Earnings Call This Week	Pair Corr
0.82	FUL	H B Fuller	Pair Corr
0.65	AP3	Air Products	Pair Corr
0.88	IFF	International Flavors	Pair Corr

Moving against Stepan Stock

0.95	M5S	Marna Beteiligungen	Pair Corr
0.88	UT8	Uber Technologies	Pair Corr
0.79	NANO	Nano One Materials	Pair Corr
0.53	4QT1	HEXPOL AB	Pair Corr
0.62	GIN1	Givaudan SA	Pair Corr
0.81	FSI	Flexible Solutions	Pair Corr
0.68	NEU	NewMarket	Pair Corr

Related Correlations Analysis

	SQM	LYB	DD	RS	CF	CX	ALB	AGI	PAAS
SQM		0.58	0.58	0.73	0.54	0.91	0.97	0.81	0.92	SQM
LYB	0.58		0.91	0.91	0.88	0.71	0.72	0.7	0.65	LYB
DD	0.58	0.91		0.93	0.84	0.78	0.74	0.8	0.73	DD
RS	0.73	0.91	0.93		0.86	0.88	0.85	0.8	0.83	RS
CF	0.54	0.88	0.84	0.86		0.69	0.7	0.57	0.61	CF
CX	0.91	0.71	0.78	0.88	0.69		0.95	0.89	0.96	CX
ALB	0.97	0.72	0.74	0.85	0.7	0.95		0.87	0.94	ALB
AGI	0.81	0.7	0.8	0.8	0.57	0.89	0.87		0.92	AGI
PAAS	0.92	0.65	0.73	0.83	0.61	0.96	0.94	0.92		PAAS
	SQM	LYB	DD	RS	CF	CX	ALB	AGI	PAAS

Risk-Adjusted Indicators

There is a big difference between Stepan Stock performing well and Stepan 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 Stepan'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
SQM	2.38	0.54	0.16	2.22	2.79	(2.55)	6.23	(4.33)	15.98
LYB	2.22	0.39	0.16	0.31	2.17	(2.51)	6.08	(3.84)	12.48
DD	1.34	0.31	0.18	0.28	1.38	(1.41)	3.82	(2.18)	10.08
RS	1.12	0.32	0.26	0.38	0.78	(1.26)	3.17	(1.55)	7.14
CF	1.54	0.18	0.07	0.41	1.85	(1.54)	3.53	(2.97)	8.59
CX	1.63	0.23	0.11	0.26	1.89	(1.78)	3.44	(3.18)	11.60
ALB	2.75	0.75	0.18	0.67	3.53	(2.92)	5.83	(6.18)	17.63
AGI	2.67	0.43	0.10	0.35	3.73	(2.67)	6.22	(6.26)	18.61
PAAS	3.00	0.62	0.14	0.43	3.76	(3.17)	7.23	(6.58)	24.89

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