Sculptor Capital Correlations

Summary

SCUDelisted Stock

USD 10.97 0.05 0.46%

The correlation of Sculptor Capital 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.

Sculptor Capital Correlation With Market

Significant diversification

The correlation between Sculptor Capital Management and DJI is 0.09 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sculptor Capital Management and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Sculptor Stock

0.63	SSNLF	Samsung Electronics	Pair Corr
0.61	PTAIF	PT Astra International	Pair Corr
0.67	AXP	American Express Fiscal Year End 24th of January 2025	Pair Corr
0.65	DIS	Walt Disney Aggressive Push	Pair Corr
0.66	JPM	JPMorgan Chase Fiscal Year End 10th of January 2025	Pair Corr
0.71	TRV	The Travelers Companies Fiscal Year End 17th of January 2025	Pair Corr
0.68	WMT	Walmart Aggressive Push	Pair Corr
0.69	BAC	Bank of America Fiscal Year End 10th of January 2025	Pair Corr
0.68	AA	Alcoa Corp Fiscal Year End 15th of January 2025	Pair Corr

Moving against Sculptor Stock

0.61	PKX	POSCO Holdings	Pair Corr
0.53	EC	Ecopetrol SA ADR	Pair Corr
0.5	KO	Coca Cola Fiscal Year End 11th of February 2025	Pair Corr
0.46	PTAIY	Astra International Tbk	Pair Corr
0.45	PFE	Pfizer Inc Fiscal Year End 4th of February 2025	Pair Corr

Related Correlations Analysis

	FMN	MYD	DHIL	NXG	FHI	BFZ	MQY	MUI	NKX	MVF
FMN		0.63	-0.57	-0.68	-0.84	0.88	0.9	-0.01	0.78	0.78	FMN
MYD	0.63		0.04	0.0	-0.22	0.69	0.8	0.31	0.58	0.88	MYD
DHIL	-0.57	0.04		0.72	0.76	-0.55	-0.38	0.11	-0.56	-0.11	DHIL
NXG	-0.68	0.0	0.72		0.89	-0.56	-0.37	0.57	-0.64	-0.19	NXG
FHI	-0.84	-0.22	0.76	0.89		-0.67	-0.57	0.31	-0.67	-0.43	FHI
BFZ	0.88	0.69	-0.55	-0.56	-0.67		0.88	0.1	0.88	0.72	BFZ
MQY	0.9	0.8	-0.38	-0.37	-0.57	0.88		0.26	0.72	0.87	MQY
MUI	-0.01	0.31	0.11	0.57	0.31	0.1	0.26		-0.09	0.26	MUI
NKX	0.78	0.58	-0.56	-0.64	-0.67	0.88	0.72	-0.09		0.57	NKX
MVF	0.78	0.88	-0.11	-0.19	-0.43	0.72	0.87	0.26	0.57		MVF
	FMN	MYD	DHIL	NXG	FHI	BFZ	MQY	MUI	NKX	MVF

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

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

MQY	+ 0.9	FMN
FHI	+ 0.89	NXG
BFZ	+ 0.88	FMN
MVF	+ 0.88	MYD
MQY	+ 0.88	BFZ
NKX	+ 0.88	BFZ

High negative correlations

FHI	- 0.84	FMN
NXG	- 0.68	FMN
NKX	- 0.67	FHI
BFZ	- 0.67	FHI
NKX	- 0.64	NXG
MQY	- 0.57	FHI

Risk-Adjusted Indicators

There is a big difference between Sculptor Stock performing well and Sculptor Capital 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 Sculptor Capital'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
FMN	0.51	(0.02)	0.00	0.26	0.00	0.00	1.07	(1.49)	5.10
MYD	0.53	0.05	(0.09)	1.66	0.53	(0.60)	1.15	(1.06)	2.65
DHIL	1.24	(0.06)	0.00	0.08	1.16	(1.59)	2.22	(2.05)	9.06
NXG	0.85	0.42	0.40	0.83	0.00	(1.00)	2.85	(0.94)	5.18
FHI	0.97	0.26	0.25	0.42	0.62	(1.22)	2.04	(1.37)	5.65
BFZ	0.39	0.00	(0.18)	(0.36)	0.55	(0.39)	0.92	(1.00)	2.57
MQY	0.44	0.03	(0.14)	(3.48)	0.57	(0.45)	0.98	(1.07)	2.74
MUI	0.30	0.04	(0.10)	0.64	0.46	(0.34)	0.73	(0.64)	3.31
NKX	0.55	(0.05)	0.00	(0.54)	0.00	0.00	1.01	(1.28)	4.62
MVF	0.52	0.04	(0.10)	(3.62)	0.64	(0.58)	0.95	(1.09)	2.81

View Sculptor Capital Related Equities

Federated Premier Municipal Blackrock Muniyield Diamond Hill Investment NXG NextGen Infrastructure Federated Investors B BlackRock California Municipal Blackrock Muniyield Quality Blackrock Muni Intermediate Nuveen California Amt Munivest Fund MFS Municipal Income Blackrock Muniyield Quality Invesco Municipal Income MFS High Income Putnam Premier Income

Risk & Return

Correlation

Still Interested in Sculptor Capital Management?

Investing in delisted delisted stocks can be risky, as the stock is no longer traded on a public exchange and can therefore be difficult to sell. Delisting typically occurs when a company has failed to meet exchange requirements or has been acquired. Before investing, it's important to thoroughly research the company, including its financial health and prospects for the future, as well as the reasons for its delisting. Additionally, it may be difficult to find accurate and up-to-date information on the company and its stock.

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

2024 Macroaxis LLC