Stellantis Correlations

STLA Stock

USD 7.77 0.13 1.65%

The current 90-days correlation between Stellantis NV and Li Auto is -0.15 (i.e., Good diversification). The correlation of Stellantis 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.

Stellantis Correlation With Market

Very good diversification

The correlation between Stellantis NV and DJI is -0.33 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Stellantis NV and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Stellantis Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Stellantis NV. 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 against Stellantis Stock

0.69	TFLM	TFLM	Pair Corr
0.67	OBYCF	Obayashi	Pair Corr
0.66	RILYL	B Riley Financial	Pair Corr
0.59	THO	Thor Industries Downward Rally	Pair Corr
0.59	RCKY	Rocky Brands	Pair Corr
0.58	TM	Toyota Motor	Pair Corr
0.58	SECVY	Seche Environnement	Pair Corr
0.52	ENS	Enersys	Pair Corr
0.5	YLLXF	Yellow Cake plc	Pair Corr
0.48	APETF	Alpha Esports Tech	Pair Corr
0.47	NFG	National Fuel Gas	Pair Corr

Related Correlations Analysis

	LI	LEN	TSCO	XPEV	VIK	RIVN	ROL	NIO	EXPE
LI		0.44	0.61	0.6	-0.53	-0.35	-0.31	0.83	-0.54	LI
LEN	0.44		0.52	0.3	-0.44	-0.38	-0.05	0.31	-0.37	LEN
TSCO	0.61	0.52		0.19	-0.37	-0.57	0.13	0.35	-0.61	TSCO
XPEV	0.6	0.3	0.19		-0.73	0.14	-0.6	0.81	0.14	XPEV
VIK	-0.53	-0.44	-0.37	-0.73		0.24	0.6	-0.78	0.23	VIK
RIVN	-0.35	-0.38	-0.57	0.14	0.24		-0.35	-0.12	0.79	RIVN
ROL	-0.31	-0.05	0.13	-0.6	0.6	-0.35		-0.61	-0.21	ROL
NIO	0.83	0.31	0.35	0.81	-0.78	-0.12	-0.61		-0.25	NIO
EXPE	-0.54	-0.37	-0.61	0.14	0.23	0.79	-0.21	-0.25		EXPE
	LI	LEN	TSCO	XPEV	VIK	RIVN	ROL	NIO	EXPE

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

NIO	+ 0.83	LI
NIO	+ 0.81	XPEV
EXPE	+ 0.79	RIVN
TSCO	+ 0.61	LI
XPEV	+ 0.6	LI
ROL	+ 0.6	VIK

High negative correlations

NIO	- 0.78	VIK
VIK	- 0.73	XPEV
NIO	- 0.61	ROL
EXPE	- 0.61	TSCO
ROL	- 0.6	XPEV
RIVN	- 0.57	TSCO

Risk-Adjusted Indicators

There is a big difference between Stellantis Stock performing well and Stellantis 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 Stellantis' 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
LI	1.78	(0.16)	0.00	(0.07)	0.00	0.00	3.54	(3.27)	9.90
LEN	1.85	(0.07)	(0.02)	0.02	2.19	(2.07)	5.40	(3.47)	11.86
TSCO	1.37	(0.03)	(0.03)	0.02	2.02	(1.32)	3.03	(2.17)	11.90
XPEV	3.09	(0.40)	0.00	(0.17)	0.00	0.00	6.77	(6.41)	26.46
VIK	1.71	0.28	0.20	0.24	1.35	(2.04)	5.05	(2.50)	9.58
RIVN	2.92	(0.17)	0.00	(0.03)	0.00	0.00	9.81	(6.11)	22.19
ROL	0.90	(0.03)	(0.03)	0.02	2.17	(0.85)	1.51	(1.49)	6.01
NIO	2.43	(0.51)	0.00	(0.62)	0.00	0.00	4.59	(5.45)	11.98
EXPE	2.04	(0.29)	0.00	(0.08)	0.00	0.00	4.08	(3.29)	20.67

Stellantis Corporate Management

Hitesh Jain	General Region	Profile
Daria Colvett	CIO Digital	Profile
Bertrand Blaise	Chief Officer	Profile
Olivier Francois	Head Officer	Profile
Michael Manley	Head of Americas	Profile

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