Tapestry Correlations

TPR Stock

USD 129.92 2.89 2.28%

The current 90-days correlation between Tapestry and Restaurant Brands International is 0.15 (i.e., Average diversification). The correlation of Tapestry 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.

Tapestry Correlation With Market

Very poor diversification

The correlation between Tapestry and DJI is 0.88 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tapestry and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Tapestry Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Tapestry. 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.

To learn how to invest in Tapestry Stock, please use our How to Invest in Tapestry guide.

Moving together with Tapestry Stock

0.75	RL	Ralph Lauren Corp Earnings Call Tomorrow	Pair Corr
0.64	CUW	Columbia Sportswear	Pair Corr
0.71	CRI	Carters	Pair Corr
0.62	MBC	MasterBrand Earnings Call This Week	Pair Corr
0.67	UAA	Under Armour A Earnings Call This Week	Pair Corr
0.67	UHG	United Homes Group	Pair Corr
0.65	GIII	G III Apparel	Pair Corr
0.61	GI4	G III Apparel	Pair Corr
0.86	IFA	iFabric Corp	Pair Corr
0.61	COLM	Columbia Sportswear Upward Rally	Pair Corr
0.77	SMSD	Samsung Electronics	Pair Corr
0.64	FMCB	Farmers Merchants Bancorp	Pair Corr
0.82	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.74	ENS	Enersys Earnings Call This Week	Pair Corr
0.77	COMP	Compass	Pair Corr
0.89	NTRS	Northern Trust	Pair Corr
0.8	KCDMY	Kimberly Clark de	Pair Corr
0.78	ALEEF	Alerio Gold Corp	Pair Corr
0.66	SECVY	Seche Environnement	Pair Corr

Moving against Tapestry Stock

0.82	KTB	Kontoor Brands	Pair Corr
0.77	PVH	PVH Corp	Pair Corr
0.74	AREB	American Rebel Holdings	Pair Corr
0.72	SBDS	SBDS Symbol Change	Pair Corr
0.52	REE	Ree Automotive Holding	Pair Corr
0.7	BROGF	BROGF	Pair Corr
0.35	NDEKY	Nitto Denko Corp	Pair Corr

Related Correlations Analysis

	QSR	XPEV	ULTA	PHM	WSM	DRI	GELHY	LI	NVR	RL
QSR		0.21	0.02	0.4	-0.41	-0.12	-0.29	-0.3	0.38	0.61	QSR
XPEV	0.21		-0.32	-0.2	-0.27	-0.33	0.23	0.37	-0.3	-0.16	XPEV
ULTA	0.02	-0.32		0.59	0.71	0.92	-0.43	-0.79	0.66	0.7	ULTA
PHM	0.4	-0.2	0.59		0.49	0.6	-0.38	-0.49	0.78	0.58	PHM
WSM	-0.41	-0.27	0.71	0.49		0.84	-0.28	-0.29	0.54	0.16	WSM
DRI	-0.12	-0.33	0.92	0.6	0.84		-0.43	-0.67	0.64	0.54	DRI
GELHY	-0.29	0.23	-0.43	-0.38	-0.28	-0.43		0.6	-0.69	-0.47	GELHY
LI	-0.3	0.37	-0.79	-0.49	-0.29	-0.67	0.6		-0.6	-0.84	LI
NVR	0.38	-0.3	0.66	0.78	0.54	0.64	-0.69	-0.6		0.67	NVR
RL	0.61	-0.16	0.7	0.58	0.16	0.54	-0.47	-0.84	0.67		RL
	QSR	XPEV	ULTA	PHM	WSM	DRI	GELHY	LI	NVR	RL

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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

DRI	+ 0.92	ULTA
DRI	+ 0.84	WSM
NVR	+ 0.78	PHM
WSM	+ 0.71	ULTA
RL	+ 0.7	ULTA
RL	+ 0.67	NVR

High negative correlations

RL	- 0.84	LI
LI	- 0.79	ULTA
NVR	- 0.69	GELHY
LI	- 0.67	DRI
NVR	- 0.6	LI
LI	- 0.49	PHM

Risk-Adjusted Indicators

There is a big difference between Tapestry Stock performing well and Tapestry 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 Tapestry'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
QSR	0.93	0.04	0.01	0.14	0.98	(1.09)	2.23	(1.84)	6.22
XPEV	3.20	(0.58)	0.00	(0.31)	0.00	0.00	6.77	(6.41)	26.46
ULTA	1.43	0.41	0.27	0.66	1.14	(1.82)	2.81	(2.03)	16.26
PHM	1.50	0.14	0.07	0.35	1.34	(2.00)	5.00	(2.19)	9.97
WSM	1.63	0.07	0.05	0.10	1.68	(1.73)	3.67	(2.83)	7.84
DRI	1.36	0.23	0.15	0.29	1.29	(1.64)	3.28	(2.51)	8.67
GELHY	1.23	(0.31)	0.00	(1.41)	0.00	0.00	2.40	(3.05)	6.49
LI	1.63	(0.30)	0.00	(0.23)	0.00	0.00	2.90	(3.27)	8.72
NVR	1.03	0.11	0.09	0.19	0.95	(1.19)	3.15	(1.92)	5.61
RL	1.40	0.09	0.07	0.13	1.30	(1.70)	3.09	(2.19)	7.40

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