Tejon Ranch Correlations

TRC Stock

USD 16.58 0.03 0.18%

The current 90-days correlation between Tejon Ranch and Falcons Beyond Global is -0.1 (i.e., Good diversification). The correlation of Tejon Ranch 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.

Tejon Ranch Correlation With Market

Modest diversification

The correlation between Tejon Ranch Co and DJI is 0.21 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tejon Ranch Co and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Tejon Stock

0.61

PLX

Protalix Biotherapeutics

Pair Corr

Moving against Tejon Stock

0.43	BKNG	Booking Holdings	Pair Corr
0.36	MAA	Mid America Apartment	Pair Corr
0.48	ALL	Allstate Earnings Call Tomorrow	Pair Corr
0.31	OMC	Omnicom Group Earnings Call Tomorrow	Pair Corr
0.59	IVVD	Invivyd	Pair Corr
0.35	AVIJF	AviChina Industry	Pair Corr
0.34	FCAP	First Capital	Pair Corr
0.32	SVSN	Stereo Vision Entert	Pair Corr

Related Correlations Analysis

	FBYD	CODI	MTRX	ULH	ESEA	ORN	SRTA	SWBI	EVTL
FBYD		-0.12	-0.56	-0.5	0.52	-0.65	-0.39	-0.51	0.16	FBYD
CODI	-0.12		0.1	-0.01	0.46	0.3	-0.55	-0.15	-0.35	CODI
MTRX	-0.56	0.1		0.4	-0.24	0.46	0.41	0.39	0.11	MTRX
ULH	-0.5	-0.01	0.4		-0.52	0.74	0.54	0.8	0.47	ULH
ESEA	0.52	0.46	-0.24	-0.52		-0.41	-0.59	-0.58	-0.17	ESEA
ORN	-0.65	0.3	0.46	0.74	-0.41		0.2	0.79	0.1	ORN
SRTA	-0.39	-0.55	0.41	0.54	-0.59	0.2		0.51	0.57	SRTA
SWBI	-0.51	-0.15	0.39	0.8	-0.58	0.79	0.51		0.54	SWBI
EVTL	0.16	-0.35	0.11	0.47	-0.17	0.1	0.57	0.54		EVTL
	FBYD	CODI	MTRX	ULH	ESEA	ORN	SRTA	SWBI	EVTL

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

SWBI	+ 0.8	ULH
SWBI	+ 0.79	ORN
ORN	+ 0.74	ULH
EVTL	+ 0.57	SRTA
SRTA	+ 0.54	ULH
EVTL	+ 0.54	SWBI

High negative correlations

ORN	- 0.65	FBYD
SRTA	- 0.59	ESEA
SWBI	- 0.58	ESEA
MTRX	- 0.56	FBYD
SRTA	- 0.55	CODI
ESEA	- 0.52	ULH

Risk-Adjusted Indicators

There is a big difference between Tejon Stock performing well and Tejon Ranch 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 Tejon Ranch'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
FBYD	7.73	(0.77)	0.00	(3.10)	0.00	0.00	19.89	(15.43)	45.53
CODI	4.05	0.23	0.05	0.22	5.53	(4.08)	9.07	(6.84)	35.68
MTRX	2.41	(0.56)	0.00	(0.23)	0.00	0.00	3.71	(5.41)	21.48
ULH	3.63	0.01	0.05	0.09	3.76	(3.81)	9.11	(6.63)	18.95
ESEA	1.69	(0.13)	0.00	(0.06)	0.00	0.00	3.05	(3.50)	13.57
ORN	2.55	0.31	0.13	0.25	2.70	(3.13)	5.34	(5.52)	16.79
SRTA	3.13	(0.18)	(0.01)	0.02	3.47	(3.63)	7.73	(6.18)	23.54
SWBI	1.77	0.34	0.17	0.44	1.67	(2.17)	4.08	(2.42)	25.97
EVTL	3.96	0.14	0.04	0.15	5.29	(3.97)	9.51	(7.78)	32.52

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