Unum Correlations

UNMA Stock

USD 23.57 0.00 0.00%

The current 90-days correlation between Unum Group and Aegon NV ADR is -0.01 (i.e., Good diversification). The correlation of Unum 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.

Unum Correlation With Market

Average diversification

The correlation between Unum Group and DJI is 0.1 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Unum Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Unum Stock

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

Moving against Unum Stock

0.69	GNW	Genworth Financial	Pair Corr
0.58	LNC	Lincoln National	Pair Corr
0.46	CNO	CNO Financial Group	Pair Corr
0.38	FG	FG Annuities Life	Pair Corr
0.34	BRK-A	Berkshire Hathaway Earnings Call This Week	Pair Corr
0.31	GL	Globe Life	Pair Corr
0.64	GGK	Genworth Financial Earnings Call This Week	Pair Corr
0.57	MET	MetLife Sell-off Trend	Pair Corr
0.42	UNM	Unum Group	Pair Corr
0.36	GWS	Great West Lifeco	Pair Corr
0.35	PRU	Prudential Financial	Pair Corr
0.39	PLL	Prudential Financial	Pair Corr

Related Correlations Analysis

	AEG	RGA	RNR	ORI	GL	MET	AIZN	SF	CNA
AEG		0.06	0.12	-0.22	0.04	-0.07	0.18	0.08	0.08	AEG
RGA	0.06		0.88	0.22	0.84	0.43	0.56	0.43	0.78	RGA
RNR	0.12	0.88		0.02	0.83	0.22	0.7	0.28	0.84	RNR
ORI	-0.22	0.22	0.02		0.21	0.31	-0.41	0.09	0.19	ORI
GL	0.04	0.84	0.83	0.21		0.4	0.57	0.58	0.78	GL
MET	-0.07	0.43	0.22	0.31	0.4		-0.26	0.53	0.17	MET
AIZN	0.18	0.56	0.7	-0.41	0.57	-0.26		0.15	0.56	AIZN
SF	0.08	0.43	0.28	0.09	0.58	0.53	0.15		0.15	SF
CNA	0.08	0.78	0.84	0.19	0.78	0.17	0.56	0.15		CNA
	AEG	RGA	RNR	ORI	GL	MET	AIZN	SF	CNA

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

RNR	+ 0.88	RGA
GL	+ 0.84	RGA
CNA	+ 0.84	RNR
GL	+ 0.83	RNR
CNA	+ 0.78	RGA
CNA	+ 0.78	GL

High negative correlations

AIZN	- 0.41	ORI
AIZN	- 0.26	MET
ORI	- 0.22	AEG
MET	- 0.07	AEG

Risk-Adjusted Indicators

There is a big difference between Unum Stock performing well and Unum 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 Unum'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
AEG	1.25	(0.06)	(0.03)	(0.01)	2.14	(1.18)	2.74	(2.35)	11.41
RGA	1.09	0.20	0.15	0.28	0.95	(1.19)	2.36	(2.09)	12.08
RNR	1.18	0.19	0.08	(1.22)	1.36	(1.30)	2.66	(2.28)	8.86
ORI	1.17	0.14	0.04	2.23	2.03	(1.16)	2.47	(1.95)	12.07
GL	0.85	0.09	0.06	0.25	0.88	(0.95)	1.94	(1.43)	6.53
MET	1.16	(0.06)	(0.03)	0.01	1.43	(1.35)	2.56	(2.98)	7.06
AIZN	0.55	0.07	0.05	0.32	0.49	(0.69)	1.14	(1.00)	4.25
SF	1.29	(0.12)	0.00	(0.02)	0.00	0.00	2.43	(2.84)	7.93
CNA	0.75	0.11	0.06	1.14	0.80	(0.80)	1.58	(1.80)	4.93

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