Visa Correlations

V Stock

USD 328.12 3.21 0.99%

The current 90-days correlation between Visa Class A and Mastercard is 0.85 (i.e., Very poor diversification). The correlation of Visa 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.

Visa Correlation With Market

Modest diversification

The correlation between Visa Class A and DJI is 0.2 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Visa Class A and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Visa Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Visa Class A. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in small area income & poverty estimates.

Moving together with Visa Stock

0.94

Mastercard

Pair Corr

Moving against Visa Stock

0.38	RILYL	B Riley Financial	Pair Corr
0.31	NFG	National Fuel Gas	Pair Corr

Related Correlations Analysis

	MA	JPM	AXP	SEZL	SLM	BAC	PYPL	ALLY
MA		0.79	0.77	0.44	0.04	0.79	0.15	0.67	MA
JPM	0.79		0.74	0.52	-0.01	0.93	-0.03	0.74	JPM
AXP	0.77	0.74		0.61	0.07	0.72	0.3	0.73	AXP
SEZL	0.44	0.52	0.61		-0.07	0.63	-0.17	0.83	SEZL
SLM	0.04	-0.01	0.07	-0.07		-0.01	0.2	-0.09	SLM
BAC	0.79	0.93	0.72	0.63	-0.01		-0.21	0.82	BAC
PYPL	0.15	-0.03	0.3	-0.17	0.2	-0.21		-0.24	PYPL
ALLY	0.67	0.74	0.73	0.83	-0.09	0.82	-0.24		ALLY
	MA	JPM	AXP	SEZL	SLM	BAC	PYPL	ALLY

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

BAC	+ 0.93	JPM
ALLY	+ 0.83	SEZL
ALLY	+ 0.82	BAC
JPM	+ 0.79	MA
BAC	+ 0.79	MA
AXP	+ 0.77	MA

High negative correlations

ALLY	- 0.24	PYPL
PYPL	- 0.21	BAC
PYPL	- 0.17	SEZL
ALLY	- 0.09	SLM
SLM	- 0.07	SEZL
PYPL	- 0.03	JPM

Risk-Adjusted Indicators

There is a big difference between Visa Stock performing well and Visa 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 Visa'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
MA	0.99	(0.13)	0.00	(0.05)	0.00	0.00	2.37	(1.77)	8.31
JPM	1.20	0.10	(0.01)	(0.27)	1.67	(1.24)	2.34	(3.11)	7.38
AXP	1.13	(0.02)	(0.05)	(0.04)	1.67	(1.07)	2.34	(2.18)	7.47
SEZL	3.28	(0.02)	0.03	0.08	4.22	(3.42)	7.53	(6.55)	20.68
SLM	1.49	(0.09)	(0.02)	0.01	3.38	(1.29)	3.45	(3.17)	20.19
BAC	0.96	0.10	0.00	(0.84)	1.35	(0.96)	1.73	(2.16)	5.64
PYPL	1.58	(0.80)	0.00	(0.46)	0.00	0.00	1.98	(3.18)	24.55
ALLY	1.32	0.13	0.02	(1.68)	1.56	(1.41)	2.99	(2.79)	8.02

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