Vroom, Correlations

VRM Stock

USD 20.83 0.95 4.78%

The current 90-days correlation between Vroom Common Stock and China Automotive Systems is -0.06 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vroom, moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vroom Common Stock moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Vroom, Correlation With Market

Weak diversification

The correlation between Vroom Common Stock and DJI is 0.34 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vroom Common Stock and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Vroom, could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vroom, when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vroom, - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vroom Common Stock to buy it.

Moving together with Vroom, Pink Sheet

0.69	PLUG	Plug Power Buyout Trend	Pair Corr
0.62	RXRX	Recursion Pharmaceuticals	Pair Corr
0.74	AUR	Aurora Innovation	Pair Corr
0.61	BA	Boeing	Pair Corr
0.64	HPQ	HP Inc	Pair Corr
0.71	HD	Home Depot	Pair Corr
0.61	DIS	Walt Disney	Pair Corr

Moving against Vroom, Pink Sheet

0.66	KO	Coca Cola	Pair Corr
0.58	MMM	3M Company	Pair Corr
0.58	CSCO	Cisco Systems	Pair Corr
0.53	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.52	MRK	Merck Company	Pair Corr
0.49	DD	Dupont De Nemours	Pair Corr
0.47	TRV	The Travelers Companies	Pair Corr
0.42	JNJ	Johnson Johnson	Pair Corr
0.4	F	Ford Motor	Pair Corr
0.35	IBM	International Business	Pair Corr

Related Correlations Analysis

	CJET	CAAS	FFAI	PLBY	COOK	CLAR	MAMO	KEQU	LAZR	LIDR
CJET		0.74	0.88	-0.62	0.54	-0.4	-0.74	0.81	0.85	0.66	CJET
CAAS	0.74		0.59	-0.43	0.8	-0.31	-0.45	0.56	0.49	0.24	CAAS
FFAI	0.88	0.59		-0.59	0.46	-0.33	-0.67	0.83	0.81	0.72	FFAI
PLBY	-0.62	-0.43	-0.59		-0.25	0.39	0.66	-0.73	-0.71	-0.27	PLBY
COOK	0.54	0.8	0.46	-0.25		-0.27	-0.23	0.36	0.26	0.1	COOK
CLAR	-0.4	-0.31	-0.33	0.39	-0.27		0.35	-0.31	-0.35	-0.21	CLAR
MAMO	-0.74	-0.45	-0.67	0.66	-0.23	0.35		-0.81	-0.83	-0.5	MAMO
KEQU	0.81	0.56	0.83	-0.73	0.36	-0.31	-0.81		0.86	0.54	KEQU
LAZR	0.85	0.49	0.81	-0.71	0.26	-0.35	-0.83	0.86		0.69	LAZR
LIDR	0.66	0.24	0.72	-0.27	0.1	-0.21	-0.5	0.54	0.69		LIDR
	CJET	CAAS	FFAI	PLBY	COOK	CLAR	MAMO	KEQU	LAZR	LIDR

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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

FFAI	+ 0.88	CJET
LAZR	+ 0.86	KEQU
LAZR	+ 0.85	CJET
KEQU	+ 0.83	FFAI
KEQU	+ 0.81	CJET
LAZR	+ 0.81	FFAI

High negative correlations

LAZR	- 0.83	MAMO
KEQU	- 0.81	MAMO
MAMO	- 0.74	CJET
KEQU	- 0.73	PLBY
LAZR	- 0.71	PLBY
MAMO	- 0.67	FFAI

Risk-Adjusted Indicators

There is a big difference between Vroom, Pink Sheet performing well and Vroom, 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 Vroom,'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
CJET	6.78	(5.04)	0.00	54.41	0.00	0.00	9.68	(20.59)	67.78
CAAS	1.45	(0.16)	0.00	(0.23)	0.00	0.00	3.02	(3.15)	11.14
FFAI	4.21	(0.32)	0.00	(0.08)	0.00	0.00	8.82	(8.11)	18.48
PLBY	3.47	0.49	0.09	(0.95)	4.08	(3.84)	6.43	(6.52)	33.37
COOK	4.52	(0.23)	0.00	(0.01)	0.00	0.00	10.99	(8.11)	35.89
CLAR	1.82	(0.07)	0.00	(0.03)	0.00	0.00	3.66	(3.78)	16.48
MAMO	4.04	0.97	0.13	2.90	6.16	(4.38)	9.49	(7.43)	48.20
KEQU	1.48	(0.22)	0.00	(0.29)	0.00	0.00	3.39	(2.95)	10.41
LAZR	12.13	(1.77)	0.00	(39.58)	0.00	0.00	17.05	(45.02)	236.06
LIDR	4.17	(0.23)	0.00	(0.07)	0.00	0.00	9.62	(7.81)	20.81

Be your own money manager

Our tools can tell you how much better you can do entering a position in Vroom, without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Vroom, Corporate Management

Mark Roszkowski	Consultant	Profile
Robert Krakowiak	CFO Treasurer	Profile
Allen Miller	Investor Officer	Profile
AnnaLisa Corrales	Chief Officer	Profile
Liam Harrington	Vice Relations	Profile
John Caine	Chief Officer	Profile
Agnieszka Zakowicz	Senior Officer	Profile

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