Victorias Secret Correlations

VSCO Stock

USD 37.09 2.12 6.06%

The current 90-days correlation between Victorias Secret and Buckle Inc is 0.24 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Victorias Secret moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Victorias Secret Co moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Victorias Secret Correlation With Market

Average diversification

The correlation between Victorias Secret Co and DJI is 0.11 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Victorias Secret Co and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Victorias Secret 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 main economic indicators.

Moving together with Victorias Stock

0.81	WEYS	Weyco Group	Pair Corr
0.77	ABG	Asbury Automotive	Pair Corr
0.73	GPI	Group 1 Automotive	Pair Corr
0.96	LAD	Lithia Motors	Pair Corr
0.66	SAH	Sonic Automotive	Pair Corr
0.8	RMBL	RumbleON	Pair Corr
0.74	BH	Biglari Holdings	Pair Corr
0.93	DORM	Dorman Products	Pair Corr
0.87	EVRI	Everi Holdings	Pair Corr
0.88	FLXS	Flexsteel Industries	Pair Corr
0.75	AGS	PlayAGS	Pair Corr
0.61	CMG	Chipotle Mexican Grill Aggressive Push	Pair Corr
0.64	DAO	Youdao Inc	Pair Corr
0.63	DIN	Dine Brands Global	Pair Corr
0.8	DPZ	Dominos Pizza	Pair Corr

Moving against Victorias Stock

0.82	HVT	Haverty Furniture	Pair Corr
0.72	ASO	Academy Sports Outdoors Earnings Call This Week	Pair Corr
0.64	AEO	American Eagle Outfitters	Pair Corr
0.62	ARHS	Arhaus Inc	Pair Corr
0.61	BBY	Best Buy	Pair Corr
0.54	FND	Floor Decor Holdings	Pair Corr
0.52	SNBR	Sleep Number Corp	Pair Corr
0.5	FL	Foot Locker Earnings Call This Week	Pair Corr
0.41	VC	Visteon Corp	Pair Corr
0.88	SRI	Stoneridge	Pair Corr
0.81	LEA	Lear	Pair Corr
0.78	FOXF	Fox Factory Holding	Pair Corr
0.78	SUP	Superior Industries	Pair Corr
0.76	DAN	Dana Inc	Pair Corr
0.73	WING	Wingstop	Pair Corr
0.67	IGT	International Game	Pair Corr
0.64	MHK	Mohawk Industries	Pair Corr
0.52	ETD	Ethan Allen Interiors	Pair Corr
0.43	LNW	Light Wonder	Pair Corr
0.42	LEG	Leggett Platt	Pair Corr

Related Correlations Analysis

	ROST	PLCE	BKE	HIBB	GES	BURL	URBN	EXPR	AEO	ANF
ROST		-0.36	-0.43	-0.33	0.76	0.6	-0.03	0.71	0.44	0.2	ROST
PLCE	-0.36		0.48	0.34	-0.38	-0.03	0.41	-0.45	-0.19	-0.23	PLCE
BKE	-0.43	0.48		0.22	-0.62	0.28	0.64	-0.15	-0.59	0.1	BKE
HIBB	-0.33	0.34	0.22		-0.44	-0.17	-0.14	-0.45	-0.32	-0.43	HIBB
GES	0.76	-0.38	-0.62	-0.44		0.24	-0.01	0.44	0.8	0.38	GES
BURL	0.6	-0.03	0.28	-0.17	0.24		0.41	0.74	-0.1	0.14	BURL
URBN	-0.03	0.41	0.64	-0.14	-0.01	0.41		0.06	-0.01	0.34	URBN
EXPR	0.71	-0.45	-0.15	-0.45	0.44	0.74	0.06		-0.05	0.08	EXPR
AEO	0.44	-0.19	-0.59	-0.32	0.8	-0.1	-0.01	-0.05		0.42	AEO
ANF	0.2	-0.23	0.1	-0.43	0.38	0.14	0.34	0.08	0.42		ANF
	ROST	PLCE	BKE	HIBB	GES	BURL	URBN	EXPR	AEO	ANF

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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

AEO	+ 0.8	GES
GES	+ 0.76	ROST
EXPR	+ 0.74	BURL
EXPR	+ 0.71	ROST
URBN	+ 0.64	BKE
BURL	+ 0.6	ROST

High negative correlations

GES	- 0.62	BKE
AEO	- 0.59	BKE
EXPR	- 0.45	HIBB
EXPR	- 0.45	PLCE
GES	- 0.44	HIBB
ANF	- 0.43	HIBB

Risk-Adjusted Indicators

There is a big difference between Victorias Stock performing well and Victorias Secret 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 Victorias Secret'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
ROST	1.06	(0.11)	0.00	(0.17)	0.00	0.00	2.19	(2.62)	6.21
PLCE	7.88	1.93	0.29	0.96	6.09	(9.97)	24.62	(11.60)	107.65
BKE	1.55	0.13	0.09	0.24	1.34	(1.86)	4.83	(2.37)	7.75
HIBB	0.65	0.32	0.71	5.96	0.00	(0.67)	0.56	(0.24)	19.75
GES	1.63	(0.45)	0.00	(0.21)	0.00	0.00	2.98	(3.63)	8.81
BURL	1.35	0.02	(0.01)	0.15	1.96	(1.26)	2.72	(2.77)	9.11
URBN	1.57	(0.06)	(0.03)	0.06	1.70	(1.75)	3.86	(3.10)	7.06
EXPR	3.66	(0.19)	0.00	0.40	0.00	0.00	7.69	(6.76)	24.98
AEO	1.75	(0.39)	0.00	(0.27)	0.00	0.00	2.59	(4.39)	9.65
ANF	2.71	(0.25)	0.00	(0.04)	0.00	0.00	4.82	(4.98)	19.79

Victorias Secret Corporate Management

Donna James	Independent Director	Profile
Melinda JD	Chief Officer	Profile
Brian Leinbach	Chief Officer	Profile
Melinda McAfee	Chief Officer	Profile
Jason Ware	Investor Officer	Profile
Brad Kramer	EVP Fin	Profile

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