Weis Markets Correlations

WMK Stock

USD 67.76 1.37 2.06%

The current 90-days correlation between Weis Markets and AMCON Distributing is -0.03 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Weis Markets moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Weis Markets moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Weis Markets Correlation With Market

Very weak diversification

The correlation between Weis Markets and DJI is 0.58 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Weis Markets and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Weis Stock

Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Weis Markets. 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.

For more information on how to buy Weis Stock please use our How to buy in Weis Stock guide.

Moving together with Weis Stock

0.8	BJ	BJs Wholesale Club Earnings Call This Week	Pair Corr
0.64	KR	Kroger Company Earnings Call This Week	Pair Corr
0.9	YI	111 Inc	Pair Corr
0.61	2CF	Chefs Warehouse	Pair Corr
0.68	EFC1	Etn Fr Colruyt	Pair Corr
0.8	IMKTA	Ingles Markets	Pair Corr
0.89	AVO	Mission Produce Earnings Call Shortly	Pair Corr
0.86	SYY	Sysco	Pair Corr
0.75	TGT	Target Earnings Call This Week	Pair Corr
0.86	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.81	L8G	Loblaw Companies	Pair Corr
0.63	GRDN	Guardian Pharmacy	Pair Corr
0.63	SUY1	J Sainsbury plc	Pair Corr

Moving against Weis Stock

0.81	3GX	HF FOODS GRP	Pair Corr
0.77	HITI	High Tide	Pair Corr
0.74	DTCK	Davis Commodities	Pair Corr
0.51	MSS	Maison Solutions	Pair Corr
0.41	WBUY	WEBUY GLOBAL LTD	Pair Corr
0.41	62M	Metro Inc	Pair Corr
0.4	MRU	Metro Inc	Pair Corr
0.8	SFM	Sprouts Farmers Market	Pair Corr
0.8	HFFG	Hf Foods Group	Pair Corr
0.73	HITI	High Tide	Pair Corr
0.38	HCWC	Healthy Choice Wellness	Pair Corr
0.37	2GCB	GRUPO COMCHEDRAUI	Pair Corr

Related Correlations Analysis

	ISPR	CHGG	VSA	HAIN	SKIL	YOUL	ACU	DIT	LGCY	LFVN
ISPR		-0.35	-0.45	0.36	0.16	-0.26	0.46	-0.24	-0.3	-0.34	ISPR
CHGG	-0.35		0.59	0.55	0.54	0.64	-0.69	-0.12	-0.6	0.88	CHGG
VSA	-0.45	0.59		0.19	0.43	0.61	-0.81	0.42	-0.43	0.68	VSA
HAIN	0.36	0.55	0.19		0.7	0.32	-0.2	-0.44	-0.77	0.55	HAIN
SKIL	0.16	0.54	0.43	0.7		0.26	-0.42	-0.16	-0.71	0.57	SKIL
YOUL	-0.26	0.64	0.61	0.32	0.26		-0.74	0.17	-0.51	0.74	YOUL
ACU	0.46	-0.69	-0.81	-0.2	-0.42	-0.74		-0.29	0.51	-0.77	ACU
DIT	-0.24	-0.12	0.42	-0.44	-0.16	0.17	-0.29		0.1	-0.02	DIT
LGCY	-0.3	-0.6	-0.43	-0.77	-0.71	-0.51	0.51	0.1		-0.69	LGCY
LFVN	-0.34	0.88	0.68	0.55	0.57	0.74	-0.77	-0.02	-0.69		LFVN
	ISPR	CHGG	VSA	HAIN	SKIL	YOUL	ACU	DIT	LGCY	LFVN

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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

LFVN	+ 0.88	CHGG
LFVN	+ 0.74	YOUL
SKIL	+ 0.7	HAIN
LFVN	+ 0.68	VSA
YOUL	+ 0.64	CHGG
YOUL	+ 0.61	VSA

High negative correlations

ACU	- 0.81	VSA
LFVN	- 0.77	ACU
LGCY	- 0.77	HAIN
ACU	- 0.74	YOUL
LGCY	- 0.71	SKIL
LFVN	- 0.69	LGCY

Risk-Adjusted Indicators

There is a big difference between Weis Stock performing well and Weis Markets 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 Weis Markets' 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
ISPR	4.86	0.29	0.03	(6.15)	5.87	(5.02)	9.92	(9.07)	27.28
CHGG	3.75	(0.65)	0.00	(0.17)	0.00	0.00	8.05	(9.30)	25.16
VSA	6.72	(2.48)	0.00	(2.46)	0.00	0.00	13.91	(16.22)	47.91
HAIN	3.46	(0.50)	0.00	(0.57)	0.00	0.00	5.71	(7.14)	32.12
SKIL	6.95	(1.24)	0.00	(0.46)	0.00	0.00	12.29	(15.73)	37.95
YOUL	5.77	(0.02)	(0.01)	0.04	8.67	(6.17)	11.50	(13.29)	82.82
ACU	1.33	0.24	0.15	0.35	1.20	(1.54)	3.97	(2.13)	9.49
DIT	1.20	(0.05)	0.00	(0.32)	0.00	0.00	3.66	(3.19)	9.25
LGCY	2.30	0.40	0.17	0.36	2.28	(2.80)	5.37	(4.47)	15.20
LFVN	2.86	(0.60)	0.00	(0.18)	0.00	0.00	4.62	(5.36)	22.62

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