Whitbread Plc Correlations

The correlation of Whitbread Plc 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.

Whitbread Plc Correlation With Market

Good diversification

The correlation between Whitbread plc and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Whitbread plc and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Whitbread Plc could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Whitbread Plc 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 Whitbread Plc - 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 Whitbread plc to buy it.

Moving together with Whitbread Pink Sheet

  0.68WTBDY Whitbread PLC ADRPairCorr

Moving against Whitbread Pink Sheet

  0.8ACCYY Accor SAPairCorr
  0.74ACRFF Accor SAPairCorr
  0.63MAR Marriott InternationalPairCorr
  0.63SMFG Sumitomo Mitsui Financial Normal TradingPairCorr
  0.61IHG InterContinental HotelsPairCorr
  0.61SMFNF Sumitomo Mitsui Financial Normal TradingPairCorr
  0.59ICHGF InterContinental HotelsPairCorr
  0.58MFG Mizuho FinancialPairCorr
  0.57HLT Hilton Worldwide HoldingsPairCorr
  0.5MUFG Mitsubishi UFJ Financial Normal TradingPairCorr
  0.5MBFJF Mitsubishi UFJ Financial Normal TradingPairCorr
  0.48KB KB Financial GroupPairCorr
  0.69GPAEF Grupo Aeroportuario delPairCorr
  0.68MZHOF Mizuho Financial Normal TradingPairCorr
  0.64RHHBY Roche HoldingPairCorr
  0.64GOOG Alphabet Class CPairCorr
  0.62MT ArcelorMittal SA ADRPairCorr
  0.61NLY Annaly Capital ManagementPairCorr
  0.61GT Goodyear Tire RubberPairCorr
  0.59DX Dynex CapitalPairCorr
  0.51GRCE Grace TherapeuticsPairCorr
  0.51ECRFF Cartier ResourcesPairCorr
  0.49ISPO InspiratoPairCorr
  0.43BSBR Banco Santander BrasilPairCorr
  0.4JAMGF Jasper MiningPairCorr
  0.38AGX Argan Inc Upward RallyPairCorr
  0.35MITK Mitek Systems Earnings Call This WeekPairCorr
  0.32SHG Shinhan FinancialPairCorr
  0.61UNTN United Tennessee BanPairCorr
  0.59BXMT Blackstone Mortgage TrustPairCorr
  0.56INFFF Intact FinancialPairCorr
  0.56AA Alcoa Corp Earnings Call This WeekPairCorr
  0.55SRBK SR Bancorp CommonPairCorr
  0.52OHI Omega Healthcare InvPairCorr

Related Correlations Analysis


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

MCHVFBSDGY
YMHAYTOKUF
BSDGFMCHVF
CDNAFTOKUF
CDNAFYMHAY
KGFHFTOKUF
  

High negative correlations

MCHVFTOKUF
BSDGFYMHAY
BSDGFTOKUF
TOKUFBSDGY
CDNAFBSDGF
YMHAYMCHVF

Risk-Adjusted Indicators

There is a big difference between Whitbread Pink Sheet performing well and Whitbread Plc 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 Whitbread Plc'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
TNGCF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
HWDJF  1.40  0.10  0.01  0.52  1.89 
 4.73 
 14.21 
BSDGY  1.05 (0.17) 0.00 (0.27) 0.00 
 4.20 
 17.31 
TOKUF  0.23  0.13  0.00 (0.35) 0.00 
 0.00 
 7.13 
MCHVF  1.56 (0.28) 0.00  1.30  0.00 
 4.88 
 26.49 
YMHAY  1.73  0.16  0.05  0.56  1.70 
 3.50 
 7.73 
GIGNY  1.37  0.01  0.00  0.07  0.00 
 2.51 
 33.26 
BSDGF  3.26  0.21  0.03  1.53  3.45 
 7.94 
 20.66 
CDNAF  1.71  0.10  0.01  0.55  3.17 
 2.92 
 29.05 
KGFHF  1.14  0.18  0.01 (0.69) 1.82 
 3.87 
 20.45 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Whitbread Plc 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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Whitbread Plc Corporate Management

Simon EwinsManaging RestaurantsProfile
Peter ReynoldsDirector RelationsProfile
Hemant PatelCFO DirectorProfile
Mark MBAManaging InternationalProfile
Clefton VaughanG SecProfile