Willis Towers Correlations
| WTW Stock | USD 314.40 0.24 0.08% |
The current 90-days correlation between Willis Towers Watson and Arthur J Gallagher is 0.62 (i.e., Poor diversification). The correlation of Willis Towers 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.
Willis Towers Correlation With Market
Modest diversification
The correlation between Willis Towers Watson and DJI is 0.29 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Willis Towers Watson and DJI in the same portfolio, assuming nothing else is changed.
Willis |
Moving together with Willis Stock
| 0.68 | EHTH | eHealth | PairCorr |
| 0.88 | AON | Aon PLC | PairCorr |
| 0.91 | BRO | Brown Brown Sell-off Trend | PairCorr |
| 0.71 | GOCO | GoHealth | PairCorr |
| 0.78 | TWFG | TWFG, Class A Downward Rally | PairCorr |
| 0.83 | C | Citigroup Aggressive Push | PairCorr |
| 0.65 | L | Loews Corp Sell-off Trend | PairCorr |
| 0.88 | V | Visa Class A | PairCorr |
| 0.73 | DHIL | Diamond Hill Investment | PairCorr |
| 0.87 | DIST | Distoken Acquisition | PairCorr |
| 0.83 | AX | Axos Financial | PairCorr |
| 0.7 | BK | Bank of New York Fiscal Year End 10th of January 2025 | PairCorr |
| 0.73 | BN | Brookfield Corp | PairCorr |
| 0.78 | BX | Blackstone Group Normal Trading | PairCorr |
| 0.84 | BY | Byline Bancorp Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.65 | CG | Carlyle Group | PairCorr |
| 0.69 | CM | Canadian Imperial Bank Fiscal Year End 5th of December 2024 | PairCorr |
| 0.67 | FG | FG Annuities Life | PairCorr |
| 0.87 | GS | Goldman Sachs Group Fiscal Year End 21st of January 2025 | PairCorr |
Moving against Willis Stock
| 0.76 | RELI | Reliance Global Group | PairCorr |
| 0.74 | ERIE | Erie Indemnity | PairCorr |
| 0.46 | TIRX | Tian Ruixiang Holdings | PairCorr |
| 0.42 | ZBAO | Zhibao Technology Class | PairCorr |
| 0.42 | BWIN | Baldwin Insurance Symbol Change | PairCorr |
| 0.36 | HUIZ | Huize Holding Earnings Call This Week | PairCorr |
| 0.31 | AIFU | Fanhua Inc Symbol Change | PairCorr |
| 0.55 | EG | Everest Group | PairCorr |
| 0.56 | PT | Pintec Technology | PairCorr |
| 0.51 | IX | Orix Corp Ads | PairCorr |
| 0.42 | RM | Regional Management Corp | PairCorr |
| 0.33 | HG | Hamilton Insurance Group, | PairCorr |
Related Correlations Analysis
| 0.66 | -0.06 | 0.3 | -0.24 | -0.02 | MMC | ||
| 0.66 | 0.46 | -0.24 | 0.28 | 0.4 | AJG | ||
| -0.06 | 0.46 | -0.71 | 0.87 | 0.83 | BRO | ||
| 0.3 | -0.24 | -0.71 | -0.82 | -0.5 | ERIE | ||
| -0.24 | 0.28 | 0.87 | -0.82 | 0.7 | AON | ||
| -0.02 | 0.4 | 0.83 | -0.5 | 0.7 | CRVL | ||
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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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Willis Stock performing well and Willis Towers 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 Willis Towers' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MMC | 0.67 | (0.03) | (0.12) | 0.04 | 0.83 | 1.20 | 3.78 | |||
| AJG | 0.89 | 0.01 | (0.05) | 0.14 | 1.15 | 2.16 | 5.31 | |||
| BRO | 0.91 | 0.04 | 0.00 | 0.19 | 1.02 | 1.88 | 5.25 | |||
| ERIE | 1.40 | (0.28) | 0.00 | (0.20) | 0.00 | 2.09 | 10.81 | |||
| AON | 0.70 | 0.15 | 0.09 | 0.50 | 0.53 | 1.43 | 7.95 | |||
| CRVL | 1.44 | 0.05 | 0.12 | 0.15 | 1.19 | 3.26 | 13.45 |
Willis Towers Corporate Management
| Claudia Hoz | Head Relations | Profile | |
| Matthew Furman | General Counsel | Profile | |
| Pam Rollins | Head Communication | Profile | |
| Kristy Banas | Marketing Officer | Profile | |
| Alexis Faber | Chief Officer | Profile | |
| Joseph Kurpis | Principal Controller | Profile |