Xp Correlations

XP Stock

USD 17.02 0.84 5.19%

The current 90-days correlation between Xp Inc and Jefferies Financial Group is 0.09 (i.e., Significant diversification). The correlation of Xp 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.

Xp Correlation With Market

Weak diversification

The correlation between Xp Inc and DJI is 0.39 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Xp Inc and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Xp Stock

Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Xp Inc. 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 Xp Stock

0.78	VIRT	Virtu Financial	Pair Corr
0.72	NMRD	Nemaura Medical	Pair Corr

Moving against Xp Stock

0.46	MC	Moelis Normal Trading	Pair Corr
0.31	EVR	Evercore Partners	Pair Corr
0.69	RKLB	Rocket Lab USA Aggressive Push	Pair Corr
0.47	SIDU	Sidus Space Trending	Pair Corr
0.43	EDRVY	EDP Renovveis SA	Pair Corr
0.37	MEOAF	Melbana Energy	Pair Corr

Related Correlations Analysis

	JEF	FRHC	WBS	GGAL	ORI	FHN	SF	CMA	SEIC	CIFR
JEF		-0.67	0.82	0.19	0.6	0.78	0.66	0.61	0.53	-0.37	JEF
FRHC	-0.67		-0.55	-0.64	-0.52	-0.44	-0.72	-0.42	-0.02	0.37	FRHC
WBS	0.82	-0.55		0.31	0.71	0.94	0.79	0.89	0.52	-0.34	WBS
GGAL	0.19	-0.64	0.31		0.16	0.22	0.72	0.46	-0.18	-0.09	GGAL
ORI	0.6	-0.52	0.71	0.16		0.71	0.48	0.64	0.17	-0.58	ORI
FHN	0.78	-0.44	0.94	0.22	0.71		0.66	0.83	0.63	-0.35	FHN
SF	0.66	-0.72	0.79	0.72	0.48	0.66		0.85	0.25	-0.31	SF
CMA	0.61	-0.42	0.89	0.46	0.64	0.83	0.85		0.4	-0.37	CMA
SEIC	0.53	-0.02	0.52	-0.18	0.17	0.63	0.25	0.4		-0.15	SEIC
CIFR	-0.37	0.37	-0.34	-0.09	-0.58	-0.35	-0.31	-0.37	-0.15		CIFR
	JEF	FRHC	WBS	GGAL	ORI	FHN	SF	CMA	SEIC	CIFR

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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

FHN	+ 0.94	WBS
CMA	+ 0.89	WBS
CMA	+ 0.85	SF
CMA	+ 0.83	FHN
WBS	+ 0.82	JEF
SF	+ 0.79	WBS

High negative correlations

SF	- 0.72	FRHC
FRHC	- 0.67	JEF
GGAL	- 0.64	FRHC
CIFR	- 0.58	ORI
WBS	- 0.55	FRHC
ORI	- 0.52	FRHC

Risk-Adjusted Indicators

There is a big difference between Xp Stock performing well and Xp 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 Xp'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
JEF	1.93	0.19	0.03	(1.12)	3.07	(1.82)	4.52	(4.72)	16.21
FRHC	1.68	(0.42)	0.00	2.51	0.00	0.00	2.26	(4.22)	9.94
WBS	1.22	0.06	0.04	0.11	1.91	(1.29)	3.07	(2.15)	11.02
GGAL	3.60	1.26	0.43	(0.96)	1.96	(4.82)	8.17	(3.58)	43.40
ORI	1.03	0.13	0.03	(1.32)	1.39	(1.04)	1.99	(2.41)	5.77
FHN	1.25	0.06	0.03	0.12	2.42	(1.23)	2.55	(3.81)	12.00
SF	1.18	0.17	0.11	0.19	1.39	(1.18)	2.43	(2.84)	7.58
CMA	1.28	0.33	0.20	0.30	1.37	(1.55)	2.74	(1.66)	19.74
SEIC	0.93	(0.03)	(0.01)	0.05	1.26	(0.92)	1.60	(1.71)	5.00
CIFR	5.81	0.54	0.06	(1.41)	6.23	(6.60)	18.09	(10.98)	36.13

Xp Corporate Management

Gabriel Santos	Head Selection	Profile
Guilherme Benchimol	Founder Chairman	Profile
Andr Martins	Head Relations	Profile
Jose Neto	Chief SA	Profile
Thiago Maffra	Chief Officer	Profile

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