Stock Suggestions

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.31	0.06	0.06	-0.07	-0.27	0.34	-0.03	-0.05	0.04	META
MSFT	0.31		0.75	-0.47	0.48	0.32	0.39	-0.1	-0.81	-0.68	MSFT
UBER	0.06	0.75		-0.45	0.47	0.51	0.07	-0.23	-0.8	-0.52	UBER
F	0.06	-0.47	-0.45		-0.59	-0.33	0.02	0.46	0.64	0.6	F
T	-0.07	0.48	0.47	-0.59		0.61	-0.09	-0.25	-0.46	-0.64	T
A	-0.27	0.32	0.51	-0.33	0.61		-0.13	-0.12	-0.32	-0.52	A
CRM	0.34	0.39	0.07	0.02	-0.09	-0.13		0.62	-0.13	-0.45	CRM
JPM	-0.03	-0.1	-0.23	0.46	-0.25	-0.12	0.62		0.35	-0.05	JPM
MRK	-0.05	-0.81	-0.8	0.64	-0.46	-0.32	-0.13	0.35		0.68	MRK
XOM	0.04	-0.68	-0.52	0.6	-0.64	-0.52	-0.45	-0.05	0.68		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

Please upgrade your account to get full access to Macroaxis premium features

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

UBER	+ 0.75	MSFT
XOM	+ 0.68	MRK
MRK	+ 0.64	F
JPM	+ 0.62	CRM
A	+ 0.61	T
XOM	+ 0.6	F

High negative correlations

MRK	- 0.81	MSFT
MRK	- 0.8	UBER
XOM	- 0.68	MSFT
XOM	- 0.64	T
T	- 0.59	F
XOM	- 0.52	A

Risk-Adjusted Indicators

There is a big difference between a company's stock performing well and the company itself 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 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
META	1.60	(0.03)	(0.01)	0.02	2.40	(1.68)	3.43	(2.67)	13.02
MSFT	1.24	(0.29)	0.00	(1.12)	0.00	0.00	1.85	(2.70)	4.90
UBER	1.47	(0.24)	0.00	(0.26)	0.00	0.00	2.50	(3.82)	10.23
F	1.47	0.18	0.10	0.52	1.32	(1.82)	3.65	(2.35)	16.30
T	0.88	(0.03)	0.00	(0.14)	0.00	0.00	1.63	(1.85)	4.30
A	1.19	(0.22)	0.00	(0.12)	0.00	0.00	2.90	(2.58)	7.85
CRM	1.53	(0.30)	0.00	(0.24)	0.00	0.00	2.94	(4.26)	12.37
JPM	1.11	0.04	(0.01)	(0.50)	1.66	(1.09)	2.00	(3.11)	7.38
MRK	1.26	0.30	0.21	0.47	1.14	(1.53)	3.59	(1.98)	8.09
XOM	1.06	0.24	0.18	0.45	0.96	(1.23)	2.38	(1.51)	5.82

Did you try this?

Run Theme Ratings Now

Theme Ratings

Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance

All Next

Launch Module

Check out your portfolio center.

Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the AI Portfolio Prophet module to use AI to generate optimal portfolios and find profitable investment opportunities.

Other Complementary Tools

	Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings
	Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets
	Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules
	Bonds Directory Find actively traded corporate debentures issued by US companies
	Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC