JAKKS Pacific Correlations
| JAKK Stock | USD 25.05 0.00 0.00% |
The current 90-days correlation between JAKKS Pacific and Escalade Incorporated is 0.44 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as JAKKS Pacific moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if JAKKS Pacific moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
JAKKS Pacific Correlation With Market
Very weak diversification
The correlation between JAKKS Pacific and DJI is 0.45 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding JAKKS Pacific and DJI in the same portfolio, assuming nothing else is changed.
JAKKS |
Moving together with JAKKS Stock
| 0.68 | FORD | Forward Industries | PairCorr |
| 0.65 | ZGN | Ermenegildo Zegna Earnings Call This Week | PairCorr |
| 0.77 | AOUT | American Outdoor Brands | PairCorr |
| 0.61 | CLAR | Clarus Corp | PairCorr |
| 0.62 | AAP | Advance Auto Parts | PairCorr |
| 0.64 | FNKO | Funko Inc | PairCorr |
Moving against JAKKS Stock
| 0.51 | F | Ford Motor Aggressive Push | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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 JAKKS Stock performing well and JAKKS Pacific 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 JAKKS Pacific'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ESCA | 2.02 | (0.04) | 0.00 | (0.11) | 0.00 | 3.18 | 11.14 | |||
| CLAR | 2.00 | (0.24) | 0.00 | (0.88) | 0.00 | 4.02 | 14.81 | |||
| SEAS | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FUN | 2.08 | (0.19) | 0.00 | (0.20) | 0.00 | 4.52 | 15.35 | |||
| AOUT | 2.56 | 0.04 | 0.00 | (0.05) | 0.00 | 5.86 | 19.63 | |||
| OSW | 1.72 | (0.08) | 0.00 | (0.13) | 0.00 | 3.41 | 13.78 | |||
| LEAT | 0.90 | (0.10) | 0.00 | 0.16 | 0.00 | 2.01 | 8.17 | |||
| SIX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
JAKKS Pacific Corporate Executives
Elected by the shareholders, the JAKKS Pacific's board of directors comprises two types of representatives: JAKKS Pacific inside directors who are chosen from within the company, and outside directors, selected externally and held independent of JAKKS. The board's role is to monitor JAKKS Pacific's management team and ensure that shareholders' interests are well served. JAKKS Pacific's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, JAKKS Pacific's outside directors are responsible for providing unbiased perspectives on the board's policies.
| John Kimble | Executive CFO | Profile |