El Pollo Correlations
| LOCO Stock | USD 10.27 0.18 1.72% |
A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as El Pollo moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if El Pollo Loco moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
El Pollo Correlation With Market
Very weak diversification
The correlation between El Pollo Loco and DJI is 0.47 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding El Pollo Loco and DJI in the same portfolio, assuming nothing else is changed.
LOCO |
Moving together with LOCO Stock
| 0.64 | FUN | Six Flags Entertainment | PairCorr |
| 0.79 | XPOF | Xponential Fitness | PairCorr |
| 0.65 | PLAY | Dave Busters Enterta | PairCorr |
| 0.84 | HD | Home Depot | PairCorr |
| 0.71 | FNKO | Funko Inc | PairCorr |
| 0.75 | CRI | Carters | PairCorr |
| 0.79 | KTB | Kontoor Brands | PairCorr |
| 0.61 | WWW | Wolverine World Wide | PairCorr |
| 0.7 | JAKK | JAKKS Pacific | PairCorr |
| 0.64 | PRPL | Purple Innovation | PairCorr |
| 0.76 | ARMK | Aramark Holdings | PairCorr |
| 0.8 | COOK | Traeger | PairCorr |
Moving against LOCO Stock
| 0.63 | RTMVF | Rightmove plc | PairCorr |
| 0.63 | GORO | Gold Resource | PairCorr |
| 0.59 | MFON | Mobivity Holdings | PairCorr |
| 0.53 | TCTZF | Tencent Holdings Downward Rally | PairCorr |
| 0.5 | INVX | Innovex International, Symbol Change | PairCorr |
| 0.5 | RBKB | Rhinebeck Bancorp | PairCorr |
| 0.46 | CBYDF | Corby Spirit | PairCorr |
| 0.39 | HII | Huntington Ingalls | PairCorr |
| 0.39 | KEY-PI | KeyCorp | PairCorr |
| 0.37 | DNCVF | Defiance Silver Corp | PairCorr |
| 0.33 | CDUAF | Canadian Utilities | 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 LOCO Stock performing well and El Pollo 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 El Pollo'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CHUY | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FATBB | 3.97 | 0.16 | 0.04 | (0.64) | 5.46 | 8.43 | 32.00 | |||
| PBPB | 2.53 | 0.08 | 0.00 | (0.02) | 0.00 | 4.28 | 32.87 | |||
| BJRI | 1.59 | (0.10) | 0.00 | (0.20) | 0.00 | 3.24 | 13.32 | |||
| STKS | 2.85 | (0.01) | 0.00 | (0.08) | 0.00 | 6.57 | 20.30 | |||
| FRGI | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| DIN | 2.15 | (0.20) | 0.00 | (0.25) | 0.00 | 3.73 | 16.16 | |||
| EAT | 2.75 | 0.32 | 0.08 | 0.11 | 3.26 | 5.96 | 24.04 | |||
| RUTH | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| BLMN | 2.99 | (0.51) | 0.00 | (0.45) | 0.00 | 6.09 | 26.53 |
El Pollo Corporate Management
| Anne Jollay | Chief EVP | Profile | |
| Tim Welsh | Chief Officer | Profile | |
| Bjorn Erland | Chief Officer | Profile | |
| Jill Adams | Chief Officer | Profile | |
| Clark Matthews | Chief Officer | Profile | |
| Andy Rebhun | Chief Officer | Profile |