Lulus Fashion Correlations

LVLU Stock

USD 1.16 0.08 7.41%

The current 90-days correlation between Lulus Fashion Lounge and Citi Trends is 0.14 (i.e., Average diversification). The correlation of Lulus Fashion 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.

Lulus Fashion Correlation With Market

Significant diversification

The correlation between Lulus Fashion Lounge and DJI is 0.08 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lulus Fashion Lounge and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Lulus Fashion Lounge. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis.

Moving together with Lulus Stock

0.85	DIBS	1StdibsCom	Pair Corr
0.61	BQ	Boqii Holding Limited	Pair Corr
0.61	FL	Foot Locker	Pair Corr
0.74	LE	Lands End	Pair Corr
0.67	DLTH	Duluth Holdings	Pair Corr
0.74	DXLG	Destination XL Group	Pair Corr
0.78	EDUC	Educational Development	Pair Corr
0.74	AEO	American Eagle Outfitters Sell-off Trend	Pair Corr
0.74	BBY	Best Buy	Pair Corr
0.88	BGI	Birks Group	Pair Corr

Moving against Lulus Stock

0.87	VSCO	Victorias Secret Sell-off Trend	Pair Corr
0.77	RH	RH	Pair Corr
0.71	WINA	Winmark	Pair Corr
0.65	M	Macys Inc	Pair Corr
0.65	ETSY	Etsy Inc Sell-off Trend	Pair Corr
0.49	LB	LandBridge Company	Pair Corr
0.38	AN	AutoNation	Pair Corr
0.32	HD	Home Depot	Pair Corr
0.32	WEYS	Weyco Group	Pair Corr
0.88	DDS	Dillards	Pair Corr
0.85	WRBY	Warby Parker	Pair Corr
0.84	BKE	Buckle Inc	Pair Corr
0.75	BBW	Build A Bear	Pair Corr
0.74	AAP	Advance Auto Parts	Pair Corr
0.66	FIVE	Five Below	Pair Corr
0.6	AZO	AutoZone	Pair Corr
0.56	ABG	Asbury Automotive	Pair Corr
0.44	DKS	Dicks Sporting Goods	Pair Corr

Related Correlations Analysis

	CTRN	TLYS	ZUMZ	JILL	DLTH	GCO	CATO	SCVL	HIBB	LE
CTRN		-0.47	-0.37	0.68	-0.62	0.9	-0.69	-0.45	0.24	-0.6	CTRN
TLYS	-0.47		0.54	-0.3	0.59	-0.59	0.19	0.74	-0.36	0.69	TLYS
ZUMZ	-0.37	0.54		0.14	0.6	-0.27	0.02	0.29	-0.12	0.59	ZUMZ
JILL	0.68	-0.3	0.14		-0.45	0.83	-0.78	-0.45	0.19	-0.49	JILL
DLTH	-0.62	0.59	0.6	-0.45		-0.68	0.4	0.41	-0.2	0.85	DLTH
GCO	0.9	-0.59	-0.27	0.83	-0.68		-0.78	-0.53	0.29	-0.69	GCO
CATO	-0.69	0.19	0.02	-0.78	0.4	-0.78		0.27	-0.06	0.49	CATO
SCVL	-0.45	0.74	0.29	-0.45	0.41	-0.53	0.27		-0.5	0.55	SCVL
HIBB	0.24	-0.36	-0.12	0.19	-0.2	0.29	-0.06	-0.5		-0.21	HIBB
LE	-0.6	0.69	0.59	-0.49	0.85	-0.69	0.49	0.55	-0.21		LE
	CTRN	TLYS	ZUMZ	JILL	DLTH	GCO	CATO	SCVL	HIBB	LE

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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

GCO	+ 0.9	CTRN
LE	+ 0.85	DLTH
GCO	+ 0.83	JILL
SCVL	+ 0.74	TLYS
LE	+ 0.69	TLYS
JILL	+ 0.68	CTRN

High negative correlations

CATO	- 0.78	GCO
CATO	- 0.78	JILL
LE	- 0.69	GCO
CATO	- 0.69	CTRN
GCO	- 0.68	DLTH
DLTH	- 0.62	CTRN

Risk-Adjusted Indicators

There is a big difference between Lulus Stock performing well and Lulus Fashion 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 Lulus Fashion'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
CTRN	2.34	0.53	0.18	0.43	2.47	(2.74)	5.76	(4.32)	21.30
TLYS	3.29	(0.45)	0.00	(0.37)	0.00	0.00	6.81	(5.92)	17.25
ZUMZ	2.39	(0.22)	0.00	(0.33)	0.00	0.00	5.80	(4.72)	18.78
JILL	1.81	0.07	0.02	0.21	2.17	(2.02)	3.47	(3.51)	11.60
DLTH	2.06	(0.32)	0.00	(0.41)	0.00	0.00	3.47	(4.37)	15.28
GCO	2.77	0.63	0.25	0.32	2.26	(3.17)	8.39	(3.12)	16.98
CATO	3.79	(0.02)	0.00	0.05	0.00	0.00	8.40	(7.29)	38.92
SCVL	2.01	(0.39)	0.00	(19.24)	0.00	0.00	3.73	(5.49)	12.45
HIBB	0.65	0.34	1.00	(1.01)	0.00	(0.67)	0.56	(0.24)	19.75
LE	2.64	(0.33)	0.00	(0.13)	0.00	0.00	5.74	(6.67)	20.38

Lulus Fashion Corporate Management

Tiffany Smith	Chief Officer	Profile
David McCreight	Executive Board	Profile
Naomi BeckmanStraus	General Secretary	Profile
Laura Deady	Chief Officer	Profile

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