Marex Group Correlations
| MRX Stock | 34.18 0.44 1.30% |
The current 90-days correlation between Marex Group plc and Invitation Homes is 0.11 (i.e., Average diversification). The correlation of Marex Group 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.
Marex Group Correlation With Market
Very weak diversification
The correlation between Marex Group plc and DJI is 0.56 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Marex Group plc and DJI in the same portfolio, assuming nothing else is changed.
Marex |
Moving together with Marex Stock
| 0.84 | V | Visa Class A Sell-off Trend | PairCorr |
| 0.81 | MA | Mastercard | PairCorr |
| 0.62 | MS | Morgan Stanley | PairCorr |
| 0.73 | COF | Capital One Financial | PairCorr |
| 0.75 | IVR | Invesco Mortgage Capital | PairCorr |
| 0.71 | NLY | Annaly Capital Management | PairCorr |
| 0.74 | ORC | Orchid Island Capital | PairCorr |
| 0.69 | TWO | Two Harbors Investments | PairCorr |
| 0.63 | YRD | Yirendai | PairCorr |
| 0.87 | MAIN | Main Street Capital | PairCorr |
| 0.71 | OPFI | OppFi Inc | PairCorr |
| 0.62 | SNFCA | Security National Earnings Call This Week | PairCorr |
Moving against Marex Stock
| 0.54 | WD | Walker Dunlop | PairCorr |
| 0.51 | DHIL | Diamond Hill Investment | PairCorr |
| 0.36 | ABR | Arbor Realty Trust | PairCorr |
| 0.75 | VEL | Velocity Financial Llc | PairCorr |
| 0.48 | LMFA | LM Funding America | PairCorr |
| 0.46 | ORGN | Origin Materials | PairCorr |
| 0.38 | PYPL | PayPal Holdings 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
|
Risk-Adjusted Indicators
There is a big difference between Marex Stock performing well and Marex Group 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 Marex Group'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| RYAAY | 1.54 | 0.13 | 0.08 | 0.08 | 1.73 | 3.53 | 12.11 | |||
| INVH | 1.01 | 0.07 | 0.09 | 0.08 | 1.14 | 1.90 | 7.85 | |||
| LIND | 2.45 | (0.10) | 0.00 | (0.15) | 0.00 | 5.86 | 17.77 | |||
| EDTK | 2.37 | 0.01 | 0.03 | (0.15) | 2.80 | 5.15 | 15.33 | |||
| ARE | 1.22 | (0.01) | 0.00 | (0.09) | 0.00 | 2.70 | 7.58 | |||
| VNO-PL | 0.76 | 0.04 | 0.08 | 0.02 | 0.96 | 1.92 | 5.22 | |||
| BXP | 1.62 | (0.11) | 0.00 | (0.17) | 0.00 | 2.43 | 9.26 |
Marex Group Corporate Management
| Mahesh Vittal | Chief Americas | Profile | |
| Harvey Moses | Head Development | Profile | |
| Ann Bull | Group Compliance | Profile | |
| Graham Francis | Group Officer | Profile | |
| Robert Coates | Head Relations | Profile | |
| Liz Barrett | Group HR | Profile | |
| Michael Dugan | Chief Officer | Profile |