Natures Sunshine Correlations

NATR Stock

USD 16.15 0.32 1.94%

The current 90-days correlation between Natures Sunshine Products and Seneca Foods Corp is 0.42 (i.e., Very weak diversification). The correlation of Natures Sunshine 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.

Natures Sunshine Correlation With Market

Very weak diversification

The correlation between Natures Sunshine Products and DJI is 0.51 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Natures Sunshine Products 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 Natures Sunshine Products. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in estimate.

Moving together with Natures Stock

0.8	CHD	Church Dwight Sell-off Trend	Pair Corr
0.67	CLX	Clorox Sell-off Trend	Pair Corr
0.67	ENR	Energizer Holdings	Pair Corr
0.65	NWL	Newell Brands	Pair Corr
0.65	YSG	Yatsen Holding	Pair Corr
0.84	HNST	Honest Company	Pair Corr
0.64	IPAR	Inter Parfums	Pair Corr
0.67	KVUE	Kenvue Inc Aggressive Push	Pair Corr

Moving against Natures Stock

0.78	UG	United Guardian	Pair Corr
0.7	UL	Unilever PLC ADR	Pair Corr
0.67	EL	Estee Lauder Companies	Pair Corr
0.61	DSY	Big Tree Cloud	Pair Corr
0.5	CL	Colgate Palmolive Fiscal Year End 24th of January 2025	Pair Corr
0.44	KMB	Kimberly Clark Fiscal Year End 22nd of January 2025	Pair Corr
0.36	DSYWW	Big Tree Cloud	Pair Corr
0.73	TKLF	Yoshitsu	Pair Corr
0.67	KO	Coca Cola Sell-off Trend	Pair Corr
0.62	DTCK	Davis Commodities	Pair Corr
0.6	VITL	Vital Farms	Pair Corr
0.51	REYN	Reynolds Consumer	Pair Corr
0.48	SHOT	Safety Shot	Pair Corr
0.46	COTY	Coty Inc	Pair Corr
0.44	YI	111 Inc Earnings Call Today	Pair Corr
0.38	DOLE	Dole PLC	Pair Corr
0.37	TANH	Tantech Holdings	Pair Corr
0.32	BG	Bunge Limited	Pair Corr

Related Correlations Analysis

	SENEA	CENTA	CENT	ASBFF	SENEB	MKC-V	JJSF	BRID	MMMB	LWAY
SENEA		0.07	0.12	-0.75	0.26	-0.6	0.3	-0.33	0.81	0.28	SENEA
CENTA	0.07		1.0	0.15	0.26	0.14	0.2	0.56	-0.15	-0.83	CENTA
CENT	0.12	1.0		0.1	0.28	0.1	0.2	0.54	-0.1	-0.82	CENT
ASBFF	-0.75	0.15	0.1		-0.31	0.67	-0.22	0.32	-0.75	-0.38	ASBFF
SENEB	0.26	0.26	0.28	-0.31		-0.25	0.04	0.01	0.31	-0.11	SENEB
MKC-V	-0.6	0.14	0.1	0.67	-0.25		-0.13	0.08	-0.64	-0.17	MKC-V
JJSF	0.3	0.2	0.2	-0.22	0.04	-0.13		0.02	0.25	0.12	JJSF
BRID	-0.33	0.56	0.54	0.32	0.01	0.08	0.02		-0.6	-0.65	BRID
MMMB	0.81	-0.15	-0.1	-0.75	0.31	-0.64	0.25	-0.6		0.39	MMMB
LWAY	0.28	-0.83	-0.82	-0.38	-0.11	-0.17	0.12	-0.65	0.39		LWAY
	SENEA	CENTA	CENT	ASBFF	SENEB	MKC-V	JJSF	BRID	MMMB	LWAY

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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

CENT	+ 1.0	CENTA
MMMB	+ 0.81	SENEA
MKC-V	+ 0.67	ASBFF
BRID	+ 0.56	CENTA
BRID	+ 0.54	CENT
LWAY	+ 0.39	MMMB

High negative correlations

LWAY	- 0.83	CENTA
LWAY	- 0.82	CENT
MMMB	- 0.75	ASBFF
ASBFF	- 0.75	SENEA
LWAY	- 0.65	BRID
MMMB	- 0.64	MKC-V

Risk-Adjusted Indicators

There is a big difference between Natures Stock performing well and Natures Sunshine 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 Natures Sunshine'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
SENEA	1.16	0.15	0.08	0.30	1.44	(1.31)	2.87	(1.85)	11.87
CENTA	1.25	(0.17)	0.00	(0.04)	0.00	0.00	2.74	(2.72)	6.82
CENT	1.25	(0.12)	(0.09)	(0.01)	1.44	(1.42)	2.81	(2.33)	6.39
ASBFF	0.31	(0.14)	0.00	0.73	0.00	0.00	0.00	0.00	6.28
SENEB	1.21	0.21	0.04	6.48	1.24	(2.03)	3.42	(2.64)	11.90
MKC-V	0.94	(0.01)	0.00	0.17	0.00	0.00	2.22	(2.75)	5.53
JJSF	1.00	(0.08)	(0.05)	0.05	1.22	(1.06)	2.12	(1.89)	9.61
BRID	2.27	(0.17)	0.00	(0.64)	0.00	0.00	4.52	(4.87)	32.90
MMMB	3.15	1.09	0.32	2.70	2.72	(4.20)	6.70	(4.73)	21.04
LWAY	2.22	0.42	0.13	0.95	2.29	(2.66)	4.86	(5.06)	31.34

Natures Sunshine Corporate Management

Nathan JD	General VP	Profile
Kevin Herbert	Executive America	Profile
Lynda Hammons	VP Affairs	Profile
Jonathan Lanoy	Senior Controller	Profile
Kevin Fuller	Global Officer	Profile
Henry Zhou	Managing Synergy	Profile
Sarah Crockett	Global Officer	Profile

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