Post Holdings Correlations

POST Stock

USD 111.47 1.52 1.35%

The current 90-days correlation between Post Holdings and Simply Good Foods is 0.29 (i.e., Modest diversification). The correlation of Post Holdings 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.

Post Holdings Correlation With Market

Average diversification

The correlation between Post Holdings and DJI is 0.16 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Post Holdings and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Post Holdings. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in state.

For more information on how to buy Post Stock please use our How to Invest in Post Holdings guide.

Moving together with Post Stock

0.76	CL	Colgate Palmolive	Pair Corr
0.73	DG	Dollar General	Pair Corr
0.66	MO	Altria Group	Pair Corr
0.72	PG	Procter Gamble	Pair Corr
0.72	TR	Tootsie Roll Industries	Pair Corr
0.64	UL	Unilever PLC ADR	Pair Corr
0.73	YI	111 Inc	Pair Corr
0.84	CENTA	Central Garden Pet	Pair Corr

Moving against Post Stock

0.66	UG	United Guardian	Pair Corr
0.51	K	Kellanova	Pair Corr
0.36	DTCK	Davis Commodities	Pair Corr
0.33	GV	Visionary Education	Pair Corr
0.57	WVVI	Willamette Valley	Pair Corr
0.55	BRLSW	Borealis Foods	Pair Corr
0.52	VSTA	Vasta Platform	Pair Corr
0.5	WAFU	Wah Fu Education	Pair Corr
0.49	WYHG	Wing Yip Food	Pair Corr
0.43	BOF	BranchOut Food Common	Pair Corr
0.4	ACI	Albertsons Companies	Pair Corr
0.39	EWCZ	European Wax Center	Pair Corr
0.33	VITL	Vital Farms	Pair Corr
0.32	EDBL	Edible Garden AG	Pair Corr

Related Correlations Analysis

	SMPL	THS	JJSF	CENTA	BRBR	SENEB	LANC	HAIN	UTZ	JBSS
SMPL		0.11	0.43	0.75	0.71	-0.28	0.44	0.64	0.55	0.07	SMPL
THS	0.11		0.12	-0.05	0.09	-0.11	-0.06	0.12	0.06	0.2	THS
JJSF	0.43	0.12		0.46	-0.05	-0.56	0.35	0.92	0.95	0.63	JJSF
CENTA	0.75	-0.05	0.46		0.55	-0.26	0.67	0.62	0.63	0.09	CENTA
BRBR	0.71	0.09	-0.05	0.55		-0.04	0.22	0.21	0.05	-0.13	BRBR
SENEB	-0.28	-0.11	-0.56	-0.26	-0.04		-0.18	-0.62	-0.56	-0.22	SENEB
LANC	0.44	-0.06	0.35	0.67	0.22	-0.18		0.46	0.57	-0.14	LANC
HAIN	0.64	0.12	0.92	0.62	0.21	-0.62	0.46		0.95	0.46	HAIN
UTZ	0.55	0.06	0.95	0.63	0.05	-0.56	0.57	0.95		0.47	UTZ
JBSS	0.07	0.2	0.63	0.09	-0.13	-0.22	-0.14	0.46	0.47		JBSS
	SMPL	THS	JJSF	CENTA	BRBR	SENEB	LANC	HAIN	UTZ	JBSS

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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

UTZ	+ 0.95	JJSF
UTZ	+ 0.95	HAIN
HAIN	+ 0.92	JJSF
CENTA	+ 0.75	SMPL
BRBR	+ 0.71	SMPL
LANC	+ 0.67	CENTA

High negative correlations

HAIN	- 0.62	SENEB
UTZ	- 0.56	SENEB
SENEB	- 0.56	JJSF
SENEB	- 0.28	SMPL
SENEB	- 0.26	CENTA
JBSS	- 0.22	SENEB

Risk-Adjusted Indicators

There is a big difference between Post Stock performing well and Post Holdings 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 Post Holdings' 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
SMPL	1.28	0.07	0.04	0.12	1.65	(1.49)	3.00	(3.03)	9.43
THS	1.62	(0.17)	0.00	(0.36)	0.00	0.00	2.54	(3.55)	14.33
JJSF	1.23	(0.52)	0.00	(0.97)	0.00	0.00	2.23	(3.47)	9.17
CENTA	1.51	0.08	0.04	0.66	1.74	(1.70)	2.81	(2.51)	11.78
BRBR	1.26	0.13	0.08	0.15	1.53	(1.25)	2.80	(2.28)	9.05
SENEB	1.64	0.36	0.13	(0.79)	1.56	(2.92)	4.66	(3.81)	18.07
LANC	1.37	(0.05)	0.00	(0.06)	0.00	0.00	2.81	(2.41)	9.81
HAIN	3.11	(0.84)	0.00	(0.70)	0.00	0.00	5.25	(8.27)	19.15
UTZ	1.63	(0.39)	0.00	(0.41)	0.00	0.00	2.30	(4.13)	8.25
JBSS	1.37	(0.25)	0.00	(0.37)	0.00	0.00	2.11	(2.94)	13.65

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