TheRealReal Correlations

REAL Stock

USD 6.17 0.47 8.25%

The current 90-days correlation between TheRealReal and Movado Group is 0.21 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as TheRealReal moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if TheRealReal moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

TheRealReal Correlation With Market

Good diversification

The correlation between TheRealReal and DJI is -0.06 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding TheRealReal 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 TheRealReal. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.

For more information on how to buy TheRealReal Stock please use our How to buy in TheRealReal Stock guide.

Moving together with TheRealReal Stock

0.83	BGI	Birks Group	Pair Corr
0.83	FOSL	Fossil Group	Pair Corr
0.89	ELA	Envela Corp	Pair Corr
0.66	MOV	Movado Group Earnings Call This Week	Pair Corr
0.76	SIG	Signet Jewelers Upward Rally	Pair Corr
0.9	BRLT	Brilliant Earth Group	Pair Corr
0.77	CTHR	Charles Colvard	Pair Corr
0.86	H	Hyatt Hotels	Pair Corr
0.78	M	Macys Inc	Pair Corr
0.83	BC	Brunswick	Pair Corr
0.72	BQ	Boqii Holding Limited	Pair Corr
0.89	FL	Foot Locker Sell-off Trend	Pair Corr
0.83	GP	GreenPower Motor	Pair Corr
0.85	LE	Lands End Earnings Call This Week	Pair Corr
0.87	RH	RH Earnings Call This Week	Pair Corr
0.86	SG	Sweetgreen	Pair Corr
0.76	SW	Smurfit WestRock plc	Pair Corr
0.89	UA	Under Armour C	Pair Corr
0.86	WW	WW International	Pair Corr

Moving against TheRealReal Stock

0.58	EM	Smart Share Global	Pair Corr
0.44	TPR	Tapestry	Pair Corr
0.44	MYTE	MYT Netherlands Parent	Pair Corr
0.75	LI	Li Auto Sell-off Trend	Pair Corr
0.55	YJ	Yunji Inc	Pair Corr
0.52	OI	O I Glass Sell-off Trend	Pair Corr

Related Correlations Analysis

	CPRI	MOV	TPR	BRLT	SIG	LANV	MYTE	FOSL
CPRI		0.24	0.04	0.34	-0.02	0.06	0.12	0.33	CPRI
MOV	0.24		0.19	0.48	0.48	-0.32	0.13	0.63	MOV
TPR	0.04	0.19		-0.64	-0.66	-0.32	0.93	-0.33	TPR
BRLT	0.34	0.48	-0.64		0.82	0.15	-0.6	0.78	BRLT
SIG	-0.02	0.48	-0.66	0.82		0.05	-0.71	0.69	SIG
LANV	0.06	-0.32	-0.32	0.15	0.05		-0.31	-0.21	LANV
MYTE	0.12	0.13	0.93	-0.6	-0.71	-0.31		-0.33	MYTE
FOSL	0.33	0.63	-0.33	0.78	0.69	-0.21	-0.33		FOSL
	CPRI	MOV	TPR	BRLT	SIG	LANV	MYTE	FOSL

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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

MYTE	+ 0.93	TPR
SIG	+ 0.82	BRLT
FOSL	+ 0.78	BRLT
FOSL	+ 0.69	SIG
FOSL	+ 0.63	MOV
BRLT	+ 0.48	MOV

High negative correlations

MYTE	- 0.71	SIG
SIG	- 0.66	TPR
BRLT	- 0.64	TPR
MYTE	- 0.6	BRLT
FOSL	- 0.33	MYTE
FOSL	- 0.33	TPR

Risk-Adjusted Indicators

There is a big difference between TheRealReal Stock performing well and TheRealReal 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 TheRealReal'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
CPRI	2.39	0.03	0.03	16.29	3.43	(2.35)	4.97	(4.23)	20.30
MOV	1.35	(0.15)	0.00	(8.38)	0.00	0.00	2.77	(2.78)	7.03
TPR	1.82	0.27	0.14	1.23	2.14	(1.96)	3.56	(3.60)	17.66
BRLT	3.21	(0.48)	0.00	0.93	0.00	0.00	5.59	(7.10)	32.30
SIG	2.66	(0.63)	0.00	0.29	0.00	0.00	3.58	(4.23)	24.56
LANV	4.27	0.30	0.07	0.90	4.76	(5.21)	13.21	(8.70)	27.75
MYTE	3.28	0.36	0.11	0.40	3.04	(4.24)	5.35	(5.58)	30.56
FOSL	4.01	(0.40)	0.00	0.55	0.00	0.00	6.79	(8.39)	37.53

TheRealReal Corporate Management

Ming Lo	Chief VP	Profile
Ali Zafer	Senior Operations	Profile
Caitlin Howe	Senior Relations	Profile
Paul Bieber	Head Markets	Profile
Caitlin JD	Senior Relations	Profile
Zaina Orbai	Chief Officer	Profile
Robert Burris	Senior Talent	Profile

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