Security National Correlations
| SNFCA Stock | USD 12.90 0.23 1.82% |
The current 90-days correlation between Security National and Guild Holdings Co is 0.13 (i.e., Average diversification). The correlation of Security National 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.
Security National Correlation With Market
Weak diversification
The correlation between Security National Financial and DJI is 0.35 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Security National Financial and DJI in the same portfolio, assuming nothing else is changed.
Security |
Moving together with Security Stock
| 0.8 | BN | Brookfield Corp | PairCorr |
| 0.64 | VCTR | Victory Capital Holdings | PairCorr |
| 0.73 | VINP | Vinci Partners Inves | 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
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Risk-Adjusted Indicators
There is a big difference between Security Stock performing well and Security National 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 Security National'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| GHLD | 1.50 | (0.17) | 0.00 | (0.36) | 0.00 | 3.37 | 13.35 | |||
| ECPG | 1.16 | 0.02 | 0.02 | 0.04 | 1.39 | 2.48 | 5.77 | |||
| OCN | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| HMPT | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PFSI | 1.40 | 0.01 | 0.01 | 0.02 | 2.28 | 3.14 | 12.76 | |||
| CNF | 4.02 | 0.23 | 0.04 | 4.25 | 4.60 | 9.76 | 26.33 | |||
| COOP | 1.18 | 0.20 | 0.13 | 0.36 | 1.39 | 2.21 | 7.68 | |||
| VEL | 0.71 | (0.12) | 0.00 | (5.13) | 0.00 | 1.22 | 5.62 |
Security National Corporate Management
| Thayne Atkinson | VP Officer | Profile | |
| Jeffrey Stephens | General Counsel and Corporate Secretary | Profile | |
| MAAA FSA | Vice Services | Profile | |
| Jeffrey Adams | Controller | Profile | |
| Matthew Bagley | General Counsel | Profile |