Vacasa Correlations

VCSA Stock

USD 5.51 0.01 0.18%

The current 90-days correlation between Vacasa Inc and OppFi Inc is 0.05 (i.e., Significant diversification). The correlation of Vacasa 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.

Vacasa Correlation With Market

Significant diversification

The correlation between Vacasa Inc and DJI is 0.06 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vacasa Inc and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vacasa Inc. 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.

Moving together with Vacasa Stock

0.71	FUBO	Fubotv Inc Aggressive Push	Pair Corr
0.67	BB	BlackBerry	Pair Corr

Moving against Vacasa Stock

0.88	MKDW	MKDWELL Tech Ordinary	Pair Corr
0.87	MI	NFT Limited	Pair Corr
0.69	GPUS	Hyperscale Data, Symbol Change	Pair Corr
0.69	SDIG	Stronghold Digital Mining	Pair Corr
0.63	MARA	Marathon Digital Holdings	Pair Corr
0.61	GRYP	Gryphon Digital Mining Earnings Call This Week	Pair Corr
0.58	ANY	Sphere 3D Corp	Pair Corr
0.55	ENLV	Enlivex Therapeutics	Pair Corr
0.55	SLNH	Soluna Holdings	Pair Corr
0.52	GBTG	Global Business Travel	Pair Corr
0.51	XTIA	XTI Aerospace,	Pair Corr
0.48	BTBT	Bit Digital Buyout Trend	Pair Corr
0.42	FRGE	Forge Global Holdings Earnings Call This Week	Pair Corr
0.41	CLSK	CleanSpark	Pair Corr
0.4	BAH	Booz Allen Hamilton	Pair Corr
0.38	FUFU	BitFuFu Class A	Pair Corr
0.37	WKEY	Wisekey International	Pair Corr
0.74	NN	Nextnav Acquisition Corp Tech Boost	Pair Corr
0.66	NA	Nano Labs	Pair Corr
0.57	DIOD	Diodes Incorporated	Pair Corr
0.57	AI	C3 Ai Inc	Pair Corr
0.54	DM	Desktop Metal Tech Boost	Pair Corr
0.47	KN	Knowles Cor	Pair Corr
0.46	KE	Kimball Electronics	Pair Corr
0.45	BL	Blackline	Pair Corr

Related Correlations Analysis

	OPFI	LAW	PWSC	ONTF	AMPL	EXFY	VTEX	FRGE	BMBL	ENV
OPFI		-0.07	0.0	0.29	0.47	0.19	0.42	-0.28	0.18	0.0	OPFI
LAW	-0.07		0.0	0.72	-0.04	0.55	0.64	0.76	0.64	0.0	LAW
PWSC	0.0	0.0		0.0	0.0	0.0	0.0	0.0	0.0	0.0	PWSC
ONTF	0.29	0.72	0.0		-0.19	0.5	0.91	0.42	0.92	0.0	ONTF
AMPL	0.47	-0.04	0.0	-0.19		0.24	-0.05	0.01	-0.43	0.0	AMPL
EXFY	0.19	0.55	0.0	0.5	0.24		0.3	0.37	0.42	0.0	EXFY
VTEX	0.42	0.64	0.0	0.91	-0.05	0.3		0.38	0.79	0.0	VTEX
FRGE	-0.28	0.76	0.0	0.42	0.01	0.37	0.38		0.36	0.0	FRGE
BMBL	0.18	0.64	0.0	0.92	-0.43	0.42	0.79	0.36		0.0	BMBL
ENV	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0		ENV
	OPFI	LAW	PWSC	ONTF	AMPL	EXFY	VTEX	FRGE	BMBL	ENV

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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

BMBL	+ 0.92	ONTF
VTEX	+ 0.91	ONTF
BMBL	+ 0.79	VTEX
FRGE	+ 0.76	LAW
ONTF	+ 0.72	LAW
VTEX	+ 0.64	LAW

High negative correlations

BMBL	- 0.43	AMPL
FRGE	- 0.28	OPFI
AMPL	- 0.19	ONTF
LAW	- 0.07	OPFI
VTEX	- 0.05	AMPL
AMPL	- 0.04	LAW

Risk-Adjusted Indicators

There is a big difference between Vacasa Stock performing well and Vacasa 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 Vacasa'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
OPFI	4.31	0.71	0.15	0.43	4.11	(5.64)	11.13	(8.47)	22.82
LAW	2.11	(0.44)	0.00	(0.73)	0.00	0.00	4.09	(4.79)	15.04
PWSC	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
ONTF	1.51	(0.23)	0.00	(0.30)	0.00	0.00	2.99	(4.37)	8.74
AMPL	2.65	0.33	0.08	0.16	3.41	(2.51)	3.93	(4.79)	28.92
EXFY	2.99	0.13	0.00	(0.02)	0.00	0.00	6.35	(5.52)	28.23
VTEX	2.47	(0.14)	0.00	(0.18)	0.00	0.00	5.24	(5.60)	29.57
FRGE	4.11	(0.48)	0.00	(0.31)	0.00	0.00	7.27	(8.43)	28.01
BMBL	3.03	(0.68)	0.00	(0.60)	0.00	0.00	6.14	(6.20)	37.84
ENV	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00

Vacasa Corporate Management

Eric Breon	CoFounder Director	Profile
Jeff Flitton	Chief Officer	Profile
Ryan CFA	Senior Development	Profile
Robert Milne	Senior Operations	Profile
Craig Gracey	Chief Controller	Profile
Craig Smith	Chief Officer	Profile
Lisa Jurinka	Chief Officer	Profile

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