Village Farms Correlations

VFF Stock

USD 0.79 0.01 1.25%

The current 90-days correlation between Village Farms Intern and Alico Inc is 0.07 (i.e., Significant diversification). The correlation of Village Farms 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.

Village Farms Correlation With Market

Good diversification

The correlation between Village Farms International and DJI is -0.17 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Village Farms International 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 Village Farms International. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in census.

Moving together with Village Stock

0.64	BG	Bunge Limited	Pair Corr
0.75	EDBL	Edible Garden AG	Pair Corr
0.81	ADM	Archer Daniels Midland	Pair Corr
0.78	BGS	BG Foods	Pair Corr
0.77	BUD	Anheuser Busch Inbev	Pair Corr
0.84	CAG	ConAgra Foods	Pair Corr
0.87	CPB	Campbell Soup Downward Rally	Pair Corr
0.8	DDC	DDC Enterprise	Pair Corr
0.64	FLO	Flowers Foods	Pair Corr
0.88	FMX	Fomento Economico	Pair Corr
0.83	GIS	General Mills	Pair Corr
0.83	HSY	Hershey	Pair Corr
0.89	KHC	Kraft Heinz	Pair Corr
0.72	LND	Brasilagro Adr	Pair Corr
0.77	MKC	McCormick Company Fiscal Year End 23rd of January 2025	Pair Corr
0.89	RGF	Real Good Food	Pair Corr

Moving against Village Stock

0.81	FDP	Fresh Del Monte	Pair Corr
0.76	LW	Lamb Weston Holdings	Pair Corr
0.75	FRPT	Freshpet	Pair Corr
0.73	FTFT	Future Fintech Group	Pair Corr
0.67	K	Kellanova Sell-off Trend	Pair Corr
0.65	DAR	Darling Ingredients	Pair Corr
0.63	MO	Altria Group	Pair Corr
0.46	PM	Philip Morris Intern	Pair Corr
0.36	TR	Tootsie Roll Industries	Pair Corr
0.35	FAMI	Farmmi Inc	Pair Corr
0.9	TPB	Turning Point Brands	Pair Corr
0.88	LSF	Laird Superfood	Pair Corr
0.83	SENEA	Seneca Foods Corp	Pair Corr
0.78	PPC	Pilgrims Pride Corp	Pair Corr
0.78	SAM	Boston Beer	Pair Corr
0.77	TAP	Molson Coors Brewing	Pair Corr
0.7	INGR	Ingredion Incorporated	Pair Corr
0.68	UVV	Universal	Pair Corr
0.64	JVA	Coffee Holding	Pair Corr
0.38	JJSF	J J Snack	Pair Corr

Related Correlations Analysis

	FDP	ALCO	AGRO	LND	DOLE	CALM	VITL	LOCL	AFRI
FDP		-0.36	-0.15	-0.64	-0.4	0.66	-0.47	-0.64	-0.67	FDP
ALCO	-0.36		-0.03	0.72	0.37	-0.73	-0.19	-0.02	0.75	ALCO
AGRO	-0.15	-0.03		0.17	0.37	-0.16	-0.03	0.13	0.11	AGRO
LND	-0.64	0.72	0.17		0.37	-0.9	-0.12	0.29	0.84	LND
DOLE	-0.4	0.37	0.37	0.37		-0.42	0.25	0.48	0.57	DOLE
CALM	0.66	-0.73	-0.16	-0.9	-0.42		0.19	-0.3	-0.89	CALM
VITL	-0.47	-0.19	-0.03	-0.12	0.25	0.19		0.52	0.03	VITL
LOCL	-0.64	-0.02	0.13	0.29	0.48	-0.3	0.52		0.34	LOCL
AFRI	-0.67	0.75	0.11	0.84	0.57	-0.89	0.03	0.34		AFRI
	FDP	ALCO	AGRO	LND	DOLE	CALM	VITL	LOCL	AFRI

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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

AFRI	+ 0.84	LND
AFRI	+ 0.75	ALCO
LND	+ 0.72	ALCO
CALM	+ 0.66	FDP
AFRI	+ 0.57	DOLE
LOCL	+ 0.52	VITL

High negative correlations

CALM	- 0.9	LND
AFRI	- 0.89	CALM
CALM	- 0.73	ALCO
AFRI	- 0.67	FDP
LOCL	- 0.64	FDP
LND	- 0.64	FDP

Risk-Adjusted Indicators

There is a big difference between Village Stock performing well and Village Farms 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 Village Farms' 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
FDP	1.16	0.26	0.14	7.23	0.95	(1.46)	2.31	(1.99)	12.38
ALCO	1.57	(0.27)	0.00	(0.08)	0.00	0.00	4.76	(3.23)	13.25
AGRO	1.23	0.01	(0.05)	0.59	1.54	(1.34)	1.97	(2.68)	8.94
LND	1.13	(0.20)	0.00	(0.47)	0.00	0.00	2.16	(2.42)	6.34
DOLE	1.29	(0.11)	0.00	(0.40)	0.00	0.00	2.45	(2.60)	15.22
CALM	1.22	0.44	0.27	0.94	0.86	(1.35)	3.33	(1.86)	9.06
VITL	2.24	0.00	0.02	0.10	3.67	(2.22)	3.98	(4.67)	20.42
LOCL	2.88	(0.63)	0.00	(0.76)	0.00	0.00	5.24	(6.90)	26.64
AFRI	1.16	(0.25)	0.00	(0.22)	0.00	0.00	2.22	(2.16)	7.72

Village Farms Corporate Management

Ann Lefever	Executive Affairs	Profile
Chase Terwilliger	Chief Botanicals	Profile
Mr JD	General Cannabis	Profile
Bret Wiley	Senior Fresh	Profile
Michael Minerva	Senior Fresh	Profile

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