Vital Farms Correlations

VITL Stock

USD 29.67 0.11 0.37%

The current 90-days correlation between Vital Farms and Fresh Del Monte is -0.11 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vital Farms moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vital Farms moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Vital Farms Correlation With Market

Weak diversification

The correlation between Vital Farms and DJI is 0.37 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vital Farms 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 Vital Farms. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in estimate.

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

Moving together with Vital Stock

0.68	EL	Estee Lauder Companies	Pair Corr
0.63	GO	Grocery Outlet Holding	Pair Corr
0.68	LW	Lamb Weston Holdings	Pair Corr
0.64	DNUT	Krispy Kreme	Pair Corr
0.65	DTCK	Davis Commodities	Pair Corr
0.64	EDBL	Edible Garden AG	Pair Corr
0.77	EEIQ	Elite Education Group	Pair Corr

Moving against Vital Stock

0.87	BUD	Anheuser Busch Inbev	Pair Corr
0.86	YI	111 Inc Trending	Pair Corr
0.84	FMX	Fomento Economico	Pair Corr
0.83	KO	Coca Cola Sell-off Trend	Pair Corr
0.82	KR	Kroger Company	Pair Corr
0.82	PM	Philip Morris Intern	Pair Corr
0.75	JZ	Jianzhi Education	Pair Corr
0.73	MO	Altria Group	Pair Corr
0.7	DG	Dollar General	Pair Corr
0.65	K	Kellanova	Pair Corr
0.65	PG	Procter Gamble	Pair Corr
0.64	BJ	BJs Wholesale Club	Pair Corr
0.51	GV	Visionary Education Downward Rally	Pair Corr
0.51	YQ	17 Education Technology	Pair Corr
0.44	CL	Colgate Palmolive	Pair Corr
0.43	TR	Tootsie Roll Industries	Pair Corr
0.41	UL	Unilever PLC ADR	Pair Corr
0.75	FARM	Farmer Bros	Pair Corr
0.74	WYHG	Wing Yip Food	Pair Corr
0.64	VSTA	Vasta Platform Downward Rally	Pair Corr
0.63	ACI	Albertsons Companies	Pair Corr
0.62	DOLE	Dole PLC	Pair Corr
0.55	ACU	Acme United	Pair Corr
0.55	BTI	British American Tobacco Sell-off Trend	Pair Corr
0.43	WILC	G Willi Food	Pair Corr
0.43	WVVI	Willamette Valley Earnings Call This Week	Pair Corr
0.36	BGS	BG Foods	Pair Corr
0.35	BRLSW	Borealis Foods	Pair Corr

Related Correlations Analysis

	FDP	ALCO	SANW	AGRO	LND	LMNR	MRVSY	DOLE	CALM	APPH
FDP		-0.53	-0.17	-0.65	-0.27	0.63	-0.52	-0.36	0.42	0.0	FDP
ALCO	-0.53		0.61	-0.07	0.54	-0.18	0.01	-0.22	0.4	0.0	ALCO
SANW	-0.17	0.61		-0.38	0.44	0.0	-0.21	-0.21	0.57	0.0	SANW
AGRO	-0.65	-0.07	-0.38		-0.06	-0.65	0.58	0.68	-0.87	0.0	AGRO
LND	-0.27	0.54	0.44	-0.06		-0.33	-0.18	0.09	0.29	0.0	LND
LMNR	0.63	-0.18	0.0	-0.65	-0.33		-0.32	-0.57	0.53	0.0	LMNR
MRVSY	-0.52	0.01	-0.21	0.58	-0.18	-0.32		0.58	-0.51	0.0	MRVSY
DOLE	-0.36	-0.22	-0.21	0.68	0.09	-0.57	0.58		-0.68	0.0	DOLE
CALM	0.42	0.4	0.57	-0.87	0.29	0.53	-0.51	-0.68		0.0	CALM
APPH	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0		APPH
	FDP	ALCO	SANW	AGRO	LND	LMNR	MRVSY	DOLE	CALM	APPH

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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

DOLE	+ 0.68	AGRO
LMNR	+ 0.63	FDP
SANW	+ 0.61	ALCO
MRVSY	+ 0.58	AGRO
DOLE	+ 0.58	MRVSY
CALM	+ 0.57	SANW

High negative correlations

CALM	- 0.87	AGRO
CALM	- 0.68	DOLE
LMNR	- 0.65	AGRO
AGRO	- 0.65	FDP
DOLE	- 0.57	LMNR
ALCO	- 0.53	FDP

Risk-Adjusted Indicators

There is a big difference between Vital Stock performing well and Vital 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 Vital 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	0.98	(0.16)	0.00	1.11	0.00	0.00	1.43	(2.28)	5.70
ALCO	1.62	0.23	0.19	3.11	1.35	(2.25)	3.15	(2.57)	23.20
SANW	4.35	0.61	0.15	0.84	3.80	(5.97)	10.53	(6.88)	42.09
AGRO	1.08	0.19	0.23	(0.87)	0.94	(1.29)	1.61	(1.93)	14.34
LND	1.19	0.09	0.09	0.25	1.49	(1.27)	2.77	(2.47)	6.11
LMNR	1.62	(0.60)	0.00	2.46	0.00	0.00	2.61	(4.10)	16.69
MRVSY	7.46	1.35	0.09	0.71	9.07	(15.58)	29.97	(24.05)	77.92
DOLE	1.14	0.11	0.10	16.69	1.53	(1.10)	2.00	(2.31)	7.45
CALM	2.41	(0.19)	0.00	0.50	0.00	0.00	4.18	(6.47)	17.40
APPH	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00

Vital Farms Corporate Management

Matthew Siler	Vice Relations	Profile
Reena Hoven	Chief Officer	Profile
Jason Dale	Chief Officer	Profile
Daniel Jones	VP Fin	Profile
Kathryn McKeon	Chief Officer	Profile
Matthew OHayer	Founder Chairman	Profile
Jeffery Dawson	Chief Officer	Profile

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