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Bristol Myers Related Correlations

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BMY -- USA Stock  

Fiscal Quarter End: March 31, 2020  

Generate correlation matrix for Bristol Myers and other related equities to check the degree to which . Bristol Myers Squibb Company price movement is correlated to its related entities. Use comma (,) to separate each symbol. If not specified, the peers will be provided automatically based on Macroaxis sector classification standards for Bristol Myers Squibb Company. To filter out specific equities, please toggle its corresponding legend item. Continue to Trending Equities.

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Correlations

Correlation Matchups

High positive correlations

Insignificant Correlation

High negative correlations

Performance Indicators

Mean
Deviation
Jensen
Alpha
Sortino
Ratio
Treynor
Ratio
Semi
Deviation
Information
Ratio
Expected
Shortfall
Potential
Upside
Value
At Risk
Maximum
Drawdown
 0.51  0.12  0.06 (0.91)  0.40  0.06 (0.58)  0.96 (0.63)  3.57 
 0.89  0.05 (0.02)  1.79  0.99 (0.0157) (1.04)  1.67 (1.38)  5.08 
 0.94  0.19  0.08 (0.87)  0.99  0.08 (1.08)  2.22 (1.50)  6.54 
 0.68 (0.01)  0.00  0.12  0.00 (0.11)  0.00  1.43 (1.30)  6.31 
 0.45  0.15  0.14 (1.67)  0.12  0.11 (0.56)  1.25 (0.68)  2.78 
 0.76  0.33  0.31 (22.21)  0.37  0.25 (0.93)  2.02 (1.31)  5.44 
 0.71 (0.04)  0.00  0.20  0.00 (0.13)  0.00  1.77 (2.35)  5.09 
 0.48  0.11  0.04 (1.38)  0.46  0.0488 (0.50)  1.09 (1.11)  3.43 
 0.81 (0.01)  0.00  0.22  0.00 (0.08)  0.00  1.67 (1.62)  7.14 
 0.97  0.06  0.00  0.35  1.01 (0.0023) (1.19)  2.39 (1.78)  7.33