Brookfield Corp Correlations
BN Stock | 57.61 0.30 0.52% |
The current 90-days correlation between Brookfield Corp and KKR Co LP is 0.64 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Brookfield Corp moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Brookfield Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
Brookfield Corp Correlation With Market
Poor diversification
The correlation between Brookfield Corp and DJI is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Brookfield Corp and DJI in the same portfolio, assuming nothing else is changed.
Brookfield |
Moving together with Brookfield Stock
0.62 | DHIL | Diamond Hill Investment | PairCorr |
0.82 | DIST | Distoken Acquisition | PairCorr |
0.79 | AB | AllianceBernstein | PairCorr |
0.88 | AC | Associated Capital | PairCorr |
0.93 | BX | Blackstone Group Fiscal Year End 23rd of January 2025 | PairCorr |
0.9 | CG | Carlyle Group | PairCorr |
0.75 | GS | Goldman Sachs Group Fiscal Year End 21st of January 2025 | PairCorr |
0.81 | MC | Moelis | PairCorr |
0.87 | MS | Morgan Stanley Fiscal Year End 21st of January 2025 | PairCorr |
0.94 | PX | P10 Inc | PairCorr |
0.93 | SF | Stifel Financial Fiscal Year End 22nd of January 2025 | PairCorr |
0.83 | TW | Tradeweb Markets | PairCorr |
0.76 | WT | WisdomTree | PairCorr |
0.93 | VCTR | Victory Capital Holdings | PairCorr |
0.65 | DUET | DUET Acquisition Corp | PairCorr |
0.76 | VIRT | Virtu Financial Normal Trading | PairCorr |
0.81 | DYCQ | DT Cloud Acquisition | PairCorr |
0.77 | VRTS | Virtus Investment | PairCorr |
0.85 | NOVVU | Nova Vision Acquisition | PairCorr |
Moving against Brookfield Stock
0.76 | RC | Ready Capital Corp | PairCorr |
0.7 | XP | Xp Inc Sell-off Trend | PairCorr |
0.51 | DMYY | dMY Squared Technology | PairCorr |
0.87 | BRACU | Broad Capital Acquisition | PairCorr |
0.69 | BRKHU | BurTech Acquisition Corp | PairCorr |
0.64 | EMCGU | Embrace Change Acqui | PairCorr |
0.31 | PFTAU | Portage Fintech Acqu | PairCorr |
Related Correlations Analysis
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Risk-Adjusted Indicators
There is a big difference between Brookfield Stock performing well and Brookfield Corp 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 Brookfield Corp'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
KKR | 1.30 | 0.14 | 0.21 | 0.21 | 0.98 | 2.94 | 11.31 | |||
BX | 1.28 | 0.27 | 0.25 | 0.33 | 0.82 | 3.21 | 8.48 | |||
TROW | 1.09 | (0.01) | 0.04 | 0.14 | 1.18 | 2.18 | 7.96 | |||
APO | 1.53 | 0.41 | 0.44 | 0.34 | 0.72 | 4.58 | 12.00 | |||
CG | 1.61 | 0.09 | 0.15 | 0.19 | 1.41 | 4.09 | 13.11 | |||
BAM | 1.09 | 0.40 | 0.37 | 0.57 | 0.39 | 3.63 | 6.27 | |||
ARES | 1.26 | 0.07 | 0.08 | 0.20 | 1.26 | 2.98 | 7.35 | |||
BLK | 0.82 | 0.17 | 0.15 | 0.35 | 0.55 | 2.03 | 5.29 | |||
OWL | 1.61 | 0.15 | 0.15 | 0.22 | 1.62 | 3.66 | 12.59 | |||
BEN | 1.47 | (0.15) | (0.05) | 0.01 | 2.77 | 2.77 | 14.41 |
Brookfield Corp Corporate Management
James Flatt | CEO Partner | Profile | |
Samuel Pollock | Chief Infrastructure | Profile | |
Dominic Dodds | Managing Technology | Profile | |
Craig Laurie | Managing Solutions | Profile | |
Justin Beber | CAO Management | Profile | |
Eduardo Salgado | Managing Infrastructure | Profile |