STORE Capital Related Correlations

Summary

STORDelisted Stock

USD 32.21 0.00 0.00%

Generate correlation matrix for STORE Capital and other related equities to check the degree to which STORE Capital Corp 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 STORE Capital Corp. To filter out specific equities, please toggle its corresponding legend item. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in persons.

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Please note, there is a significant difference between STORE Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if STORE Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, STORE Capital's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Correlations

	ICD	AMD	TS	PDS	SDPI	SDRL
ICD		-0.68	-0.66	-0.21	-0.24	-0.25	ICD
AMD	-0.68		0.28	-0.12	-0.21	-0.1	AMD
TS	-0.66	0.28		0.74	0.77	0.83	TS
PDS	-0.21	-0.12	0.74		0.84	0.83	PDS
SDPI	-0.24	-0.21	0.77	0.84		0.92	SDPI
SDRL	-0.25	-0.1	0.83	0.83	0.92		SDRL
	ICD	AMD	TS	PDS	SDPI	SDRL

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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

SDRL	+ 0.92	SDPI
SDPI	+ 0.84	PDS
SDRL	+ 0.83	TS
SDRL	+ 0.83	PDS
SDPI	+ 0.77	TS
PDS	+ 0.74	TS

High negative correlations

AMD	- 0.68	ICD
TS	- 0.66	ICD
SDRL	- 0.25	ICD
SDPI	- 0.24	ICD
SDPI	- 0.21	AMD
PDS	- 0.21	ICD

Risk-Adjusted Indicators

There is a big difference between STORE Stock performing well and STORE Capital 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 STORE Capital'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
ICD	2.05	(0.06)	0.00	0.30	0.00	0.00	3.40	(4.57)	18.25
AMD	2.36	(0.11)	(0.02)	0.00	2.96	(2.53)	5.86	(4.70)	18.96
TS	1.02	0.20	0.18	0.25	0.88	(1.17)	2.20	(1.79)	10.05
PDS	1.79	0.25	0.14	0.22	1.89	(2.04)	4.39	(2.97)	10.90
SDPI	2.35	0.64	0.23	1.43	1.85	(3.54)	4.17	(3.26)	34.69
SDRL	1.26	0.09	0.06	0.14	1.37	(1.34)	3.57	(2.64)	7.62

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STORE Capital Related Correlations

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Risk-Adjusted Indicators

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