Consumer Portfolio Correlations

CPSS Stock

USD 8.67 0.19 2.24%

The current 90-days correlation between Consumer Portfolio and CPI Card Group is -0.02 (i.e., Good diversification). The correlation of Consumer Portfolio 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Consumer Portfolio Correlation With Market

Very good diversification

The correlation between Consumer Portfolio Services and DJI is -0.21 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Consumer Portfolio Services and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Consumer Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Consumer Portfolio Services. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

Moving against Consumer Stock

0.6	LU	Lufax Holding	Pair Corr
0.44	IITL	Industrial Investment	Pair Corr
0.41	EZPW	EZCORP Inc	Pair Corr
0.39	YRD	Yirendai	Pair Corr
0.34	LFG	Liberty Financial	Pair Corr
0.58	BQ	Boqii Holding Limited	Pair Corr
0.5	FSXLF	Fosterville South	Pair Corr
0.44	NB	NioCorp Developments	Pair Corr
0.43	DRDGF	Drdgold	Pair Corr
0.4	UEC	Uranium Energy Corp	Pair Corr
0.36	CVI	CVR Energy	Pair Corr
0.34	SLF	Sun Life Financial	Pair Corr
0.34	BMXC	Bemax Inc	Pair Corr
0.34	IONQ	IONQ Inc	Pair Corr

Related Correlations Analysis

	PMTS	CURR	MNSB	ATLO	SNFCA	NKSH	LPRO	MFIN	EFSI	SWKH
PMTS		-0.16	-0.09	0.21	0.04	-0.21	-0.1	-0.15	0.21	0.13	PMTS
CURR	-0.16		-0.56	0.47	-0.62	-0.25	-0.72	-0.38	-0.09	0.55	CURR
MNSB	-0.09	-0.56		-0.46	0.75	0.65	0.73	0.79	0.0	-0.81	MNSB
ATLO	0.21	0.47	-0.46		-0.38	0.1	-0.38	-0.08	0.61	0.48	ATLO
SNFCA	0.04	-0.62	0.75	-0.38		0.5	0.67	0.65	-0.06	-0.69	SNFCA
NKSH	-0.21	-0.25	0.65	0.1	0.5		0.46	0.84	0.28	-0.35	NKSH
LPRO	-0.1	-0.72	0.73	-0.38	0.67	0.46		0.64	0.28	-0.75	LPRO
MFIN	-0.15	-0.38	0.79	-0.08	0.65	0.84	0.64		0.16	-0.57	MFIN
EFSI	0.21	-0.09	0.0	0.61	-0.06	0.28	0.28	0.16		-0.04	EFSI
SWKH	0.13	0.55	-0.81	0.48	-0.69	-0.35	-0.75	-0.57	-0.04		SWKH
	PMTS	CURR	MNSB	ATLO	SNFCA	NKSH	LPRO	MFIN	EFSI	SWKH

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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

MFIN	+ 0.84	NKSH
MFIN	+ 0.79	MNSB
SNFCA	+ 0.75	MNSB
LPRO	+ 0.73	MNSB
LPRO	+ 0.67	SNFCA
NKSH	+ 0.65	MNSB

High negative correlations

SWKH	- 0.81	MNSB
SWKH	- 0.75	LPRO
LPRO	- 0.72	CURR
SWKH	- 0.69	SNFCA
SNFCA	- 0.62	CURR
SWKH	- 0.57	MFIN

Risk-Adjusted Indicators

There is a big difference between Consumer Stock performing well and Consumer Portfolio 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 Consumer Portfolio'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
PMTS	2.89	(0.11)	0.02	0.06	4.34	(3.07)	6.11	(4.73)	37.65
CURR	5.56	1.58	0.19	3.49	6.45	(7.28)	16.15	(8.05)	68.10
MNSB	1.07	(0.29)	0.00	(0.11)	0.00	0.00	2.22	(2.16)	8.96
ATLO	0.96	0.09	0.11	0.17	0.82	(1.06)	2.50	(1.55)	8.07
SNFCA	1.54	(0.29)	0.00	(0.06)	0.00	0.00	3.52	(3.53)	12.58
NKSH	1.45	(0.07)	(0.02)	0.05	1.80	(1.47)	3.60	(3.20)	10.94
LPRO	3.10	(0.50)	0.00	0.59	0.00	0.00	4.84	(6.05)	14.74
MFIN	1.54	(0.18)	0.00	(0.01)	0.00	0.00	4.07	(2.90)	11.02
EFSI	0.98	0.15	0.02	(0.60)	1.13	(1.25)	2.41	(2.34)	10.53
SWKH	1.10	0.28	0.10	(0.24)	0.83	(1.65)	2.14	(1.56)	17.07

Consumer Portfolio Corporate Executives

Elected by the shareholders, the Consumer Portfolio's board of directors comprises two types of representatives: Consumer Portfolio inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Consumer. The board's role is to monitor Consumer Portfolio's management team and ensure that shareholders' interests are well served. Consumer Portfolio's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Consumer Portfolio's outside directors are responsible for providing unbiased perspectives on the board's policies.

Jeffrey Fritz

CFO, Principal Accounting Officer and Executive VP

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