Exelon Correlations

EXC Stock

USD 47.78 0.42 0.89%

The current 90-days correlation between Exelon and Duke Energy is 0.82 (i.e., Very poor diversification). The correlation of Exelon 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.

Exelon Correlation With Market

Good diversification

The correlation between Exelon and DJI is -0.1 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Exelon and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Exelon Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Exelon. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in consumer price index.

For information on how to trade Exelon Stock refer to our How to Trade Exelon Stock guide.

Moving together with Exelon Stock

0.61	INTC	Intel	Pair Corr
0.69	CAT	Caterpillar	Pair Corr

Moving against Exelon Stock

0.77	T	ATT Inc Earnings Call This Week	Pair Corr
0.74	PG	Procter Gamble Earnings Call This Week	Pair Corr
0.68	VZ	Verizon Communications	Pair Corr
0.42	CVX	Chevron Corp	Pair Corr
0.4	BA	Boeing	Pair Corr

Related Correlations Analysis

	DUK	D	SO	ED	ETR	AEP	PPL	CMS	CNP	FE
DUK		0.8	0.7	0.33	0.8	0.84	0.77	0.74	0.8	0.84	DUK
D	0.8		0.46	0.19	0.72	0.6	0.6	0.5	0.71	0.74	D
SO	0.7	0.46		0.57	0.79	0.81	0.82	0.84	0.76	0.63	SO
ED	0.33	0.19	0.57		0.2	0.52	0.3	0.78	0.32	-0.02	ED
ETR	0.8	0.72	0.79	0.2		0.81	0.84	0.66	0.9	0.91	ETR
AEP	0.84	0.6	0.81	0.52	0.81		0.77	0.85	0.74	0.74	AEP
PPL	0.77	0.6	0.82	0.3	0.84	0.77		0.68	0.7	0.78	PPL
CMS	0.74	0.5	0.84	0.78	0.66	0.85	0.68		0.7	0.51	CMS
CNP	0.8	0.71	0.76	0.32	0.9	0.74	0.7	0.7		0.8	CNP
FE	0.84	0.74	0.63	-0.02	0.91	0.74	0.78	0.51	0.8		FE
	DUK	D	SO	ED	ETR	AEP	PPL	CMS	CNP	FE

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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

FE	+ 0.91	ETR
CNP	+ 0.9	ETR
CMS	+ 0.85	AEP
AEP	+ 0.84	DUK
FE	+ 0.84	DUK
CMS	+ 0.84	SO

High negative correlations

- 0.02

Risk-Adjusted Indicators

There is a big difference between Exelon Stock performing well and Exelon 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 Exelon'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
DUK	0.70	0.12	0.08	(0.63)	0.73	(0.76)	1.61	(1.10)	3.64
D	0.77	0.10	0.04	(0.27)	0.93	(0.86)	1.49	(1.73)	6.10
SO	0.62	0.06	0.01	(0.31)	0.63	(0.69)	1.43	(1.11)	3.54
ED	0.74	0.00	(0.05)	0.03	1.02	(0.73)	1.36	(1.67)	4.34
ETR	0.87	0.16	0.11	(0.98)	0.81	(1.02)	1.95	(1.59)	4.32
AEP	0.77	0.14	0.09	(0.61)	0.70	(0.89)	1.77	(1.26)	5.75
PPL	0.76	0.07	0.01	(0.28)	0.88	(0.81)	1.55	(1.46)	4.04
CMS	0.70	0.06	0.01	(0.47)	0.77	(0.75)	1.39	(1.23)	4.52
CNP	0.78	0.10	0.04	(1.23)	0.90	(0.84)	1.54	(1.67)	4.68
FE	0.63	0.23	0.22	(0.84)	0.43	(0.75)	1.38	(1.24)	4.58

Exelon Corporate Management

Douglas Brown	Chief VP	Profile
Denise Galambos	Senior Officer	Profile
David Fein	Senior Affairs	Profile
Carter Culver	Senior Counsel	Profile
Amy Best	Executive Officer	Profile
Drew Ierardi	Managing Markets	Profile

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