Masco Correlations

MAS Stock

USD 68.44 0.41 0.60%

The current 90-days correlation between Masco and Builders FirstSource is 0.69 (i.e., Poor diversification). The correlation of Masco 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.

Masco Correlation With Market

Poor diversification

The correlation between Masco and DJI is 0.78 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Masco and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Masco Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Masco. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.

For more information on how to buy Masco Stock please use our How to Invest in Masco guide.

Moving together with Masco Stock

0.92	NX	Quanex Building Products Earnings Call Today	Pair Corr
0.93	OC	Owens Corning	Pair Corr
0.75	TT	Trane Technologies plc	Pair Corr
0.81	LXI	Lennox International	Pair Corr
0.84	75L	TAIKISHA LTD	Pair Corr
0.83	FAN	Volution Group plc Earnings Call This Week	Pair Corr
0.84	VO1	Volution Group plc Earnings Call This Week	Pair Corr
0.76	0MN	FERRO SA ZY	Pair Corr
0.89	LFPB	TRAVIS PERKINS LS	Pair Corr
0.67	FBIN	Fortune Brands Innov	Pair Corr
0.85	6DA	Advanced Drainage Systems	Pair Corr
0.91	AOS	Smith AO	Pair Corr
0.79	APT	Alpha Pro Tech	Pair Corr
0.94	GFF	Griffon	Pair Corr
0.73	JCI	Johnson Controls Int	Pair Corr
0.87	LII	Lennox International	Pair Corr
0.97	SSD	Simpson Manufacturing	Pair Corr
0.92	WMS	Advanced Drainage Systems	Pair Corr
0.75	ZWS	Zurn Elkay Water	Pair Corr
0.61	SUR	Surteco Group SE	Pair Corr

Moving against Masco Stock

0.69	2VI	Arlo Technologies	Pair Corr
0.67	L5E	Lindab International	Pair Corr
0.71	NCL	Northann Corp	Pair Corr
0.54	WXM	WF International	Pair Corr

Related Correlations Analysis

	BLDR	CSL	OC	MLI	CNH	WMS	AVY	WCC	BLD	LTM
BLDR		0.29	0.64	0.5	0.29	0.33	0.23	0.47	0.58	0.57	BLDR
CSL	0.29		0.88	0.14	0.97	0.96	0.89	0.81	0.8	0.47	CSL
OC	0.64	0.88		0.31	0.87	0.85	0.8	0.81	0.9	0.69	OC
MLI	0.5	0.14	0.31		0.25	0.1	0.35	0.39	0.35	0.74	MLI
CNH	0.29	0.97	0.87	0.25		0.93	0.89	0.88	0.84	0.55	CNH
WMS	0.33	0.96	0.85	0.1	0.93		0.8	0.82	0.81	0.41	WMS
AVY	0.23	0.89	0.8	0.35	0.89	0.8		0.69	0.69	0.6	AVY
WCC	0.47	0.81	0.81	0.39	0.88	0.82	0.69		0.8	0.64	WCC
BLD	0.58	0.8	0.9	0.35	0.84	0.81	0.69	0.8		0.59	BLD
LTM	0.57	0.47	0.69	0.74	0.55	0.41	0.6	0.64	0.59		LTM
	BLDR	CSL	OC	MLI	CNH	WMS	AVY	WCC	BLD	LTM

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Risk-Adjusted Indicators

There is a big difference between Masco Stock performing well and Masco 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 Masco'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
BLDR	2.12	(0.26)	0.00	(0.11)	0.00	0.00	4.42	(4.84)	18.44
CSL	1.31	0.29	0.19	0.28	1.15	(1.44)	4.11	(2.44)	14.57
OC	1.45	0.04	0.03	0.06	1.62	(1.64)	3.72	(2.52)	10.69
MLI	1.38	0.09	0.03	0.13	2.69	(1.33)	2.26	(1.66)	13.77
CNH	1.54	0.33	0.21	0.29	1.29	(1.80)	4.04	(2.66)	9.80
WMS	1.31	0.04	0.03	0.08	1.31	(1.53)	3.31	(2.45)	9.73
AVY	0.90	0.12	0.09	0.25	0.98	(0.94)	2.51	(2.22)	6.45
WCC	1.82	0.07	0.05	0.07	2.15	(1.97)	4.21	(3.53)	11.11
BLD	1.88	(0.04)	0.00	(0.17)	0.00	0.00	4.50	(3.57)	10.63
LTM	1.68	0.14	0.05	0.19	2.48	(1.71)	3.92	(3.78)	11.61

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