Marcus Correlations

MCS Stock

USD 15.10 0.31 2.01%

The current 90-days correlation between Marcus and Reservoir Media is 0.46 (i.e., Very weak diversification). The correlation of Marcus 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.

Marcus Correlation With Market

Weak diversification

The correlation between Marcus and DJI is 0.3 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Marcus and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Marcus Stock

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

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

Moving together with Marcus Stock

0.62	SJ	Scienjoy Holding Corp	Pair Corr
0.69	ZH	Zhihu Inc ADR	Pair Corr
0.76	DISHTV	Dish TV India Earnings Call This Week	Pair Corr
0.71	BATRA	Atlanta Braves Holdings,	Pair Corr
0.61	DBOX	Digitalbox PLC	Pair Corr
0.67	ADV	Advantage Solutions Earnings Call This Week	Pair Corr
0.68	DDI	Doubledown Interactive Earnings Call This Week	Pair Corr
0.67	DIS	Walt Disney Earnings Call This Week	Pair Corr
0.65	LYV	Live Nation Entertainment	Pair Corr
0.65	TME	Tencent Music Entert Earnings Call This Week	Pair Corr

Moving against Marcus Stock

0.69	GDEVW	Nexters Warrant	Pair Corr
0.62	DLPN	Dolphin Entertainment	Pair Corr
0.54	SPRX	Sparx Technology	Pair Corr
0.57	SWAGW	Software Acquisition	Pair Corr
0.39	GDEV	GDEV Inc	Pair Corr
0.36	300770	Guangdong South New	Pair Corr

Related Correlations Analysis

	RSVR	AENT	WOW	AMCX	GTN	ATEX	PERI	TTGT	BOC	NCMI
RSVR		0.06	0.09	0.27	0.76	0.73	0.01	0.41	0.18	0.61	RSVR
AENT	0.06		0.39	0.81	-0.04	-0.14	0.21	-0.05	-0.03	0.27	AENT
WOW	0.09	0.39		0.62	0.4	0.01	-0.42	-0.31	0.02	-0.06	WOW
AMCX	0.27	0.81	0.62		0.27	-0.01	0.04	0.03	0.1	0.39	AMCX
GTN	0.76	-0.04	0.4	0.27		0.75	-0.41	0.28	-0.1	0.45	GTN
ATEX	0.73	-0.14	0.01	-0.01	0.75		0.03	0.47	0.07	0.39	ATEX
PERI	0.01	0.21	-0.42	0.04	-0.41	0.03		0.36	0.3	0.13	PERI
TTGT	0.41	-0.05	-0.31	0.03	0.28	0.47	0.36		0.0	0.63	TTGT
BOC	0.18	-0.03	0.02	0.1	-0.1	0.07	0.3	0.0		-0.01	BOC
NCMI	0.61	0.27	-0.06	0.39	0.45	0.39	0.13	0.63	-0.01		NCMI
	RSVR	AENT	WOW	AMCX	GTN	ATEX	PERI	TTGT	BOC	NCMI

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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

AMCX	+ 0.81	AENT
GTN	+ 0.76	RSVR
ATEX	+ 0.75	GTN
ATEX	+ 0.73	RSVR
NCMI	+ 0.63	TTGT
AMCX	+ 0.62	WOW

High negative correlations

PERI	- 0.42	WOW
PERI	- 0.41	GTN
TTGT	- 0.31	WOW
ATEX	- 0.14	AENT
BOC	- 0.1	GTN
NCMI	- 0.06	WOW

Risk-Adjusted Indicators

There is a big difference between Marcus Stock performing well and Marcus 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 Marcus' 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
RSVR	1.09	(0.17)	0.00	(0.09)	0.00	0.00	2.56	(2.47)	9.00
AENT	4.37	0.52	0.08	(0.56)	4.58	(5.25)	10.81	(7.06)	33.20
WOW	1.66	0.60	0.50	0.36	0.00	(2.70)	1.18	(0.58)	50.45
AMCX	2.01	0.21	0.09	0.22	2.44	(2.13)	4.63	(4.30)	15.02
GTN	2.49	(0.01)	0.02	0.08	3.07	(2.73)	3.58	(4.86)	31.77
ATEX	2.08	(0.43)	0.00	(0.14)	0.00	0.00	3.83	(4.36)	13.08
PERI	1.58	(0.33)	0.00	(0.12)	0.00	0.00	3.07	(2.66)	12.40
TTGT	2.80	(0.58)	0.00	(0.14)	0.00	0.00	5.63	(6.57)	15.08
BOC	1.27	(0.14)	0.00	(0.16)	0.00	0.00	2.69	(2.52)	11.35
NCMI	2.03	(0.29)	0.00	(0.09)	0.00	0.00	4.88	(3.86)	12.78

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