Prospect Capital Correlations

PSEC Stock

USD 2.73 0.04 1.44%

The current 90-days correlation between Prospect Capital and Cornerstone Total Return is 0.11 (i.e., Average diversification). The correlation of Prospect Capital 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.

Prospect Capital Correlation With Market

Poor diversification

The correlation between Prospect Capital and DJI is 0.68 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Prospect Capital and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Prospect Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Prospect Capital. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in small area income & poverty estimates.

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

Moving together with Prospect Stock

0.76	HHI	Henderson High Income	Pair Corr
0.76	FT	Franklin Universal Closed	Pair Corr
0.68	PX	P10 Inc Symbol Change	Pair Corr
0.74	RA	Brookfield Real Assets	Pair Corr
0.77	WT	WisdomTree	Pair Corr
0.79	MNG	MG Plc Earnings Call This Week	Pair Corr
0.67	MIGO	Migo Opportunities Trust	Pair Corr
0.8	VCTR	Victory Capital Holdings	Pair Corr
0.69	SSSS-P	Shooting Star Acquisition	Pair Corr
0.72	MNTN	Schiehallion Fund	Pair Corr

Moving against Prospect Stock

0.74	NP	Neptune Insurance	Pair Corr
0.6	DMYY	dMY Squared Technology	Pair Corr
0.58	MFG	Magellan Financial	Pair Corr
0.55	EFF	Deutsche Effecten und	Pair Corr
0.54	55O1	Apollo Investment Corp	Pair Corr
0.48	BX	Blackstone Group	Pair Corr
0.35	BBUC	Brookfield Business Corp	Pair Corr
0.69	TIP	Teaminvest Private	Pair Corr
0.69	NP8	VAESTRA HAMNEN IN	Pair Corr
0.66	ATY	Athelney Trust plc Earnings Call This Week	Pair Corr
0.58	M9X	WhiteHorse Finance	Pair Corr
0.46	DYCQ	DT Cloud Acquisition	Pair Corr
0.44	VRTS	Virtus Investment	Pair Corr
0.39	VINP	Vinci Partners Inves	Pair Corr
0.31	ALAB-P	A Labs Capital	Pair Corr

Related Correlations Analysis

	XFLT	CRF	CLM
XFLT		0.79	0.77	XFLT
CRF	0.79		0.98	CRF
CLM	0.77	0.98		CLM
	XFLT	CRF	CLM

Risk-Adjusted Indicators

There is a big difference between Prospect Stock performing well and Prospect 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 Prospect 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	Treynor Ratio	Potential Upside	Value @Risk	Maximum Drawdown
XFLT	0.97	(0.46)	(2.72)	1.76	(2.61)	8.33
CRF	0.71	(0.07)	(0.22)	1.46	(1.87)	5.20
CLM	0.77	(0.07)	(0.21)	1.78	(2.27)	7.07

Prospect Capital Corporate Management

Jonathan JD	Deputy Counsel	Profile
Bart JD	Managing Director	Profile
Jonathan Li	Deputy Counsel	Profile
David Belzer	Managing Director	Profile
Trisha Blackman	Head Administration	Profile
Al Faella	Chief Officer	Profile

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