SCOR SE Correlations

SDRC Stock

EUR 29.66 0.02 0.07%

The current 90-days correlation between SCOR SE and Pembina Pipeline Corp is 0.01 (i.e., Significant diversification).Because correlations between assets tend to spike during market dislocations, the apparent diversification benefit of holding SCOR SE alongside other equities may be lower in practice than historical averages suggest.

Market Correlation Signal - SCOR SE

Good diversification

For the present investment horizon, the measured correlation between SDRC and DJI stands at -0.02, or Good diversification. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.

Correlation context here can be used to compare SCOR SE with related instruments. Where wash sale rules apply, substantially identical replacements can be restricted; this view is informational context only.

Moving together with SCOR Stock

0.73	PQ9	BANK MANDIRI	Pair Corr
0.62	BPE5	BP plc	Pair Corr
0.75	D6H	DATAGROUP SE	Pair Corr
0.83	48Z	Howmet Aerospace	Pair Corr
0.62	SM2	Semtech Corp Earnings Call Today	Pair Corr
0.81	SQUA	VINCI SA EO	Pair Corr
0.67	WSU	WashTec AG	Pair Corr
0.81	EMD	ENM HLDGS	Pair Corr
0.66	N4Q1	HEMISPHERE EGY	Pair Corr
0.75	CRA1	Rio Tinto Group	Pair Corr
0.63	1ZG	Zegona Communications plc	Pair Corr
0.67	RIO1	Rio Tinto Group	Pair Corr

Moving against SCOR Stock

0.73	BZG2	BANK CENTRAL ASIA	Pair Corr
0.45	2OK	SPECTRACURE AB	Pair Corr
0.4	BYRA	BANK RAKYAT IND	Pair Corr
0.31	E30	Liberty Defense Holdings Split	Pair Corr

Related Correlations Analysis

	P5P	B2W	74E	DSG	XXA1	NRSA	SCG	CN6
P5P		0.9	0.88	-0.59	-0.23	-0.73	0.45	-0.46	P5P
B2W	0.9		0.86	-0.54	-0.27	-0.63	0.6	-0.42	B2W
74E	0.88	0.86		-0.69	-0.3	-0.7	0.54	-0.42	74E
DSG	-0.59	-0.54	-0.69		0.28	0.32	-0.32	0.25	DSG
XXA1	-0.23	-0.27	-0.3	0.28		0.48	0.1	0.21	XXA1
NRSA	-0.73	-0.63	-0.7	0.32	0.48		-0.2	0.46	NRSA
SCG	0.45	0.6	0.54	-0.32	0.1	-0.2		-0.22	SCG
CN6	-0.46	-0.42	-0.42	0.25	0.21	0.46	-0.22		CN6
	P5P	B2W	74E	DSG	XXA1	NRSA	SCG	CN6

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

B2W	+ 0.9	P5P
74E	+ 0.88	P5P
74E	+ 0.86	B2W
SCG	+ 0.6	B2W
SCG	+ 0.54	74E
NRSA	+ 0.48	XXA1

High negative correlations

NRSA	- 0.73	P5P
NRSA	- 0.7	74E
DSG	- 0.69	74E
NRSA	- 0.63	B2W
DSG	- 0.59	P5P
DSG	- 0.54	B2W

Risk-Adjusted Indicators

Surface-level performance for SCOR Stock can mask how the business actually stacks up against its competitive set. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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
P5P	1.06	0.22	0.18	-14.84	1.24	-1.21	2.04	-2.51	6.43
B2W	2.70	0.43	0.12	0.42	3.27	-3.01	6.30	-5.69	16.72
74E	1.08	0.46	0.48	-2.59	0.29	-1.75	2.60	-1.73	13.26
DSG	1.78	-0.14	0.00	-0.54	0.00	0.00	3.80	-4.32	13.53
XXA1	2.77	0.10	0.02	0.03	3.89	-2.92	5.80	-4.64	24.24
NRSA	1.63	-0.15	0.00	-1.26	0.00	0.00	4.35	-2.99	13.35
SCG	0.12	-0.01	0.00	0.36	0.00	0.00	0.00	0.00	4.94
CN6	0.80	-0.04	0.00	0.09	0.00	0.00	1.64	-1.59	6.45

Be your own money manager

Portfolio optimization matters because investors need a repeatable way to decide whether adding SCOR SE improves expected return without taking on disproportionate risk. Used correctly, optimization turns position sizing and rebalancing into measurable decisions rather than guesswork.

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SCOR SE Corporate Management

Board and executive analysis for SCOR SE is useful because governance quality can influence capital allocation, accountability, and long-term strategic consistency. A disciplined governance review can reveal strengths or weaknesses that may not be obvious in financial ratios alone.

Santiago Torres	Head America	Profile
Alexandre Garcia	Group Affairs	Profile
Laure Forgeron	PC Officer	Profile
Claire GallRobinson	Group Officer	Profile
JeanPaul ConoscenteJacopin	Chief Casualty	Profile
Redmond Murphy	Deputy Health	Profile
Frieder Knupling	Chief Health	Profile

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