Walker Dunlop Correlations

WD Stock

USD 62.10 0.81 1.29%

The current 90-days correlation between Walker Dunlop and Sezzle Inc is 0.45 (i.e., Very weak diversification). The correlation of Walker Dunlop 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.

Walker Dunlop Correlation With Market

Weak diversification

The correlation between Walker Dunlop and DJI is 0.36 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Walker Dunlop and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Walker Stock

Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Walker Dunlop. 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 Walker Stock refer to our How to Trade Walker Stock guide.

Moving together with Walker Stock

0.67

RGVNF

Regent Ventures

Pair Corr

Moving against Walker Stock

0.95	NGL	NGL Energy Partners	Pair Corr
0.93	HINOY	Hino Motors	Pair Corr
0.85	EXPE	Expedia Group	Pair Corr
0.82	SCBFF	Standard Chartered PLC	Pair Corr
0.8	ATI	Allegheny Technologies	Pair Corr
0.75	EVC	Entravision Communications	Pair Corr
0.73	TD	Toronto Dominion Bank	Pair Corr
0.68	ZEUS	Olympic Steel	Pair Corr
0.65	BRK-B	Berkshire Hathaway	Pair Corr
0.65	DLTR	Dollar Tree	Pair Corr
0.64	MGCUSD	Micro Gold Futures	Pair Corr
0.62	PHYMF	iShares Physical Metals	Pair Corr
0.62	CMTL	Comtech Telecommunicatio	Pair Corr
0.56	HSBC	HSBC Holdings PLC	Pair Corr
0.53	WSBF	Waterstone Financial	Pair Corr
0.39	AVVH	AVVAA World Health	Pair Corr
0.31	MTG	MGIC Investment Corp	Pair Corr
0.89	MGIC	Magic Software Enter	Pair Corr
0.88	PCWLF	PCCW Limited	Pair Corr
0.87	AER	AerCap Holdings NV	Pair Corr
0.86	LVS	Las Vegas Sands	Pair Corr
0.84	AACB	Artius II Acquisition	Pair Corr
0.8	HWM-P	Howmet Aerospace	Pair Corr
0.8	STE	STERIS plc	Pair Corr
0.79	HL	Hecla Mining	Pair Corr
0.78	KW	Kennedy Wilson Holdings	Pair Corr

Related Correlations Analysis

	SEZL	ENVA	BANC	BFH	KMPR	SBCF	SFNC	BKU	WSBC	NMIH
SEZL		-0.43	-0.38	-0.33	0.96	0.07	0.81	-0.53	0.37	0.37	SEZL
ENVA	-0.43		0.59	0.82	-0.54	0.49	-0.11	0.73	0.04	0.41	ENVA
BANC	-0.38	0.59		0.6	-0.49	0.84	-0.07	0.93	0.57	0.0	BANC
BFH	-0.33	0.82	0.6		-0.42	0.52	-0.08	0.71	0.03	0.34	BFH
KMPR	0.96	-0.54	-0.49	-0.42		-0.08	0.72	-0.62	0.23	0.32	KMPR
SBCF	0.07	0.49	0.84	0.52	-0.08		0.29	0.72	0.72	0.17	SBCF
SFNC	0.81	-0.11	-0.07	-0.08	0.72	0.29		-0.18	0.61	0.7	SFNC
BKU	-0.53	0.73	0.93	0.71	-0.62	0.72	-0.18		0.34	0.06	BKU
WSBC	0.37	0.04	0.57	0.03	0.23	0.72	0.61	0.34		0.21	WSBC
NMIH	0.37	0.41	0.0	0.34	0.32	0.17	0.7	0.06	0.21		NMIH
	SEZL	ENVA	BANC	BFH	KMPR	SBCF	SFNC	BKU	WSBC	NMIH

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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

KMPR	+ 0.96	SEZL
BKU	+ 0.93	BANC
SBCF	+ 0.84	BANC
BFH	+ 0.82	ENVA
SFNC	+ 0.81	SEZL
BKU	+ 0.73	ENVA

High negative correlations

BKU	- 0.62	KMPR
KMPR	- 0.54	ENVA
BKU	- 0.53	SEZL
KMPR	- 0.49	BANC
ENVA	- 0.43	SEZL
KMPR	- 0.42	BFH

Risk-Adjusted Indicators

There is a big difference between Walker Stock performing well and Walker Dunlop 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 Walker Dunlop'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
SEZL	2.75	(0.48)	0.00	(0.11)	0.00	0.00	5.40	(6.58)	20.23
ENVA	1.81	0.08	0.06	0.12	2.02	(1.86)	3.83	(3.96)	13.37
BANC	1.46	0.11	0.06	0.13	2.16	(1.44)	3.93	(3.54)	11.92
BFH	1.66	0.06	0.04	0.11	1.87	(1.78)	4.32	(3.31)	12.33
KMPR	1.54	(0.49)	0.00	(0.64)	0.00	0.00	3.57	(3.07)	19.01
SBCF	1.23	(0.02)	0.00	0.05	1.71	(1.35)	3.43	(3.23)	9.32
SFNC	1.19	(0.21)	0.00	(0.12)	0.00	0.00	2.75	(3.20)	8.19
BKU	1.40	0.15	0.07	0.19	2.13	(1.46)	2.85	(2.67)	12.78
WSBC	1.33	(0.02)	0.00	0.05	1.94	(1.44)	2.95	(2.73)	11.73
NMIH	1.03	(0.14)	0.00	(0.24)	0.00	0.00	1.97	(2.04)	4.98

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