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Last Update: 04-Oct-2024, 17:57 CST

BRO Correlation Report

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Correlation Plot    ExplainYTD: BRO  49.2 %  vs. SPX  20.6 % 
Brown Brown Inc.

* Correlation: MODEST* Reward: correlation not >= 0.6 or <= -0.6
* Diversifier: MODEST* Risk: LOW

CC *Alpha *Beta *RR *R-Scatter *% Win *

0.241

0.163

0.92

10

0.2

56.7
* Last 60 market days. BRO relative to SPX - S&P 500 Index
Most Correlated Non-ETF Securities:
RankBRO CCTicker Symbol - Security NameSPX CCSPX AlphaSPX Beta
1
0.733 Subscribe first then Login to view complete reports now

0.046

0.109

1.14
2
1
0.648 Subscribe first then Login to view complete reports now

0.347

0.119

1.21
3
1
0.645 Subscribe first then Login to view complete reports now

0.082

0.055

1.07
4
16
0.621 Subscribe first then Login to view complete reports now

0.202

0.275

1.47
5
1
0.614 MMC - Marsh McLennan Companies Inc.

0.097

0.090

0.72
Least Correlated Non-ETF Securities:
RankBRO CCTicker Symbol - Security NameSPX CCSPX AlphaSPX Beta
1
1198
0.000 Subscribe first then Login to view complete reports now

0.460

0.164

0.89
2
368
0.000 Subscribe first then Login to view complete reports now

0.377

0.415

2.58
3
197
0.000 Subscribe first then Login to view complete reports now

0.634

-0.339

4.36
4
227
0.000 Subscribe first then Login to view complete reports now

0.721

-0.348

3.25
5
123
0.000 GTE - Gran Tierra Energy Inc.

0.393

-1.273

3.40
Most Anti-Correlated Non-ETF Securities:
RankBRO CCTicker Symbol - Security NameSPX CCSPX AlphaSPX Beta
1
1
-0.299 Subscribe first then Login to view complete reports now

0.052

-0.720

2.54
2
135
-0.291 Subscribe first then Login to view complete reports now

-0.281

2.391

-12.07
3
2
-0.290 Subscribe first then Login to view complete reports now

-0.042

-2.809

-9.32
4
-0.284 Subscribe first then Login to view complete reports now

0.346

0.803

7.17
5
2
-0.282 HUSA - Houston American Energy Corporation

-0.034

1.082

-5.79




 

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