Last Update: 06-Dec-2024, 18:03 CST

DNB Correlation Report

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Correlation Plot    ExplainYTD: DNB  7.8 %  vs. SPX  27.7 % 
Dun Bradstreet Holdings Inc.

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

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

0.343

-0.388

2.02

-23

1.3

41.7
* Last 60 market days. DNB relative to SPX - S&P 500 Index
Most Correlated Non-ETF Securities:
RankDNB CCTicker Symbol - Security NameSPX CCSPX AlphaSPX Beta
1
1
0.603 Subscribe first then Login to view complete reports now

0.616

-0.500

2.83
2
1
0.593 Subscribe first then Login to view complete reports now

0.564

-0.095

1.36
3
0.580 Subscribe first then Login to view complete reports now

0.217

-0.704

2.77
4
0.548 Subscribe first then Login to view complete reports now

0.238

-0.629

4.12
5
3
0.542 FAST - Fastenal Company

0.336

-0.155

1.26
Least Correlated Non-ETF Securities:
RankDNB CCTicker Symbol - Security NameSPX CCSPX AlphaSPX Beta
1
15
0.000 Subscribe first then Login to view complete reports now

0.430

0.186

3.50
2
138
0.000 Subscribe first then Login to view complete reports now

0.076

-0.055

1.62
3
19
0.000 Subscribe first then Login to view complete reports now

0.119

-0.466

2.30
4
2
0.000 Subscribe first then Login to view complete reports now

0.072

-0.807

2.80
5
82
0.000 FF - FutureFuel Corp. Common shares

0.306

-0.415

2.66
Most Anti-Correlated Non-ETF Securities:
RankDNB CCTicker Symbol - Security NameSPX CCSPX AlphaSPX Beta
1
-0.370 Subscribe first then Login to view complete reports now

-0.127

1.906

-8.74
2
-0.323 Subscribe first then Login to view complete reports now

-0.032

0.626

-4.99
3
-0.304 Subscribe first then Login to view complete reports now

0.108

-1.510

5.99
4
-0.295 Subscribe first then Login to view complete reports now

-0.070

1.178

-7.79
5
-0.284 ASM - Avino Silver Gold Mines Ltd. Common Shares (Canada)

0.187

-1.401

6.35




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