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Showing posts with label
Correlation
.
Show all posts
Showing posts with label
Correlation
.
Show all posts
Saturday, February 4, 2023
Change in Correlation of the Monthly Returns of Generac Holdings and the Vanguard S&P 500 Index ETF
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Generac Holdings ( GNRC ) has a beta of 1.19 based on a linear regression model of the monthly returns of the Vanguard S&P 500 Index ETF...
Thursday, December 15, 2022
J.M. Smucker's Low Correlation With The Vanguard S&P 500 Index ETF
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J.M. Smucker is known for its iconic and timeless consumer staples brands (Exhibit 1) . Note: Click on each image in this blog post to v...
Tuesday, December 13, 2022
Eastman Chemical's Monthly Returns Have a High Correlation with the Vanguard S&P 500 Index ETF
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Here's the histogram of monthly returns for Eastman Chemical ( EMN ) between June 2019 and November 2022 (Exhibit 1) . Please click on t...
Saturday, December 10, 2022
Monthly Return Analysis of Conagra Brands
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Conagra Brands owns many iconic brands in the food business (Exhibit 1) . The company is categorized as a consumer staple. Exhibit 1: Her...
Tuesday, September 27, 2022
Boeing's Monthly Return Volatility Compared to the Vanguard S&P 500 Index ETF From June 2019 to August 2022
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Given its dominant position in the aerospace market, one would think Boeing's ( BA ) monthly returns would be less volatile than the S...
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