Walker Dunlop Correlations
| 5WD Stock | EUR 103.00 2.00 1.90% |
The current 90-days correlation between Walker Dunlop and Cal Maine Foods is 0.25 (i.e., Modest 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 0.3 (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.
Walker |
The ability to find closely correlated positions to Walker Dunlop could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Walker Dunlop when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Walker Dunlop - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Walker Dunlop to buy it.
Moving together with Walker Stock
| 0.76 | F6H | Far East Horizon | PairCorr |
| 0.83 | 19H | Hercules Capital | PairCorr |
| 0.67 | BEW | DIVERSIFIED ROYALTY | PairCorr |
| 0.65 | 4HF | Hoist Finance AB | PairCorr |
| 0.65 | GC6 | Primo Water Corp | PairCorr |
| 0.69 | GLE | Gladstone Commercial | PairCorr |
| 0.74 | 9MDA | MEITUAN UNSPADR/2B | PairCorr |
| 0.64 | PP1 | Papa Johns International | PairCorr |
| 0.75 | E908 | Lyxor 1 | PairCorr |
| 0.71 | DBPE | Xtrackers LevDAX | PairCorr |
Moving against Walker Stock
| 0.8 | DBPD | Xtrackers ShortDAX | PairCorr |
| 0.39 | 6FO | GOODTECH ASA A | PairCorr |
| 0.34 | 99Q | ENTREPARTICULIERS EO | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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
| High negative correlations
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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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TLIK | 1.95 | (0.36) | 0.00 | (1.63) | 0.00 | 4.21 | 12.14 | |||
| DOC2 | 2.16 | (0.25) | 0.00 | (0.24) | 0.00 | 4.76 | 13.64 | |||
| CM2 | 1.42 | 0.53 | 0.37 | 2.01 | 0.66 | 3.84 | 12.90 | |||
| ZZG | 1.62 | (0.03) | 0.04 | 0.11 | 1.77 | 3.55 | 10.30 | |||
| TF7A | 1.41 | 0.10 | (0.02) | 3.06 | 1.48 | 3.86 | 7.81 | |||
| 20Y | 1.53 | (0.05) | (0.02) | 0.08 | 1.85 | 3.18 | 11.26 | |||
| ZVF | 0.98 | (0.01) | (0.01) | 0.11 | 1.42 | 4.76 | 9.31 | |||
| ADP | 0.82 | 0.19 | 0.17 | 0.44 | 0.41 | 2.06 | 5.19 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Walker Dunlop without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Walker Dunlop Corporate Management
Elected by the shareholders, the Walker Dunlop's board of directors comprises two types of representatives: Walker Dunlop inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Walker. The board's role is to monitor Walker Dunlop's management team and ensure that shareholders' interests are well served. Walker Dunlop's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Walker Dunlop's outside directors are responsible for providing unbiased perspectives on the board's policies.
| Kelsey Duffey | VP Relations | Profile | |
| Paula Pryor | Ex Officer | Profile | |
| Howard III | Pres Director | Profile | |
| Stephen Theobald | Ex COO | Profile | |
| Richard Lucas | Gen VP | Profile | |
| Greg Florkowski | CFO VP | Profile | |
| Aaron Perlis | Ex CTO | Profile |