Correlworks

Navient Corporation 6% Senior Notes due December 15, 2043 (JSM) Correlation Distribution

Across 6,809 rolling correlation observations between Navient Corporation 6% Senior Notes due December 15, 2043 (JSM) and other NASDAQ-listed stocks, 70.6% are positive and 29.4% are negative. The most common correlation range is 0.7 to 0.8, and the average pairwise correlation is 0.313, indicating a clearly positive co-movement bias. Strong positive correlations (≥0.7) account for 31.5% and strong negative correlations (≤−0.7) for 0.9%.

Total observations
6,809
Mean correlation
0.313
Most common range
0.7 to 0.8
Positive pairs
70.6%
Strong positive (≥0.7)
31.5%
Sector
Security Brokers, Dealers & Flotation Companies

Correlation distribution

Correlation rangePairsShareChart
-1.0 to -0.900.0%
-0.9 to -0.8320.5%
-0.8 to -0.7320.5%
-0.7 to -0.62393.5%
-0.6 to -0.52383.5%
-0.5 to -0.42974.4%
-0.4 to -0.32974.4%
-0.3 to -0.22884.2%
-0.2 to -0.12874.2%
-0.1 to 0.02894.2%
0.0 to 0.12894.2%
0.1 to 0.22734.0%
0.2 to 0.32734.0%
0.3 to 0.43354.9%
0.4 to 0.53344.9%
0.5 to 0.65798.5%
0.6 to 0.75798.5%
0.7 to 0.897814.4%
0.8 to 0.997714.3%
0.9 to 1.01932.8%

Last updated:

Frequently asked questions

What is the average correlation of JSM?

Navient Corporation 6% Senior Notes due December 15, 2043 (JSM) has an average correlation of about 0.313 with other NASDAQ stocks, based on 6,809 pairwise observations.

Is JSM positively correlated with other stocks?

Mostly yes — 70.6% of pairs are positive and 29.4% are negative. Strong positive correlations (≥0.7) make up 31.5%.

What is the most common correlation range for JSM?

The most common range is 0.7 to 0.8. Weak correlations (−0.3 to 0.3) account for 25% of all pairs.

Explore the full interactive correlation distribution for JSM.

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