Snap Correlations

1SI Stock  EUR 4.11  0.05  1.20%   
The current 90-days correlation between Snap Inc and NIPPON PROLOGIS REIT is 0.05 (i.e., Significant diversification). The correlation of Snap 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.

Snap Correlation With Market

Excellent diversification

The correlation between Snap Inc and DJI is -0.55 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Snap Inc and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Snap could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Snap 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 Snap - 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 Snap Inc to buy it.

Moving against Snap Stock

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Related Correlations Analysis


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

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High negative correlations

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Risk-Adjusted Indicators

There is a big difference between Snap Stock performing well and Snap 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 Snap'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
9NPA  0.51 (0.06) 0.00  1.18  0.00 
 1.98 
 8.96 
0S2  0.80 (0.10) 0.00 (0.57) 0.00 
 1.55 
 4.84 
K9R  0.86 (0.06) 0.00  0.23  0.00 
 1.12 
 9.18 
2ES  0.64  0.00 (0.05) 0.13  0.89 
 1.23 
 3.67 
7ZY  0.70  0.00 (0.06)(0.14) 0.84 
 1.28 
 5.10 
JUA  0.79 (0.05) 0.00  0.18  0.00 
 1.48 
 5.05 
S4C  1.15 (0.03) 0.00  1.41  0.00 
 2.46 
 6.34 
85L  0.88  0.02 (0.03)(1.78) 1.12 
 1.59 
 9.39 
O2F  0.87 (0.05) 0.00 (0.28) 0.00 
 1.83 
 17.02 
8UT  0.63 (0.04) 0.00 (0.70) 0.00 
 0.92 
 3.59 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Snap 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.

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Snap Corporate Management

Elected by the shareholders, the Snap's board of directors comprises two types of representatives: Snap inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Snap. The board's role is to monitor Snap's management team and ensure that shareholders' interests are well served. Snap'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, Snap's outside directors are responsible for providing unbiased perspectives on the board's policies.
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Scott WithycombeChief OfficerProfile
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