NETEL HOLDING Correlations

2CR Stock   0.34  0.01  2.86%   
The current 90-days correlation between NETEL HOLDING AB and Perusahaan Perseroan PT is -0.06 (i.e., Good diversification). The correlation of NETEL HOLDING 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.

NETEL HOLDING Correlation With Market

Weak diversification

The correlation between NETEL HOLDING AB and DJI is 0.38 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding NETEL HOLDING AB and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to NETEL HOLDING could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace NETEL HOLDING 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 NETEL HOLDING - 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 NETEL HOLDING AB to buy it.

Moving together with NETEL Stock

  0.677YC Synthomer plcPairCorr
  0.64PYCP Minera Alamos SplitPairCorr

Moving against NETEL Stock

  0.62KMY Kimberly ClarkPairCorr
  0.48JUA Japan Real EstatePairCorr
  0.339NPA NIPPON PROLOGIS REITPairCorr
  0.31S4C Nippon BuildingPairCorr
  0.62DBPD Xtrackers ShortDAXPairCorr
  0.453HB Hybrigenics SocietePairCorr
  0.37SFTU SoftBank Group Corp SplitPairCorr
  0.36777 EUROSPORTS GLOBAL LTDPairCorr

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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SSUSSU
SSUSSUN
SSUNSSUN
SSUSSUN
SSUNSSU
  

High negative correlations

BZG2SSUN
BZG2SSU
BZG2SSU
BZG2SSUN
BZG2BYRA
PTISSU

Risk-Adjusted Indicators

There is a big difference between NETEL Stock performing well and NETEL HOLDING 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 NETEL HOLDING'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
PQ9  4.85  0.31  0.04  0.18  5.73 
 17.39 
 40.26 
PQ90  2.94  0.39  0.07 (3.44) 3.79 
 11.49 
 42.92 
BYRA  3.82  0.05 (0.01) 0.01  4.39 
 11.11 
 26.67 
SSUN  2.57  0.78  0.26  0.95  2.29 
 6.04 
 14.94 
SSU  2.88  0.91  0.34  1.92  2.20 
 7.66 
 15.03 
SSUN  2.51  0.79  0.25 (1.09) 2.19 
 6.10 
 13.83 
SSU  2.82  0.89  0.30 (1.33) 2.12 
 6.22 
 15.50 
BZG2  2.82 (0.14) 0.00  0.75  0.00 
 7.50 
 22.82 
TCID  4.01  0.13  0.01  0.67  5.37 
 12.50 
 35.42 
PTI  1.52 (0.04) 0.00 (0.09) 0.00 
 2.81 
 16.77 

Be your own money manager

Our tools can tell you how much better you can do entering a position in NETEL HOLDING 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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NETEL HOLDING Corporate Management

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