LuxNet Correlations

4979 Stock  TWD 325.50  12.00  3.83%   
The current 90-days correlation between LuxNet and Phoenix Silicon International is 0.1 (i.e., Average diversification). The correlation of LuxNet 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. If the correlation is 0, the equities are not correlated; they are entirely random.

LuxNet Correlation With Market

Modest diversification

The correlation between LuxNet and DJI is 0.28 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding LuxNet and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to LuxNet could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace LuxNet 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 LuxNet - 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 LuxNet to buy it.

Moving together with LuxNet Stock

  0.622454 MediaTekPairCorr
  0.812303 United MicroelectronicsPairCorr
  0.656770 Powerchip SemiconductorPairCorr
  0.745274 Aspeed TechnologyPairCorr
  0.863037 Unimicron Technology CorpPairCorr
  0.723038 Emerging Display TecPairCorr
  0.712008 Kao Hsiung ChangPairCorr
  0.861587 Cryomax Cooling SystemPairCorr
  0.611730 Farcent EnterprisePairCorr
  0.711312A Grand Pacific PetrocPairCorr
  0.755523 Fong Chien ConstructionPairCorr
  0.841437 GTM Holdings CorpPairCorr
  0.856133 Golden Bridge ElectechPairCorr
  0.882882 Cathay Financial HoldingPairCorr
  0.892891 CTBC Financial HoldingPairCorr
  0.882887E Taishin Financial HoldingPairCorr
  0.696139 LK EngineeringPairCorr
  0.722107 Formosan Rubber GroupPairCorr

Moving against LuxNet Stock

  0.722357 Asustek ComputerPairCorr
  0.675269 Asmedia TechnologyPairCorr
  0.563034 Novatek MicroelectronicsPairCorr
  0.466488 GlobalWafersPairCorr
  0.468016 Sitronix Technology CorpPairCorr
  0.456415 Silergy CorpPairCorr
  0.396732 Sensortek Technology CorpPairCorr
  0.312379 Realtek SemiconductorPairCorr
  0.53293 International GamesPairCorr

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

62782363
35838028
23633583
23638028
24553583
62783583
  

High negative correlations

62712363
62713583
24552481
62786271
62786826
24816826

Risk-Adjusted Indicators

There is a big difference between LuxNet Stock performing well and LuxNet 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 LuxNet'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
8028  2.08 (0.08)(0.03)(0.01) 2.44 
 3.77 
 14.77 
3583  1.62 (0.38) 0.00 (0.63) 0.00 
 3.82 
 8.64 
6826  2.31  0.00 (0.02) 0.11  2.74 
 6.50 
 13.25 
2329  2.79  0.31  0.07 (3.36) 2.98 
 7.19 
 18.42 
2388  1.97 (0.13) 0.00 (3.16) 0.00 
 3.84 
 14.41 
2481  2.62  0.13  0.04  0.17  2.80 
 5.45 
 17.29 
2363  1.63 (0.35) 0.00 (0.47) 0.00 
 2.80 
 13.19 
2455  2.19 (0.09) 0.00 (0.01) 0.00 
 4.55 
 14.04 
6271  1.67  0.12  0.04  0.28  1.93 
 3.59 
 12.68 
6278  1.15 (0.19) 0.00 (0.50) 0.00 
 1.90 
 6.48 

Be your own money manager

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

Elected by the shareholders, the LuxNet's board of directors comprises two types of representatives: LuxNet inside directors who are chosen from within the company, and outside directors, selected externally and held independent of LuxNet. The board's role is to monitor LuxNet's management team and ensure that shareholders' interests are well served. LuxNet'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, LuxNet's outside directors are responsible for providing unbiased perspectives on the board's policies.
D HwuPresidentProfile
Chance KuoAssistant DepartmentProfile
Cliff WangPres LtdProfile
Chihping KuoChief DirectorProfile