VOLEX PLC Correlations

64K Stock  EUR 5.35  0.10  1.83%   
The current 90-days correlation between VOLEX PLC LS and Superior Plus Corp is -0.05 (i.e., Good diversification). The correlation of VOLEX PLC 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.

VOLEX PLC Correlation With Market

Poor diversification

The correlation between VOLEX PLC LS and DJI is 0.64 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding VOLEX PLC LS and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to VOLEX PLC could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace VOLEX PLC 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 VOLEX PLC - 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 VOLEX PLC LS to buy it.

Moving together with VOLEX Stock

  0.78DYF1 Dynavax TechnologiesPairCorr
  0.61RGPB Reinsurance GroupPairCorr
  0.8R6N Retail Estates NVPairCorr
  0.71HSY HersheyPairCorr
  0.87TOTB TotalEnergies SEPairCorr
  0.72BRE Banco Bradesco SAPairCorr
  0.714OQ1 AGNC Investment CorpPairCorr
  0.65EMD ENM Holdings LimitedPairCorr
  0.720XHR Xenia Hotels ResortsPairCorr
  0.79WHX APRANGA AB EO Earnings Call TomorrowPairCorr
  0.68665 RELO GROUP INCPairCorr
  0.64CI9 CITIC SECURITIES-H-PairCorr
  0.76RE3 Richardson ElectronicsPairCorr
  0.76NOEJ Norma Group AGPairCorr
  0.6532GA Thunderbird EntertainmentPairCorr
  0.881WT WisdomTree InvestmentsPairCorr
  0.91TQI TELECOM ITALIAPairCorr
  0.77REPA Repsol SAPairCorr
  0.79IMP IMPERIAL OILPairCorr
  0.89HY9H SK hynixPairCorr
  0.75V1L Valero EnergyPairCorr

Moving against VOLEX Stock

  0.51APC8 APPLE INC CDRPairCorr
  0.4706L PT Global MediacomPairCorr
  0.44AMZ1 AMAZONCOM INCCDRPairCorr
  0.62DBPD Xtrackers ShortDAXPairCorr

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

RS6DVDG
RRUDVDG
9K1DVDG
RS6RRU
RS6INL
RRUINL
  

High negative correlations

BTC1DVDG
9K1BTC1
3RKUBTC1
RS6BTC1
BTC18SP
RRUBTC1

Risk-Adjusted Indicators

There is a big difference between VOLEX Stock performing well and VOLEX PLC 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 VOLEX PLC'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
94P  1.76  0.07  0.00  0.29  1.98 
 3.44 
 11.80 
8SP  1.46  0.07  0.00  0.46  3.02 
 4.67 
 10.19 
DVDG  0.44  0.12  0.08  0.69  0.31 
 0.96 
 3.06 
INL  3.11  0.59  0.11 (0.97) 3.78 
 8.76 
 24.14 
VOW  0.50  0.08  0.00  0.59  0.55 
 1.70 
 6.39 
BTC1  2.24 (0.56) 0.00  7.17  0.00 
 3.98 
 14.40 
RRU  1.83  0.32  0.11  4.74  1.86 
 3.53 
 9.23 
RS6  1.29  0.24  0.10 (1.47) 1.19 
 3.18 
 7.73 
9K1  1.65  0.28  0.08  2.50  2.02 
 4.86 
 12.87 
3RKU  2.39  0.25  0.06  1.30  2.38 
 4.91 
 12.82 

Be your own money manager

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

Elected by the shareholders, the VOLEX PLC's board of directors comprises two types of representatives: VOLEX PLC inside directors who are chosen from within the company, and outside directors, selected externally and held independent of VOLEX. The board's role is to monitor VOLEX PLC's management team and ensure that shareholders' interests are well served. VOLEX PLC'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, VOLEX PLC's outside directors are responsible for providing unbiased perspectives on the board's policies.
H RothschildChief OfficerProfile
Dom MolloyChief OfficerProfile
Christian BedfordGroup SecretaryProfile
Mark KrayChief AmericaProfile