Applied BioCode Correlations

6598 Stock  TWD 24.55  0.20  0.82%   
The current 90-days correlation between Applied BioCode and Wellell is 0.06 (i.e., Significant diversification). The correlation of Applied BioCode 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.

Applied BioCode Correlation With Market

Poor diversification

The correlation between Applied BioCode and DJI is 0.71 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Applied BioCode and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Applied BioCode could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Applied BioCode 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 Applied BioCode - 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 Applied BioCode to buy it.

Moving together with Applied Stock

  0.752882 Cathay Financial HoldingPairCorr
  0.82891 CTBC Financial HoldingPairCorr
  0.922330 Taiwan SemiconductorPairCorr
  0.723659 Bison ElectronicsPairCorr
  0.717709 7709PairCorr
  0.866951 Chin Hsin EnvironPairCorr
  0.646108 APCB IncPairCorr
  0.666613 Nova TechnologyPairCorr
  0.844533 Shieh Yih MachineryPairCorr
  0.762495 Infortrend TechnologyPairCorr
  0.753131 Grand Plastic TechnologyPairCorr
  0.76423 Yield MicroelectronicsPairCorr
  0.918016 Sitronix Technology CorpPairCorr
  0.723372 Taiwan IC PackagingPairCorr
  0.886182 Wafer WorksPairCorr
  0.664121 Rossmax InternationalPairCorr
  0.85011 OFCO IndustrialPairCorr
  0.656934 6934PairCorr

Moving against Applied Stock

  0.926762 Delta Asia InternationalPairCorr
  0.894126 Pacific Hospital SupplyPairCorr
  0.814104 Excelsior MedicalPairCorr
  0.694129 United Orthopedic Earnings Call This WeekPairCorr
  0.664155 Ok BiotechPairCorr
  0.622881B Fubon Financial HoldingPairCorr
  0.462881A Fubon Financial HoldingPairCorr
  0.441788 Hi ClearancePairCorr

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

41684106
41754132
91034106
68154155
68156637
41066861
  

High negative correlations

66764132
66764175
41556861
66376861
41554168
68156861

Risk-Adjusted Indicators

There is a big difference between Applied Stock performing well and Applied BioCode 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 Applied BioCode'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
6861  2.28  0.94  0.48 (2.02) 1.09 
 9.95 
 14.49 
4106  0.57  0.09 (0.02)(0.97) 0.63 
 1.14 
 4.74 
6637  0.63 (0.19) 0.00  8.90  0.00 
 1.29 
 5.57 
4132  4.45  0.16  0.03  0.33  4.64 
 12.15 
 45.53 
4168  1.99  0.27  0.08  1.89  2.13 
 7.23 
 18.02 
4155  0.72 (0.07) 0.00  1.46  0.00 
 1.67 
 4.39 
4175  0.67  0.03 (0.11) 0.02  0.86 
 1.21 
 6.08 
9103  1.87  0.28  0.08  3.41  1.96 
 9.83 
 17.42 
6815  2.64 (0.27) 0.00  0.35  0.00 
 7.58 
 17.03 
6676  2.36  0.54  0.21  1.08  1.74 
 6.80 
 22.10 

Applied BioCode Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Applied BioCode stock to make a market-neutral strategy. Peer analysis of Applied BioCode could also be used in its relative valuation, which is a method of valuing Applied BioCode by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Applied BioCode Corporate Management

Elected by the shareholders, the Applied BioCode's board of directors comprises two types of representatives: Applied BioCode inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Applied. The board's role is to monitor Applied BioCode's management team and ensure that shareholders' interests are well served. Applied BioCode'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, Applied BioCode's outside directors are responsible for providing unbiased perspectives on the board's policies.
Jaca HuangChief OfficerProfile
YuTsung ChouChief OfficerProfile
Michael AyeChief OfficerProfile
Christopher BernardChief OfficerProfile
JauTung PanAccounting SupervisorProfile
Frank MitchellHR DirectorProfile
Julian SanchezDirector HRProfile