Keystone Microtech Correlations

6683 Stock  TWD 415.50  4.00  0.95%   
The current 90-days correlation between Keystone Microtech Corp and Ampoc Far East Co is 0.23 (i.e., Modest diversification). The correlation of Keystone Microtech 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.

Keystone Microtech Correlation With Market

Average diversification

The correlation between Keystone Microtech Corp and DJI is 0.14 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Keystone Microtech Corp and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Keystone Microtech could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Keystone Microtech 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 Keystone Microtech - 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 Keystone Microtech Corp to buy it.

Moving together with Keystone Stock

  0.688042 Taiwan Chinsan ElectronicPairCorr
  0.734105 TTY BiopharmPairCorr
  0.621308 Asia Polymer CorpPairCorr
  0.666515 WinWay TechnologyPairCorr
  0.632887E Taishin Financial HoldingPairCorr
  0.641312A Grand Pacific PetrocPairCorr
  0.686220 YFC BonEagle ElectricPairCorr
  0.73163 BrowavePairCorr

Moving against Keystone Stock

  0.496176 Radiant Opto ElectroPairCorr
  0.484109 Jia Jie BiomedicalPairCorr

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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35456525
66796525
65258261
35455222
66795222
  

High negative correlations

66796173
35456173
52226173
53513545
65256173
53516679

Risk-Adjusted Indicators

There is a big difference between Keystone Stock performing well and Keystone Microtech 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 Keystone Microtech'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
2493  2.14  0.15  0.03  2.78  2.67 
 7.62 
 16.20 
6173  2.80  0.39  0.13  0.41  2.62 
 9.90 
 15.91 
8261  1.74 (0.13) 0.00 (0.07) 0.00 
 4.74 
 15.19 
5222  1.55 (0.11) 0.00 (0.04) 0.00 
 3.82 
 12.88 
6525  1.48 (0.20) 0.00 (0.24) 0.00 
 2.74 
 12.19 
3545  1.40 (0.40) 0.00 (0.62) 0.00 
 2.42 
 7.23 
6679  1.65 (0.28) 0.00 (0.75) 0.00 
 3.40 
 9.99 
2340  1.86 (0.16) 0.00 (0.11) 0.00 
 3.34 
 11.66 
5351  2.99  0.53  0.13 (4.32) 3.01 
 7.08 
 19.13 
5425  1.99 (0.07) 0.00 (0.23) 0.00 
 7.59 
 16.11 

Be your own money manager

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

Elected by the shareholders, the Keystone Microtech's board of directors comprises two types of representatives: Keystone Microtech inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Keystone. The board's role is to monitor Keystone Microtech's management team and ensure that shareholders' interests are well served. Keystone Microtech'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, Keystone Microtech's outside directors are responsible for providing unbiased perspectives on the board's policies.
Qiwen ChenIndependent DirectorProfile
Songmao WuIndependent DirectorProfile
Mingyi LiDirectorProfile
Jiangliang LinIndependent DirectorProfile
Qihong YeDirectorProfile
Zhimin LiChairman of the BoardProfile
Junlang LuGeneral Manager, DirectorProfile