Atos Origin Correlations

AEXAY Stock  USD 12.90  0.00  0.00%   
The correlation of Atos Origin 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.

Atos Origin Correlation With Market

Poor diversification

The correlation between Atos Origin SA and DJI is 0.75 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Atos Origin SA and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Atos Origin could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Atos Origin 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 Atos Origin - 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 Atos Origin SA to buy it.

Moving together with Atos Pink Sheet

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  0.81RCKY Rocky BrandsPairCorr
  0.79FIBK First Interstate BanPairCorr
  0.81APETF Alpha Esports TechPairCorr
  0.8YLLXF Yellow Cake plcPairCorr
  0.64AROC Archrock Symbol ChangePairCorr
  0.84TFLM TFLMPairCorr
  0.83SECVY Seche EnvironnementPairCorr
  0.85OBYCF ObayashiPairCorr
  0.83RILYL B Riley FinancialPairCorr
  0.86THO Thor IndustriesPairCorr
  0.9ENS Enersys Earnings Call TodayPairCorr
  0.76BNKHF BOC Hong KongPairCorr

Moving against Atos Pink Sheet

  0.84PBCRY Bank Central AsiaPairCorr
  0.66FIS Fidelity National Earnings Call This WeekPairCorr
  0.65BROGF BROGFPairCorr
  0.42PBCRF PT Bank CentralPairCorr
  0.34NVNIW Nvni Group LimitedPairCorr

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

HZHIENHT
ADGLENHT
LIQDQENHT
NTURENHT
ADGLHZHI
LIQDQHZHI
  

High negative correlations

CGLOAGILQ
NTURNTPY
NTPYLIQDQ
NTURHOKUQ
NTPYHOKUQ
LIQDQHOKUQ

Risk-Adjusted Indicators

There is a big difference between Atos Pink Sheet performing well and Atos Origin 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 Atos Origin'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
AGILQ  3.01  0.98  0.00 (0.27) 0.00 
 0.00 
 150.00 
ENHT  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
HZHI  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
FRLI  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
ADGL  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
CGLO  14.92  7.02  0.00  1.15  0.00 
 0.00 
 500.00 
HOKUQ  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
LIQDQ  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
NTPY  2.47  0.93  0.00 (1.26) 0.00 
 0.00 
 75.00 
NTUR  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Atos Origin 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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