Altarea SCA Correlations

ALTA Stock  EUR 119.60  1.80  1.48%   
The current 90-days correlation between Altarea SCA and Carmila SA is 0.58 (i.e., Very weak diversification). The correlation of Altarea SCA 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.

Altarea SCA Correlation With Market

Very poor diversification

The correlation between Altarea SCA and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Altarea SCA and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Altarea SCA could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Altarea SCA 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 Altarea SCA - 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 Altarea SCA to buy it.

Moving together with Altarea Stock

  0.61EXPL EPC GroupePairCorr
  0.78VK VallourecPairCorr
  0.89FGR Eiffage SAPairCorr
  0.8IVA Inventiva SAPairCorr
  0.87ALMDT MediantechnPairCorr
  0.75AB AB Science SAPairCorr
  0.81MALT Malteries Franco BelgesPairCorr
  0.78ALRIB Riber SAPairCorr
  0.74NEX Nexans SA Earnings Call This WeekPairCorr
  0.65ALEMG Euromedis GroupePairCorr
  0.71ALAFY Afyren SASPairCorr
  0.72AYV ALD SAPairCorr
  0.62FR Valeo SAPairCorr
  0.86GAM Gaumont SAPairCorr
  0.83CA Carrefour SA Earnings Call This WeekPairCorr
  0.81SRP SRP Groupe SAPairCorr
  0.88ORA Orange SA Earnings Call This WeekPairCorr
  0.92JCQ Jacquet Metal ServicePairCorr
  0.77ALISP ISPD Network SAPairCorr
  0.91OPM OPmobility SEPairCorr
  0.8ALKAL Kalray SAPairCorr
  0.64ALWEC WeConnectPairCorr
  0.83ALROC RoctoolPairCorr
  0.85PIG Haulotte Group SAPairCorr

Moving against Altarea Stock

  0.83ALBOO Boostheat SplitPairCorr
  0.75ALAMA AMA Corp PLCPairCorr
  0.71ALENT EntreparticuliPairCorr
  0.6ALCLS CellectisPairCorr

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

EIFFALDV
MERYCARM
PATARG
MERYICAD
ARGICAD
FREYICAD
  

High negative correlations

EIFFFREY
FREYALDV
ALDVICAD
ALDVARG
SELERFREY
COVHICAD

Risk-Adjusted Indicators

There is a big difference between Altarea Stock performing well and Altarea SCA 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 Altarea SCA'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
CARM  0.64 (0.01)(0.04) 0.05  0.85 
 1.20 
 4.89 
ICAD  1.04 (0.04)(0.04) 0.00  1.41 
 2.11 
 9.98 
ARG  0.73 (0.03) 0.00 (0.12) 0.00 
 1.69 
 4.38 
MERY  0.75  0.01 (0.02) 0.07  0.96 
 1.47 
 5.34 
ALDV  0.30 (0.08) 0.00  0.73  0.00 
 0.00 
 15.26 
FREY  0.33  0.09  0.02 (0.95) 0.16 
 0.70 
 2.70 
EIFF  1.02 (0.19) 0.00 (1.19) 0.00 
 2.00 
 5.62 
COVH  0.93 (0.01)(0.04)(1.16) 1.18 
 2.60 
 9.00 
SELER  0.47 (0.10) 0.00 (0.67) 0.00 
 1.20 
 4.88 
PAT  0.54 (0.06) 0.00 (0.37) 0.00 
 1.71 
 4.28 

Be your own money manager

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

Elected by the shareholders, the Altarea SCA's board of directors comprises two types of representatives: Altarea SCA inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Altarea. The board's role is to monitor Altarea SCA's management team and ensure that shareholders' interests are well served. Altarea SCA'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, Altarea SCA's outside directors are responsible for providing unbiased perspectives on the board's policies.
Nathalie BardinCSR MarketingProfile
Karine MarchandGroup DirectorProfile
Nabil AklGroup DirectorProfile
Philippe BouvierDirector CogedimProfile
Alain TaravellaChairman, FounderProfile