Avantium Correlations

AVTXF Stock  USD 8.13  0.46  6.00%   
The correlation of Avantium 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.

Avantium Correlation With Market

Good diversification

The correlation between Avantium NV and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Avantium NV and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Avantium could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Avantium 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 Avantium - 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 Avantium NV to buy it.

Moving together with Avantium Pink Sheet

  0.7AIQUY Air Liquide SAPairCorr
  0.69AIQUF LAir Liquide SAPairCorr

Moving against Avantium Pink Sheet

  0.78WSFS WSFS FinancialPairCorr
  0.67PPERY Bank Mandiri Persero Normal TradingPairCorr
  0.65TLK Telkom Indonesia TbkPairCorr
  0.6ACN Accenture plcPairCorr
  0.58TLKMF Telkom Indonesia TbkPairCorr
  0.58NMIH NMI HoldingsPairCorr
  0.48PTAIY Astra International TbkPairCorr
  0.45BOF BranchOut Food CommonPairCorr
  0.43F Ford MotorPairCorr
  0.42ATI Allegheny TechnologiesPairCorr
  0.39ACR-PC ACRES Commercial RealtyPairCorr
  0.35PPG PPG IndustriesPairCorr

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

BADGSWIOU
HEOLSWIOU
BNOWSWIOU
SZSMFSWIOU
PYCMFSWIOU
PNRLFSWIOU
  

High negative correlations

CNDGFPNRLF
CNCZFCNDGF
CNCZFGWSAF
CNDGFGWSAF
CNCZFPNRLF
GWSAFPNRLF

Risk-Adjusted Indicators

There is a big difference between Avantium Pink Sheet performing well and Avantium 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 Avantium'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
SWIOU  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
BADG  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
HEOL  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
BNOW  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
SZSMF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
PYCMF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
PNRLF  3.19 (0.52) 0.00 (1.19) 0.00 
 7.41 
 21.69 
GWSAF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
CNDGF  3.43  1.11  0.00 (0.58) 0.00 
 19.35 
 64.23 
CNCZF  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 Avantium 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.

Did you try this?

Run Cryptocurrency Center Now

   

Cryptocurrency Center

Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency
All  Next Launch Module

Avantium Corporate Management