Bechtle AG Correlations

BECTY Stock  USD 10.15  0.00  0.00%   
The current 90-days correlation between Bechtle AG and Indra Sistemas SA is 0.21 (i.e., Modest diversification). The correlation of Bechtle AG 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.

Bechtle AG Correlation With Market

Good diversification

The correlation between Bechtle AG 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 Bechtle AG and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Bechtle AG could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Bechtle AG 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 Bechtle AG - 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 Bechtle AG to buy it.

Moving together with Bechtle Pink Sheet

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  0.81NCRRP NCR Corp PrefPairCorr
  0.61INFY Infosys Ltd ADR Potential GrowthPairCorr
  0.64CTSH Cognizant TechnologyPairCorr
  0.65CGEMY Capgemini SE ADRPairCorr
  0.63CAPMF Capgemini SEPairCorr
  0.74DDS Dillards,PairCorr
  0.71ULTA Ulta BeautyPairCorr
  0.84URBN Urban OutfittersPairCorr
  0.69IDN Intellicheck MobilisaPairCorr
  0.75CALC CalciMedica, Common Stock TrendingPairCorr
  0.72GSVRF Guanajuato SilverPairCorr
  0.73GPAEF Grupo Aeroportuario delPairCorr

Moving against Bechtle Pink Sheet

  0.46BASE CouchbasePairCorr
  0.48CYPS Cyclo3pssPairCorr
  0.3812532HAF1 GIBACN 23 14PairCorr
  0.38SMGKF Smiths Group plcPairCorr
  0.35AMD Advanced Micro Devices Sell-off TrendPairCorr

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

TMNSFSEKEF
SEKEFISMAY
FITGFAACAY
TMNSFISMAY
AACAYRPYTF
AACAYAEXAY
  

High negative correlations

AACAYSEKEF
AACAYTMNSF
AACAYISMAY
FITGFTMNSF
FITGFSEKEF
TMNSFAEXAY

Risk-Adjusted Indicators

There is a big difference between Bechtle Pink Sheet performing well and Bechtle AG 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 Bechtle AG'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
ISMAY  2.17  0.33  0.12  1.11  2.05 
 5.38 
 12.58 
TISNF  7.92  4.46  0.00 (6.27) 0.00 
 32.61 
 32.61 
AEXAY  4.40  0.60  0.02 (0.42) 7.58 
 11.91 
 83.17 
RPYTF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.02 
SEKEF  0.27  0.12  0.00  1.97  0.00 
 0.00 
 9.08 
TSYHY  1.85 (0.04)(0.02) 0.01  2.65 
 3.84 
 13.54 
TMNSF  0.22  0.10  0.00  1.71  0.00 
 0.00 
 7.53 
TSYHF  5.96  0.52  0.03 (0.12) 7.03 
 17.50 
 62.31 
AACAY  2.07 (0.39) 0.00 (0.34) 0.00 
 3.55 
 14.68 
FITGF  3.23 (0.19) 0.00 (0.15) 0.00 
 8.22 
 24.47 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Bechtle AG 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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Bechtle AG Corporate Management