Hugo Boss Correlations

BOSSY Stock

USD 8.48 0.08 0.95%

The current 90-days correlation between Hugo Boss AG and Mr Price Group is 0.2 (i.e., Modest diversification). The correlation of Hugo Boss 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.

Hugo Boss Correlation With Market

Very good diversification

The correlation between Hugo Boss AG and DJI is -0.29 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Hugo Boss AG and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Hugo Boss could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Hugo Boss 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 Hugo Boss - 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 Hugo Boss AG to buy it.

Moving against Hugo Pink Sheet

0.54	TLKMF	Telkom Indonesia Tbk	Pair Corr
0.5	VFC	VF Corporation Downward Rally	Pair Corr
0.4	RL	Ralph Lauren Corp	Pair Corr
0.37	TLK	Telkom Indonesia Tbk	Pair Corr
0.37	SHPHF	Sihuan Pharmaceutical	Pair Corr
0.36	AS	Amer Sports	Pair Corr
0.56	DD	Dupont De Nemours Earnings Call This Week	Pair Corr
0.48	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.48	PFE	Pfizer Inc Aggressive Push	Pair Corr
0.4	JNJ	Johnson Johnson	Pair Corr
0.4	MCD	McDonalds Earnings Call This Week	Pair Corr
0.36	AA	Alcoa Corp	Pair Corr
0.35	CAT	Caterpillar	Pair Corr
0.35	CSCO	Cisco Systems Earnings Call This Week	Pair Corr
0.32	NFG	National Fuel Gas	Pair Corr

Related Correlations Analysis

	MRPLY	SMEBF	SMSEY	NGCRF	YUEIY	TGOSY	SKXJF	DNLMY	JFROF	SEBYY
MRPLY		0.22	-0.5	0.7	-0.44	0.0	0.0	0.24	0.0	0.09	MRPLY
SMEBF	0.22		-0.44	0.29	-0.45	0.0	0.0	-0.04	0.0	0.57	SMEBF
SMSEY	-0.5	-0.44		-0.68	0.8	0.0	0.0	-0.14	0.0	-0.24	SMSEY
NGCRF	0.7	0.29	-0.68		-0.68	0.0	0.0	0.47	0.0	0.16	NGCRF
YUEIY	-0.44	-0.45	0.8	-0.68		0.0	0.0	-0.21	0.0	-0.23	YUEIY
TGOSY	0.0	0.0	0.0	0.0	0.0		-1.0	0.0	1.0	0.0	TGOSY
SKXJF	0.0	0.0	0.0	0.0	0.0	-1.0		0.0	-1.0	0.0	SKXJF
DNLMY	0.24	-0.04	-0.14	0.47	-0.21	0.0	0.0		0.0	-0.04	DNLMY
JFROF	0.0	0.0	0.0	0.0	0.0	1.0	-1.0	0.0		0.0	JFROF
SEBYY	0.09	0.57	-0.24	0.16	-0.23	0.0	0.0	-0.04	0.0		SEBYY
	MRPLY	SMEBF	SMSEY	NGCRF	YUEIY	TGOSY	SKXJF	DNLMY	JFROF	SEBYY

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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

JFROF	+ 1.0	TGOSY
YUEIY	+ 0.8	SMSEY
NGCRF	+ 0.7	MRPLY
SEBYY	+ 0.57	SMEBF
DNLMY	+ 0.47	NGCRF
NGCRF	+ 0.29	SMEBF

High negative correlations

JFROF	- 1.0	SKXJF
SKXJF	- 1.0	TGOSY
YUEIY	- 0.68	NGCRF
NGCRF	- 0.68	SMSEY
SMSEY	- 0.5	MRPLY
YUEIY	- 0.45	SMEBF

Risk-Adjusted Indicators

There is a big difference between Hugo Pink Sheet performing well and Hugo Boss 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 Hugo Boss' 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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
MRPLY	1.68	(0.03)	0.00	0.09	0.00	0.00	3.63	(5.32)	24.88
SMEBF	0.35	(0.20)	0.00	(0.94)	0.00	0.00	0.00	0.00	11.76
SMSEY	1.68	0.26	0.09	(0.26)	1.51	(2.06)	3.02	(2.66)	18.71
NGCRF	1.01	(0.31)	0.00	(0.42)	0.00	0.00	0.00	(2.86)	19.70
YUEIY	2.52	0.41	0.09	(0.71)	2.81	(2.99)	5.24	(4.16)	18.15
TGOSY	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
SKXJF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
DNLMY	0.73	(0.17)	0.00	(0.12)	0.00	0.00	0.00	0.00	32.48
JFROF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
SEBYY	0.29	(0.15)	0.00	26.77	0.00	0.00	0.00	0.00	9.59

Be your own money manager

Our tools can tell you how much better you can do entering a position in Hugo Boss 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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Hugo Boss Corporate Management

Daniel Grieder	Chairman CEO	Profile
Christian Stohr	VP Relations	Profile
Carolin Westermann	Head Communication	Profile
Gareth Incledon	CEO Region	Profile
Yves Muller	COO, CFO	Profile
Oliver Timm	Chief Board	Profile

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