Capcom Co Correlations

CCOEF Stock

USD 21.10 0.00 0.00%

The current 90-days correlation between Capcom Co and Square Enix Holdings is -0.2 (i.e., Good diversification). The correlation of Capcom Co 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.

Capcom Co Correlation With Market

Average diversification

The correlation between Capcom Co and DJI is 0.1 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Capcom Co and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Capcom Pink Sheet

0.65

898339AA4

FUNOTR 4869 15

Pair Corr

Moving against Capcom Pink Sheet

0.43	906548CR1	US906548CR12	Pair Corr
0.42	TD	Toronto Dominion Bank Earnings Call This Week	Pair Corr
0.34	OILCF	Permex Petroleum Trending	Pair Corr

Related Correlations Analysis

	SQNXF	OTGLY	SGAMY	SQNNY	MIXIF	CCOEY	NEXOY	KNAMF	SCPL	DDI
SQNXF		0.34	0.2	0.08	-0.55	0.03	-0.24	0.12	0.55	-0.6	SQNXF
OTGLY	0.34		0.19	-0.04	-0.78	0.18	-0.42	-0.44	0.74	-0.86	OTGLY
SGAMY	0.2	0.19		0.11	-0.28	-0.56	0.44	-0.07	0.01	-0.21	SGAMY
SQNNY	0.08	-0.04	0.11		0.12	0.12	-0.19	0.12	0.03	-0.04	SQNNY
MIXIF	-0.55	-0.78	-0.28	0.12		0.05	0.39	0.23	-0.67	0.89	MIXIF
CCOEY	0.03	0.18	-0.56	0.12	0.05		-0.57	0.12	0.4	-0.12	CCOEY
NEXOY	-0.24	-0.42	0.44	-0.19	0.39	-0.57		0.18	-0.55	0.44	NEXOY
KNAMF	0.12	-0.44	-0.07	0.12	0.23	0.12	0.18		-0.19	0.22	KNAMF
SCPL	0.55	0.74	0.01	0.03	-0.67	0.4	-0.55	-0.19		-0.78	SCPL
DDI	-0.6	-0.86	-0.21	-0.04	0.89	-0.12	0.44	0.22	-0.78		DDI
	SQNXF	OTGLY	SGAMY	SQNNY	MIXIF	CCOEY	NEXOY	KNAMF	SCPL	DDI

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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

DDI	+ 0.89	MIXIF
SCPL	+ 0.74	OTGLY
SCPL	+ 0.55	SQNXF
NEXOY	+ 0.44	SGAMY
DDI	+ 0.44	NEXOY
SCPL	+ 0.4	CCOEY

High negative correlations

DDI	- 0.86	OTGLY
DDI	- 0.78	SCPL
MIXIF	- 0.78	OTGLY
SCPL	- 0.67	MIXIF
DDI	- 0.6	SQNXF
NEXOY	- 0.57	CCOEY

Risk-Adjusted Indicators

There is a big difference between Capcom Pink Sheet performing well and Capcom Co 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 Capcom Co'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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SQNXF	2.12	0.23	0.02	1.56	2.55	(6.59)	9.15	(6.83)	25.34
OTGLY	2.14	0.39	0.12	3.30	2.30	(2.43)	4.15	(4.12)	12.85
SGAMY	2.01	0.11	0.01	(9.51)	2.66	(2.07)	4.18	(5.02)	18.33
SQNNY	1.74	0.22	0.00	(0.09)	2.75	(3.50)	7.89	(5.77)	22.56
MIXIF	0.01	(0.01)	0.00	(9.05)	0.00	0.00	0.00	0.00	0.24
CCOEY	1.49	0.13	0.03	0.61	1.75	(1.65)	3.55	(3.78)	10.70
NEXOY	1.53	(0.41)	0.00	(0.83)	0.00	0.00	2.62	(4.44)	13.55
KNAMF	4.09	1.68	0.00	5.29	0.00	0.00	16.24	(4.49)	16.58
SCPL	1.25	0.20	0.09	0.72	1.22	(1.78)	1.73	(2.08)	27.64
DDI	2.62	(0.51)	0.00	(2.09)	0.00	0.00	4.38	(5.28)	14.59

Be your own money manager

Our tools can tell you how much better you can do entering a position in Capcom Co 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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Capcom Co Corporate Management

Yoshonori Ishida	Exec Director	Profile
Motohide Imaizumi	Managing Executive Officer	Profile
Nobuyuki Matsushima	Managing Executive Officer	Profile
Jun Takeuchi	Managing Executive Officer	Profile
Kenkichi Nomura	Head of Fin. and Accounting Division and Executive Support, Public and Investor Relations Division and Managing Corporate Officer	Profile

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