ComfortDelGro Correlations

CDGLFDelisted Stock  USD 1.11  0.00  0.00%   
The correlation of ComfortDelGro 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.

ComfortDelGro Correlation With Market

Weak diversification

The correlation between ComfortDelGro Limited and DJI is 0.36 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding ComfortDelGro Limited and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to ComfortDelGro could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace ComfortDelGro 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 ComfortDelGro - 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 ComfortDelGro Limited to buy it.

Moving together with ComfortDelGro Pink Sheet

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  0.61NSC Norfolk Southern Earnings Call TodayPairCorr
  0.69MTRJF MTR CorpPairCorr
  0.76CJPRF Central Japan Railway Earnings Call This WeekPairCorr
  0.69LIFZF Labrador Iron OrePairCorr
  0.67LCUT Lifetime BrandsPairCorr
  0.8LFST Lifestance HealthPairCorr
  0.67IRNRF Iron Road LimitedPairCorr
  0.64FMBH First Mid Illinois Earnings Call This WeekPairCorr

Moving against ComfortDelGro Pink Sheet

  0.82SIGL Signal AdvancePairCorr
  0.31HNOI HNO InternationalPairCorr
  0.51VRNOF Verano Holdings CorpPairCorr

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

ZHUZYTNISY
SRAIFMITFF
KUBTYSRAIF
KUBTYMITFF
MITFFQRNNF
SRAIFQRNNF
  

High negative correlations

ZHUZYGULRF
GULRFTNISY
KUBTYJTTRY
MITFFJTTRY
SRAIFJTTRY
JTTRYQRNNF

Risk-Adjusted Indicators

There is a big difference between ComfortDelGro Pink Sheet performing well and ComfortDelGro 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 ComfortDelGro'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
QRNNF  0.56 (0.01) 0.00  0.04  0.00 
 0.00 
 18.40 
JTTRY  0.53  0.03  0.00  0.03  0.00 
 0.00 
 24.11 
MITFF  1.23  0.28  0.05 (0.85) 1.60 
 5.13 
 16.69 
SRAIF  0.21  0.03  0.00  0.24  0.00 
 0.00 
 5.56 
KUBTY  1.49  0.07  0.05  0.12  1.75 
 4.01 
 10.08 
IPSOF  0.47 (0.21) 0.00 (1.58) 0.00 
 0.00 
 11.95 
TNISY  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
SNWAF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
GULRF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
ZHUZY  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 

ComfortDelGro Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with ComfortDelGro pink sheet to make a market-neutral strategy. Peer analysis of ComfortDelGro could also be used in its relative valuation, which is a method of valuing ComfortDelGro by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

ComfortDelGro Corporate Management

Mui ChanGroup Human Resource OfficerProfile
ILin TanGroup Corporate Communications OfficerProfile
Siak ChengGroup TransitProfile
Siang LeeGroup SecProfile
Thong KohGroup OfficerProfile
Peng ChooGroup Investor Relations and Special Projects OfficerProfile

Still Interested in ComfortDelGro Limited?

Investing in delisted pink sheets can be risky, as the pink sheet is no longer traded on a public exchange and can therefore be difficult to sell. Delisting typically occurs when a company has failed to meet exchange requirements or has been acquired. Before investing, it's important to thoroughly research the company, including its financial health and prospects for the future, as well as the reasons for its delisting. Additionally, it may be difficult to find accurate and up-to-date information on the company and its stock.