Compagnie Financière Correlations

CFRHF Stock

USD 207.45 2.04 0.99%

The current 90-days correlation between Compagnie Financière and Christian Dior SE is 0.13 (i.e., Average diversification). The correlation of Compagnie Financière 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.

Compagnie Financière Correlation With Market

Good diversification

The correlation between Compagnie Financire Richemont and DJI is -0.08 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Compagnie Financire Richemont and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Compagnie Pink Sheet

0.71	LVMHF	LVMH Mot Hennessy	Pair Corr
0.67	CHDRY	Christian Dior SE	Pair Corr
0.95	CFRUY	Compagnie Financiere	Pair Corr
0.62	PPRUF	Kering SA	Pair Corr
0.64	PPRUY	Kering SA	Pair Corr

Moving against Compagnie Pink Sheet

0.47	CTDD	Qwest Corp 6	Pair Corr
0.43	KB	KB Financial Group	Pair Corr
0.4	CTBB	Qwest Corp NT	Pair Corr
0.32	FINN	First National	Pair Corr
0.58	SKM	SK Telecom	Pair Corr
0.55	RILYL	B Riley Financial	Pair Corr
0.43	ENS	Enersys	Pair Corr
0.4	YLLXF	Yellow Cake plc	Pair Corr
0.37	SECVY	Seche Environnement	Pair Corr

Related Correlations Analysis

	CHDRF	CHDRY	FRCOF	FRCOY	BYDDY	BYDDF	FYGGY	HNNMY	IDEXY	MPNGY
CHDRF		0.7	-0.41	-0.34	0.04	0.06	0.02	-0.01	0.09	0.76	CHDRF
CHDRY	0.7		-0.67	-0.54	0.35	0.34	-0.22	-0.35	-0.17	0.75	CHDRY
FRCOF	-0.41	-0.67		0.89	0.02	0.02	0.15	0.63	0.51	-0.58	FRCOF
FRCOY	-0.34	-0.54	0.89		0.01	0.0	0.03	0.62	0.53	-0.51	FRCOY
BYDDY	0.04	0.35	0.02	0.01		1.0	-0.09	-0.19	-0.22	0.2	BYDDY
BYDDF	0.06	0.34	0.02	0.0	1.0		-0.05	-0.21	-0.24	0.22	BYDDF
FYGGY	0.02	-0.22	0.15	0.03	-0.09	-0.05		0.05	-0.17	0.01	FYGGY
HNNMY	-0.01	-0.35	0.63	0.62	-0.19	-0.21	0.05		0.83	-0.25	HNNMY
IDEXY	0.09	-0.17	0.51	0.53	-0.22	-0.24	-0.17	0.83		-0.1	IDEXY
MPNGY	0.76	0.75	-0.58	-0.51	0.2	0.22	0.01	-0.25	-0.1		MPNGY
	CHDRF	CHDRY	FRCOF	FRCOY	BYDDY	BYDDF	FYGGY	HNNMY	IDEXY	MPNGY

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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

BYDDF	+ 1.0	BYDDY
FRCOY	+ 0.89	FRCOF
IDEXY	+ 0.83	HNNMY
MPNGY	+ 0.76	CHDRF
MPNGY	+ 0.75	CHDRY
CHDRY	+ 0.7	CHDRF

High negative correlations

FRCOF	- 0.67	CHDRY
MPNGY	- 0.58	FRCOF
FRCOY	- 0.54	CHDRY
MPNGY	- 0.51	FRCOY
FRCOF	- 0.41	CHDRF
HNNMY	- 0.35	CHDRY

Risk-Adjusted Indicators

There is a big difference between Compagnie Pink Sheet performing well and Compagnie Financière 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 Compagnie Financière'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
CHDRF	0.94	(0.18)	0.00	(1.23)	0.00	0.00	2.26	(3.12)	12.11
CHDRY	1.98	(0.11)	0.00	(0.16)	0.00	0.00	4.37	(5.44)	13.42
FRCOF	1.26	0.31	0.06	0.56	1.43	(3.55)	5.03	(3.06)	16.36
FRCOY	1.60	0.27	0.13	0.42	1.67	(1.74)	3.49	(2.37)	11.21
BYDDY	1.61	(0.04)	(0.02)	0.02	2.06	(1.74)	4.17	(3.35)	12.37
BYDDF	1.57	(0.06)	(0.04)	0.00	1.94	(1.73)	4.25	(2.87)	11.99
FYGGY	2.42	(0.15)	0.00	(0.29)	0.00	0.00	8.76	(7.59)	27.53
HNNMY	1.10	0.20	0.09	0.97	1.32	(1.24)	2.57	(1.76)	7.90
IDEXY	1.22	0.33	0.19	(3.13)	0.97	(1.44)	2.50	(1.94)	12.49
MPNGY	1.41	(0.27)	0.00	(0.55)	0.00	0.00	2.68	(2.86)	9.65

Be your own money manager

Our tools can tell you how much better you can do entering a position in Compagnie Financière 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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Compagnie Financière Corporate Management

Eloy Michotte	Corp Director	Profile
Berangere Ruchat	Chief Officer	Profile
Cdric Bossert	Group Counsel	Profile
Patricia Gandji	Chief Regions	Profile
Sophie Cagnard	Head of Investor Relations	Profile

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