Clean Harbors Correlations

CH6 Stock  EUR 223.90  0.70  0.31%   
The current 90-days correlation between Clean Harbors and PT Bank Mandiri is 0.2 (i.e., Modest diversification). The correlation of Clean Harbors 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.

Clean Harbors Correlation With Market

Very poor diversification

The correlation between Clean Harbors and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Clean Harbors and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Clean Harbors could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Clean Harbors 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 Clean Harbors - 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 Clean Harbors to buy it.

Moving together with Clean Stock

  0.95WA9 Wabash NationalPairCorr
  0.67HHX HAMMONIA SchiffsholdingPairCorr
  0.82S0V Seaboard Earnings Call TomorrowPairCorr
  0.84DP4A AP MllerPairCorr
  0.86DP4B AP MllerPairCorr
  0.63BC8 Bechtle AGPairCorr
  0.92TJW Scientific GamesPairCorr
  0.83PZX Ping An InsurancePairCorr
  0.91SEBA S E BANKENPairCorr
  0.7WP7 WESCO InternationalPairCorr
  0.625EA Elanco Animal HealthPairCorr
  0.76NTH NORTHROP GRUMMANPairCorr
  0.75WF3 Wesfarmers Limited Earnings Call This WeekPairCorr
  0.63V8M0 Prophecy DeFi SplitPairCorr
  0.92CV5 Covenant LogisticsPairCorr
  0.9G9N1 Grupo Aeroportuario delPairCorr
  0.78SCTA SSE PLC ADRPairCorr
  0.67NNGD National Grid plcPairCorr
  0.68MEL Meli Hotels InternationalPairCorr
  0.65ENI Eni SpAPairCorr
  0.8QUC Quaker ChemicalPairCorr
  0.67UUEC UNITED UTILITIESPairCorr
  0.85TUI1 TUI AGPairCorr
  0.682WGA WOORI FIN GRPPairCorr
  0.720VQ PURETECH HEALTH PLCPairCorr

Moving against Clean Stock

  0.851YR IMMUNOVIA AB SplitPairCorr
  0.82LSPP Chocoladefabriken LindtPairCorr
  0.7BRH Berkshire HathawayPairCorr
  0.79DBPD Xtrackers ShortDAXPairCorr
  0.51SDA SEALED AIRPairCorr

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

PQ9PQ9
BZG2BYRA
PQ9PQ9
BZG2BYRA
PQ9PQ9
BYRAPQ9
  

High negative correlations

BZG2PQ9
BZG2PQ9
BZG2PQ9
BZG2BYRA
BYRAPQ9
BYRAPQ9

Risk-Adjusted Indicators

There is a big difference between Clean Stock performing well and Clean Harbors 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 Clean Harbors' 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
PQ9  4.72  0.57  0.03 (0.22) 5.70 
 17.39 
 40.26 
PQ9  0.69  0.03  0.00  0.16  0.00 
 4.55 
 9.31 
PQ9  0.87  0.09  0.00 (4.00) 0.00 
 4.00 
 24.58 
PQ9  2.43  0.33  0.03 (0.56) 2.77 
 5.00 
 26.79 
BYRA  1.72  0.25  0.00 (0.09) 2.16 
 5.88 
 17.03 
BYRA  0.86 (0.12) 0.00 (0.16) 0.00 
 5.88 
 12.13 
BYRA  1.32 (0.07) 0.00 (0.04) 0.00 
 5.00 
 35.71 
BYRA  4.23  0.11  0.01  0.25  4.59 
 11.11 
 26.67 
BZG2  0.66 (0.09) 0.00 (0.37) 0.00 
 2.56 
 5.26 
BZG2  0.62 (0.17) 0.00 (0.42) 0.00 
 0.00 
 9.09 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Clean Harbors 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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Clean Harbors Corporate Executives

Elected by the shareholders, the Clean Harbors' board of directors comprises two types of representatives: Clean Harbors inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Clean. The board's role is to monitor Clean Harbors' management team and ensure that shareholders' interests are well served. Clean Harbors' inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Clean Harbors' outside directors are responsible for providing unbiased perspectives on the board's policies.
Eric CPAExecutive CFOProfile