Criteo SA Correlations
| CI5A Stock | EUR 15.20 0.30 1.94% |
The current 90-days correlation between Criteo SA and MBIA is 0.05 (i.e., Significant diversification). The correlation of Criteo SA 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.
Criteo SA Correlation With Market
Very good diversification
The correlation between Criteo SA and DJI is -0.47 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Criteo SA and DJI in the same portfolio, assuming nothing else is changed.
Criteo |
The ability to find closely correlated positions to Criteo SA could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Criteo SA 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 Criteo SA - 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 Criteo SA to buy it.
Moving against Criteo Stock
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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
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Risk-Adjusted Indicators
There is a big difference between Criteo Stock performing well and Criteo SA 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 Criteo SA'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| 0S6 | 4.02 | (0.13) | 0.00 | (0.01) | 0.00 | 8.78 | 51.37 | |||
| TLIK | 12.27 | 2.83 | 0.08 | (0.80) | 14.66 | 27.27 | 202.56 | |||
| BT3 | 1.72 | (0.18) | 0.00 | (1.40) | 0.00 | 4.44 | 14.76 | |||
| MS9 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| IB5A | 1.09 | (0.58) | 0.00 | 3.93 | 0.00 | 0.00 | 15.79 | |||
| MBJ | 1.80 | (0.31) | 0.00 | (1.90) | 0.00 | 3.23 | 11.12 | |||
| MBJ | 1.07 | (0.11) | 0.00 | 0.83 | 0.00 | 2.38 | 12.66 | |||
| TZO | 10.81 | 1.60 | 0.08 | (0.89) | 11.00 | 24.38 | 100.19 | |||
| AJW | 1.12 | (0.50) | 0.00 | 1.02 | 0.00 | 0.00 | 6.38 | |||
| 9R5 | 60.54 | 29.44 | 0.00 | (2.66) | 0.00 | 400.00 | 480.00 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Criteo SA 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.Did you try this?
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Criteo SA Corporate Management
Elected by the shareholders, the Criteo SA's board of directors comprises two types of representatives: Criteo SA inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Criteo. The board's role is to monitor Criteo SA's management team and ensure that shareholders' interests are well served. Criteo SA's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Criteo SA's outside directors are responsible for providing unbiased perspectives on the board's policies.
| Diarmuid Gill | Chief Officer | Profile | |
| Rachel Scheel | Equity Diversity | Profile | |
| Brendan McCarthy | Chief Officer | Profile | |
| Todd Parsons | Chief Officer | Profile | |
| Ryan JD | Chief Officer | Profile | |
| Ryan Damon | Exec Officer | Profile |