Comcast Correlations

CMCS34 Stock  BRL 33.14  0.05  0.15%   
The current 90-days correlation between Comcast and DCVY34 is -0.09 (i.e., Good diversification). The correlation of Comcast 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.

Comcast Correlation With Market

Poor diversification

The correlation between Comcast and DJI is 0.6 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Comcast and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Comcast could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Comcast 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 Comcast - 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 Comcast to buy it.

Moving together with Comcast Stock

  0.64CHCM34 Charter CommunicationsPairCorr
  0.7L1YV34 Live Nation EntertainmentPairCorr
  0.75JNJB34 Johnson JohnsonPairCorr
  0.7PNVL3 Dimed SA DistribuidoraPairCorr
  0.75ONCO3 Oncoclinicas do BrasilPairCorr
  0.67DASA3 Diagnsticos da AmricaPairCorr
  0.65N1WL34 Newell BrandsPairCorr
  0.64BCPX39 Global X Funds SplitPairCorr
  0.63IRBR3 IRB Brasil RessegurosPairCorr

Moving against Comcast Stock

  0.49MSFT34 MicrosoftPairCorr
  0.43W1MG34 Warner Music GroupPairCorr
  0.42AMZO34 Amazon IncPairCorr

Related Correlations Analysis

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Be your own money manager

Our tools can tell you how much better you can do entering a position in Comcast 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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Correlation Analysis

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