Comprehensive Healthcare Correlations

CMHSF Stock  USD 0.35  0.00  0.00%   
The current 90-days correlation between Comprehensive Healthcare and NuGen Medical Devices is -0.03 (i.e., Good diversification). The correlation of Comprehensive Healthcare 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.

Comprehensive Healthcare Correlation With Market

Very good diversification

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

Moving together with Comprehensive Pink Sheet

  0.85VEEV Veeva Systems ClassPairCorr
  0.63DOCS DoximityPairCorr
  0.62NVDA NVIDIAPairCorr
  0.77MSFT Microsoft Earnings Call This WeekPairCorr
  0.68HPQ HP IncPairCorr

Moving against Comprehensive Pink Sheet

  0.79SOLV Solventum CorpPairCorr
  0.77BMYMP Bristol Myers SquibbPairCorr
  0.67KEYS Keysight TechnologiesPairCorr
  0.63KGC Kinross Gold Aggressive PushPairCorr
  0.56GEHC GE HealthCare TechnoPairCorr
  0.56GOOG Alphabet Class CPairCorr
  0.49AEM Agnico Eagle MinesPairCorr
  0.81MRK Merck CompanyPairCorr
  0.75CSCO Cisco SystemsPairCorr
  0.64DD Dupont De NemoursPairCorr
  0.61KAEPY Kansai Electric Power Earnings Call This WeekPairCorr
  0.55AA Alcoa CorpPairCorr
  0.51USAS Americas Silver Corp TrendingPairCorr
  0.51CAT Caterpillar Earnings Call This WeekPairCorr
  0.51MCD McDonaldsPairCorr
  0.47XOM Exxon Mobil Corp Earnings Call This WeekPairCorr
  0.35BAC Bank of AmericaPairCorr

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

ANPCFNGMDF
AIMLFNGMDF
ANPCFAIMLF
OPGNLIANY
OPGNPMSNF
OPGNVYND
  

High negative correlations

VYNDNGMDF
OPGNNGMDF
OPGNAIMLF
VYNDAIMLF
VYNDANPCF
LIANYANPCF

Risk-Adjusted Indicators

There is a big difference between Comprehensive Pink Sheet performing well and Comprehensive Healthcare 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 Comprehensive Healthcare'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
NGMDF  0.90 (0.45) 0.00  1.00  0.00 
 0.00 
 13.41 
AIMLF  5.27 (0.34) 0.00 (1.82) 0.00 
 12.84 
 35.98 
ANPCF  1.12 (0.63) 0.00 (1.34) 0.00 
 0.00 
 14.72 
SPLTF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
MDBIF  3.62 (1.66) 0.00  0.57  0.00 
 0.00 
 84.08 
NSVGF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
LIANY  5.08  0.97  0.06 (0.55) 5.89 
 12.12 
 60.61 
PMSNF  9.71  3.41  0.00  0.65  0.00 
 0.00 
 300.00 
VYND  0.87  0.46  0.00 (1.35) 0.00 
 0.00 
 28.00 
OPGN  37.23  19.91  0.80 (4.05) 14.43 
 50.76 
 1,044 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Comprehensive Healthcare 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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