Constellation Software Correlations

CNSWF Stock  USD 1,815  50.00  2.83%   
The correlation of Constellation Software 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.

Constellation Software Correlation With Market

Excellent diversification

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

Moving together with Constellation Pink Sheet

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Moving against Constellation Pink Sheet

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  0.89VOD Vodafone Group PLCPairCorr
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  0.88CING CingulatePairCorr
  0.85INGR Ingredion IncorporatedPairCorr
  0.81WLK Westlake Chemical Earnings Call TodayPairCorr
  0.81DAWN Day One Biopharmaceu Earnings Call TodayPairCorr
  0.81LNN LindsayPairCorr
  0.8CMA Comerica IncorporatedPairCorr
  0.79STRS Stratus PropertiesPairCorr
  0.79XYIGY Xinyi Glass Holdings Earnings Call This WeekPairCorr
  0.78ENB EnbridgePairCorr
  0.71KRKNF Kraken RoboticsPairCorr
  0.69MFGCF Mayfair Gold CorpPairCorr
  0.68AOIFF Africa Oil Corp Earnings Call TodayPairCorr
  0.68NTRSO Northern TrustPairCorr
  0.61ADEA ADEIA PPairCorr
  0.61AEMMY A2A SpA ADRPairCorr
  0.58SBYSF Sibanye StillwaterPairCorr
  0.94JNJ Johnson JohnsonPairCorr
  0.93FLFG Federal Life GroupPairCorr
  0.92LTSK Ladenburg ThalmannPairCorr
  0.92TG TredegarPairCorr
  0.9BNL Broadstone Net LeasePairCorr
  0.89IFS Intercorp FinancialPairCorr
  0.89TWMIF Tidewater Midstream andPairCorr
  0.86BYM BlackRock MunicipalPairCorr
  0.85SBKO Summit Bank GroupPairCorr
  0.84MTZ MasTec Inc Earnings Call This WeekPairCorr
  0.82VKQ Invesco Municipal TrustPairCorr
  0.78PNC PNC Financial ServicesPairCorr
  0.77MEEEF Metal Energy CorpPairCorr
  0.73TVFCF Télévision FrançaisePairCorr
  0.71OTSKY Otsuka HoldingsPairCorr

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

MBLVUSNL
FTPMUSNL
FTPMMBLV
FLLLFTDRK
FLLLFFGNV
TDRKFGNV
  

High negative correlations

FTPMRDCO
MBLVRDCO
USNLRDCO
FLLLFUBYH
TDRKPCLI
FLLLFPCLI

Risk-Adjusted Indicators

There is a big difference between Constellation Pink Sheet performing well and Constellation Software 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 Constellation Software'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
FGNV  0.33  0.17  0.00 (0.61) 0.00 
 0.00 
 11.00 
RDCO  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
USNL  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
FUTL  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
PCLI  6.56  0.82  0.03  1.41  8.90 
 22.16 
 108.84 
MBLV  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
TDRK  5.95  1.66  0.07 (2.40) 6.85 
 20.00 
 80.95 
UBYH  6.43  1.47  0.00  3.56  0.00 
 25.00 
 195.71 
FLLLF  5.53  3.08  0.00 (0.93) 0.00 
 0.00 
 116.39 
FTPM  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Constellation Software 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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Constellation Software Corporate Management

Jamal BakshChief OfficerProfile
Farley NobleVP GroupProfile
Daan DijkhuizenManaging VenturesProfile
Mark DennisonGeneral Counsel, SecretaryProfile