Fm Compoundr Correlations

CPAG Etf

102.77 0.21 0.20%

The current 90-days correlation between Fm Compoundr Aggregate and Harbor ETF Trust is 0.35 (i.e., Weak diversification). The correlation of Fm Compoundr 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.

Fm Compoundr Correlation With Market

Poor diversification

The correlation between Fm Compoundr Aggregate 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 Fm Compoundr Aggregate and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with CPAG Etf

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Fm Compoundr Aggregate. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with CPAG Etf

0.98	BND	Vanguard Total Bond	Pair Corr
0.97	AGG	iShares Core Aggregate	Pair Corr
0.93	BIV	Vanguard Intermediate	Pair Corr
0.98	SPAB	SPDR Portfolio Aggregate	Pair Corr
0.98	EAGG	iShares ESG Aggregate	Pair Corr
0.96	FLCB	Franklin Templeton ETF	Pair Corr
0.98	UITB	VictoryShares USAA Core	Pair Corr
0.94	DFCF	Dimensional ETF Trust	Pair Corr
0.73	JAGG	JPMorgan BetaBuilders	Pair Corr
0.97	AGGY	WisdomTree Yield Enhanced	Pair Corr
0.61	SIXD	AIM ETF Products	Pair Corr
0.61	RDIV	Invesco SP Ultra	Pair Corr
0.71	BINC	BlackRock ETF Trust Sell-off Trend	Pair Corr
0.68	MRK	Merck Company	Pair Corr

Moving against CPAG Etf

0.51	VIXY	ProShares VIX Short	Pair Corr
0.5	VXX	iPath Series B	Pair Corr
0.46	VIXM	ProShares VIX Mid	Pair Corr
0.45	VXZ	iPath Series B	Pair Corr
0.39	PLTI	REX ETF Trust	Pair Corr
0.49	HPQ	HP Inc	Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		-0.47	-0.53	0.48	0.21	-0.59	-0.11	0.33	0.53	0.48	META
MSFT	-0.47		0.77	-0.48	-0.57	0.67	0.77	-0.01	-0.82	-0.89	MSFT
UBER	-0.53	0.77		-0.42	-0.35	0.75	0.44	-0.17	-0.79	-0.71	UBER
F	0.48	-0.48	-0.42		-0.1	-0.36	-0.14	0.37	0.65	0.57	F
T	0.21	-0.57	-0.35	-0.1		-0.25	-0.7	-0.05	0.28	0.49	T
A	-0.59	0.67	0.75	-0.36	-0.25		0.39	-0.11	-0.58	-0.74	A
CRM	-0.11	0.77	0.44	-0.14	-0.7	0.39		0.41	-0.46	-0.77	CRM
JPM	0.33	-0.01	-0.17	0.37	-0.05	-0.11	0.41		0.26	-0.02	JPM
MRK	0.53	-0.82	-0.79	0.65	0.28	-0.58	-0.46	0.26		0.79	MRK
XOM	0.48	-0.89	-0.71	0.57	0.49	-0.74	-0.77	-0.02	0.79		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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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

XOM	+ 0.79	MRK
UBER	+ 0.77	MSFT
CRM	+ 0.77	MSFT
A	+ 0.75	UBER
A	+ 0.67	MSFT
MRK	+ 0.65	F

High negative correlations

XOM	- 0.89	MSFT
MRK	- 0.82	MSFT
MRK	- 0.79	UBER
XOM	- 0.77	CRM
XOM	- 0.74	A
XOM	- 0.71	UBER

Fm Compoundr Competition Risk-Adjusted Indicators

There is a big difference between CPAG Etf performing well and Fm Compoundr ETF 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 Fm Compoundr'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
META	1.48	0.08	0.02	0.24	1.42	(1.77)	3.43	(2.60)	13.69
MSFT	1.34	(0.34)	0.00	(0.74)	0.00	0.00	1.90	(2.74)	13.28
UBER	1.50	(0.44)	0.00	(0.66)	0.00	0.00	2.41	(3.82)	11.09
F	1.21	0.01	0.01	0.11	1.19	(1.48)	3.38	(2.35)	7.16
T	1.00	0.22	0.13	2.45	0.77	(1.17)	3.87	(1.54)	5.31
A	1.21	(0.32)	0.00	(0.16)	0.00	0.00	2.90	(2.58)	7.85
CRM	1.66	(0.47)	0.00	(0.35)	0.00	0.00	2.94	(4.75)	12.37
JPM	1.23	(0.14)	(0.05)	0.00	1.73	(1.28)	2.34	(3.11)	7.38
MRK	1.32	0.45	0.31	0.75	1.00	(1.65)	3.59	(1.98)	8.74
XOM	1.20	0.47	0.29	3.81	0.90	(1.43)	2.69	(2.11)	5.85

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