Castellum Correlations

CTM Stock

USD 0.98 0.08 8.89%

The current 90-days correlation between Castellum and CSP Inc is 0.2 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Castellum moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Castellum moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Castellum Correlation With Market

Modest diversification

The correlation between Castellum and DJI is 0.22 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Castellum and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Castellum Stock

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

To learn how to invest in Castellum Stock, please use our How to Invest in Castellum guide.

Moving against Castellum Stock

0.34

API

Agora Inc

Pair Corr

Related Correlations Analysis

	CSPI	QUIK	SSTI	ZENA	NRDY	TTEC	KVHI	WRAP	RDZN	OSS
CSPI		0.14	-0.08	-0.27	0.42	0.56	0.6	0.45	0.41	0.63	CSPI
QUIK	0.14		0.36	0.42	-0.24	0.02	-0.25	0.35	-0.02	-0.15	QUIK
SSTI	-0.08	0.36		0.91	0.14	0.35	-0.4	0.53	-0.56	-0.16	SSTI
ZENA	-0.27	0.42	0.91		0.03	0.18	-0.57	0.46	-0.61	-0.29	ZENA
NRDY	0.42	-0.24	0.14	0.03		0.81	0.27	0.38	0.03	0.58	NRDY
TTEC	0.56	0.02	0.35	0.18	0.81		0.43	0.56	0.2	0.66	TTEC
KVHI	0.6	-0.25	-0.4	-0.57	0.27	0.43		-0.12	0.73	0.72	KVHI
WRAP	0.45	0.35	0.53	0.46	0.38	0.56	-0.12		-0.14	0.2	WRAP
RDZN	0.41	-0.02	-0.56	-0.61	0.03	0.2	0.73	-0.14		0.58	RDZN
OSS	0.63	-0.15	-0.16	-0.29	0.58	0.66	0.72	0.2	0.58		OSS
	CSPI	QUIK	SSTI	ZENA	NRDY	TTEC	KVHI	WRAP	RDZN	OSS

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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

ZENA	+ 0.91	SSTI
TTEC	+ 0.81	NRDY
RDZN	+ 0.73	KVHI
OSS	+ 0.72	KVHI
OSS	+ 0.66	TTEC
OSS	+ 0.63	CSPI

High negative correlations

RDZN	- 0.61	ZENA
KVHI	- 0.57	ZENA
RDZN	- 0.56	SSTI
KVHI	- 0.4	SSTI
OSS	- 0.29	ZENA
ZENA	- 0.27	CSPI

Risk-Adjusted Indicators

There is a big difference between Castellum Stock performing well and Castellum 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 Castellum'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
CSPI	2.88	0.02	0.02	0.07	3.60	(3.53)	7.34	(5.18)	23.86
QUIK	3.54	0.03	0.02	0.07	4.19	(4.06)	8.82	(6.94)	24.52
SSTI	2.83	(0.74)	0.00	(0.25)	0.00	0.00	3.87	(7.07)	16.87
ZENA	4.71	(0.62)	0.00	(0.23)	0.00	0.00	10.11	(7.77)	25.02
NRDY	3.49	(0.34)	0.00	(0.11)	0.00	0.00	8.40	(6.30)	20.36
TTEC	2.98	0.06	0.02	0.09	4.08	(3.06)	5.44	(5.51)	21.14
KVHI	2.17	0.34	0.13	0.50	2.11	(2.62)	5.24	(3.72)	13.83
WRAP	5.16	0.33	0.07	0.17	5.31	(5.99)	13.08	(8.76)	42.75
RDZN	4.87	1.63	0.33	0.75	3.79	(6.01)	14.44	(7.38)	32.71
OSS	4.03	0.33	0.09	0.15	4.76	(4.23)	6.32	(7.66)	38.58

Castellum Corporate Management

Amanda Douglas	Corporate Controller	Profile
Andrew Merriman	Chief Officer	Profile
Bill Cabey	Senior Operations	Profile
Glen Ives	Chief Officer	Profile
Ian Gerrard	Head Accounting	Profile

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