CaliberCos Correlations
| CWD Stock | 1.22 0.05 3.94% |
The correlation of CaliberCos 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.
CaliberCos Correlation With Market
Pay attention - limited upside
The correlation between CaliberCos Class A and DJI is -0.74 (i.e., Pay attention - limited upside) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CaliberCos Class A and DJI in the same portfolio, assuming nothing else is changed.
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Moving against CaliberCos Stock
| 0.91 | LBS | Life Banc Split | PairCorr |
| 0.91 | CGL | CATLIN GROUP | PairCorr |
| 0.9 | LCS | Brompton Lifeco Split Split | PairCorr |
| 0.88 | SBC | Brompton Split Banc | PairCorr |
| 0.87 | CSWC | Capital Southwest | PairCorr |
| 0.83 | ASA | ASA Gold | PairCorr |
| 0.82 | DFN | Dividend 15 Split | PairCorr |
| 0.8 | URB | Urbana | PairCorr |
| 0.79 | DGS | Dividend Growth Split | PairCorr |
| 0.76 | BBDC | Barings BDC Earnings Call This Week | PairCorr |
| 0.74 | URB-A | Urbana | PairCorr |
| 0.73 | TRIN | Trinity Capital | PairCorr |
| 0.64 | CSOC-A | Canso Select Opportu | PairCorr |
| 0.59 | CGBD | Carlyle Secured Lending | PairCorr |
| 0.57 | PWI | Sustainable Power | PairCorr |
| 0.5 | HRZN | Horizon Technology | PairCorr |
| 0.39 | AVR | Avaron Mining Corp | PairCorr |
| 0.87 | MRK | Merck Company | PairCorr |
| 0.86 | IRNRF | Iron Road Limited Earnings Call This Week | PairCorr |
| 0.85 | AA | Alcoa Corp | PairCorr |
| 0.81 | WMT | Walmart Common Stock Earnings Call This Week | PairCorr |
| 0.78 | JNJ | Johnson Johnson | PairCorr |
| 0.67 | DD | Dupont De Nemours | PairCorr |
| 0.67 | CAT | Caterpillar | PairCorr |
| 0.63 | XOM | Exxon Mobil Corp | PairCorr |
| 0.55 | MCD | McDonalds | PairCorr |
| 0.53 | FCAP | First Capital | PairCorr |
| 0.5 | CSCO | Cisco Systems | PairCorr |
| 0.49 | GSTX | Graphene Solar Techn | PairCorr |
| 0.46 | PFE | Pfizer Inc Aggressive Push | PairCorr |
| 0.41 | SHPHF | Sihuan Pharmaceutical | PairCorr |
Related Correlations Analysis
| 0.53 | 0.0 | 0.13 | -0.15 | 0.82 | 0.81 | PGAC | ||
| 0.53 | 0.0 | 0.07 | -0.2 | 0.61 | 0.67 | PELI | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | AVTA | ||
| 0.13 | 0.07 | 0.0 | 0.36 | -0.03 | -0.06 | CHARR | ||
| -0.15 | -0.2 | 0.0 | 0.36 | -0.22 | -0.21 | BENF | ||
| 0.82 | 0.61 | 0.0 | -0.03 | -0.22 | 0.88 | QUMS | ||
| 0.81 | 0.67 | 0.0 | -0.06 | -0.21 | 0.88 | EURK | ||
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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between CaliberCos Stock performing well and CaliberCos 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 CaliberCos' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PGAC | 0.09 | 0.01 | (0.21) | 0.78 | 0.00 | 0.29 | 0.96 | |||
| PELI | 0.55 | 0.02 | (0.05) | (0.10) | 0.82 | 1.17 | 8.20 | |||
| AVTA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CHARR | 8.47 | 1.10 | 0.05 | (0.31) | 9.43 | 26.67 | 69.32 | |||
| BENF | 7.91 | 0.73 | 0.06 | (2.80) | 9.86 | 20.98 | 67.73 | |||
| QUMS | 0.07 | 0.00 | (0.25) | 0.27 | 0.00 | 0.10 | 0.99 | |||
| EURK | 0.19 | 0.03 | (0.05) | 1.98 | 0.20 | 0.98 | 3.97 |
CaliberCos Corporate Management
| John Hartman | Chief Officer | Profile | |
| Howard Hill | Senior Development | Profile | |
| Steve Drew | Strategy Marketing | Profile | |
| Michael Rosales | Corporate Controller | Profile | |
| George Pace | Executive Development | Profile | |
| Lisa Pudewell | Vice Management | Profile |