Regents Park Correlations
| DALT Etf | USD 8.70 0.01 0.11% |
The current 90-days correlation between Regents Park Funds and Anfield Universal Fixed is 0.05 (i.e., Significant diversification). The correlation of Regents Park 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. If the correlation is 0, the equities are not correlated; they are entirely random.
Regents Park Correlation With Market
Average diversification
The correlation between Regents Park Funds and DJI is 0.12 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Regents Park Funds and DJI in the same portfolio, assuming nothing else is changed.
Regents |
Moving together with Regents Etf
| 0.63 | QAI | IQ Hedge Multi | PairCorr |
| 0.64 | HFND | Tidal ETF Trust | PairCorr |
| 0.74 | NVDL | GraniteShares 15x Long | PairCorr |
| 0.74 | NVDX | T Rex 2X | PairCorr |
| 0.75 | NVDU | Direxion Daily NVDA | PairCorr |
| 0.86 | BITX | Volatility Shares Trust | PairCorr |
| 0.85 | CONL | GraniteShares ETF Trust | PairCorr |
| 0.86 | CRPT | First Trust SkyBridge | PairCorr |
| 0.88 | DPST | Direxion Daily Regional | PairCorr |
| 0.86 | DAPP | VanEck Digital Trans | PairCorr |
| 0.81 | DVY | iShares Select Dividend | PairCorr |
| 0.84 | IGV | iShares Expanded Tech Low Volatility | PairCorr |
| 0.63 | PUI | Invesco DWA Utilities | PairCorr |
| 0.77 | ITOT | iShares Core SP | PairCorr |
| 0.76 | JEPQ | JPMorgan Nasdaq Equity | PairCorr |
| 0.82 | SFYX | SoFi Next 500 | PairCorr |
| 0.77 | DRVN | Driven Brands Holdings | PairCorr |
| 0.91 | BAC | Bank of America Aggressive Push | PairCorr |
| 0.61 | INTC | Intel Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.84 | CVX | Chevron Corp Fiscal Year End 7th of February 2025 | PairCorr |
| 0.75 | AA | Alcoa Corp Fiscal Year End 15th of January 2025 | PairCorr |
| 0.75 | AXP | American Express Fiscal Year End 24th of January 2025 | PairCorr |
| 0.77 | TRV | The Travelers Companies Fiscal Year End 17th of January 2025 | PairCorr |
| 0.81 | CSCO | Cisco Systems Aggressive Push | PairCorr |
| 0.79 | WMT | Walmart Aggressive Push | PairCorr |
| 0.85 | DIS | Walt Disney Aggressive Push | PairCorr |
Moving against Regents Etf
| 0.81 | KO | Coca Cola Aggressive Push | PairCorr |
| 0.8 | MRK | Merck Company Fiscal Year End 6th of February 2025 | PairCorr |
| 0.31 | VZ | Verizon Communications Aggressive Push | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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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Regents Park Constituents Risk-Adjusted Indicators
There is a big difference between Regents Etf performing well and Regents Park 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 Regents Park'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AFIF | 0.08 | 0.01 | (0.84) | 1.10 | 0.00 | 0.11 | 0.44 | |||
| AESR | 0.65 | (0.01) | (0.03) | 0.11 | 0.87 | 1.36 | 4.34 | |||
| AQUI | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MSTSX | 0.49 | (0.04) | (0.13) | 0.06 | 0.52 | 1.21 | 2.80 | |||
| LBHIX | 0.11 | 0.01 | (0.42) | 0.38 | 0.00 | 0.24 | 0.96 | |||
| ABHYX | 0.17 | 0.00 | (0.24) | 0.19 | 0.25 | 0.34 | 1.91 | |||
| SCAXF | 0.70 | (0.41) | 0.00 | (0.98) | 0.00 | 0.00 | 23.47 | |||
| VIASP | 0.74 | 0.07 | (0.04) | (2.04) | 1.13 | 2.28 | 7.18 | |||
| RRTLX | 0.23 | 0.00 | (0.34) | 0.13 | 0.26 | 0.48 | 1.36 | |||
| OSHDF | 39.65 | 22.66 | 0.00 | (0.96) | 0.00 | 0.00 | 1,329 |
Regents Park Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Regents Park etf to make a market-neutral strategy. Peer analysis of Regents Park could also be used in its relative valuation, which is a method of valuing Regents Park by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |