DBM Global Correlations

DBMG Stock  USD 75.00  0.00  0.00%   
The current 90-days correlation between DBM Global and COSCO SHIPPING International is 0.2 (i.e., Modest diversification). The correlation of DBM Global 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.

DBM Global Correlation With Market

Poor diversification

The correlation between DBM Global and DJI is 0.73 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding DBM Global and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to DBM Global could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace DBM Global 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 DBM Global - 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 DBM Global to buy it.

Moving together with DBM Pink Sheet

  0.61ESCA Escalade IncorporatedPairCorr
  0.62ICAGY International ConsolidatedPairCorr
  0.66ENBP ENB Financial CorpPairCorr
  0.81PDER Pardee ResourcesPairCorr
  0.72GL-PD Globe Life 425PairCorr
  0.62DREUF Dream Industrial RealPairCorr
  0.67BHB Bar Harbor BanksharesPairCorr
  0.7BCO Brinks CompanyPairCorr
  0.71TFC Truist Financial CorpPairCorr
  0.64MOG-A Moog IncPairCorr
  0.64ASHTF Ashtead Group plc Earnings Call Next WeekPairCorr

Moving against DBM Pink Sheet

  0.82NIVF NewGenIvf GroupPairCorr
  0.74APVO Aptevo TherapeuticsPairCorr
  0.73TRNR Interactive Strength Buyout TrendPairCorr
  0.52BRK-A Berkshire HathawayPairCorr
  0.38TTCM TautachromePairCorr

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

HGRVFECELF
FTGFFAFGYF
FTGFFBUKS
AFGYFBUKS
FTGFFTGHLF
AFGYFTGHLF
  

High negative correlations

ARTGFAFGYF
ARTGFBUKS
ARTGFFTGFF
AUUMFAFGYF
AUUMFTGHLF
AUUMFFTGFF

Risk-Adjusted Indicators

There is a big difference between DBM Pink Sheet performing well and DBM Global 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 DBM Global'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
BUKS  2.31  0.60  0.22  1.68  2.08 
 6.60 
 22.24 
TGHLF  0.49  0.07  0.03  0.47  0.48 
 1.50 
 6.04 
AFGYF  3.25  0.54  0.03 (0.46) 4.66 
 9.09 
 52.08 
FTGFF  2.83  1.09  0.30  1.80  2.25 
 7.01 
 16.78 
CSCMY  3.75  0.16  0.01  0.45  5.63 
 10.00 
 33.56 
ECELF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
SKUYF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
ARTGF  2.47 (1.27) 0.00 (6.39) 0.00 
 0.00 
 82.91 
HGRVF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
AUUMF  0.49  0.09  0.00  0.46  0.00 
 0.00 
 14.66 

DBM Global 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 DBM Global pink sheet to make a market-neutral strategy. Peer analysis of DBM Global could also be used in its relative valuation, which is a method of valuing DBM Global by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

DBM Global Corporate Management