Dufry AG Correlations

DFRYF Stock

USD 61.72 2.16 3.63%

The correlation of Dufry AG 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.

Dufry AG Correlation With Market

Poor diversification

The correlation between Dufry AG and DJI is 0.62 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dufry AG and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Dufry AG could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dufry AG 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 Dufry AG - 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 Dufry AG to buy it.

Moving together with Dufry Pink Sheet

0.68	ULTA	Ulta Beauty	Pair Corr
0.87	WSM	Williams Sonoma	Pair Corr
0.81	CASY	Caseys General Stores	Pair Corr
0.72	GPC	Genuine Parts	Pair Corr
0.93	RILYL	B Riley Financial	Pair Corr
0.65	OBYCF	Obayashi	Pair Corr
0.72	CAT	Caterpillar	Pair Corr
0.8	INTC	Intel	Pair Corr
0.65	JNJ	Johnson Johnson	Pair Corr
0.84	CVX	Chevron Corp	Pair Corr

Moving against Dufry Pink Sheet

0.33	NVNIW	Nvni Group Limited	Pair Corr
0.82	HPQ	HP Inc	Pair Corr
0.36	IBM	International Business	Pair Corr
0.31	TRV	The Travelers Companies	Pair Corr

Related Correlations Analysis

	MONOF	ZLDSF	CDNTF	SRTTY	JBHIF	DLVHF	ZLNDY	NCLTY	MONOY	ELPQF
MONOF		0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	MONOF
ZLDSF	0.0		-0.37	-0.31	0.09	-0.18	-0.63	-0.29	-0.59	-0.06	ZLDSF
CDNTF	0.0	-0.37		0.59	0.27	-0.59	0.1	-0.18	0.39	-0.42	CDNTF
SRTTY	0.0	-0.31	0.59		0.26	-0.48	0.24	-0.01	0.44	-0.36	SRTTY
JBHIF	0.0	0.09	0.27	0.26		-0.18	0.12	-0.54	0.15	-0.09	JBHIF
DLVHF	0.0	-0.18	-0.59	-0.48	-0.18		0.49	0.14	-0.12	0.71	DLVHF
ZLNDY	0.0	-0.63	0.1	0.24	0.12	0.49		-0.06	0.5	0.36	ZLNDY
NCLTY	0.0	-0.29	-0.18	-0.01	-0.54	0.14	-0.06		0.15	-0.19	NCLTY
MONOY	0.0	-0.59	0.39	0.44	0.15	-0.12	0.5	0.15		0.05	MONOY
ELPQF	0.0	-0.06	-0.42	-0.36	-0.09	0.71	0.36	-0.19	0.05		ELPQF
	MONOF	ZLDSF	CDNTF	SRTTY	JBHIF	DLVHF	ZLNDY	NCLTY	MONOY	ELPQF

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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

ELPQF	+ 0.71	DLVHF
SRTTY	+ 0.59	CDNTF
MONOY	+ 0.5	ZLNDY
ZLNDY	+ 0.49	DLVHF
MONOY	+ 0.44	SRTTY
MONOY	+ 0.39	CDNTF

High negative correlations

ZLNDY	- 0.63	ZLDSF
DLVHF	- 0.59	CDNTF
MONOY	- 0.59	ZLDSF
NCLTY	- 0.54	JBHIF
DLVHF	- 0.48	SRTTY
ELPQF	- 0.42	CDNTF

Risk-Adjusted Indicators

There is a big difference between Dufry Pink Sheet performing well and Dufry AG 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 Dufry AG'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
MONOF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
ZLDSF	0.66	(0.05)	0.00	0.01	0.00	0.00	0.00	0.00	16.23
CDNTF	0.46	(0.10)	0.00	(1.64)	0.00	0.00	0.00	0.00	13.06
SRTTY	3.92	(0.12)	0.00	(0.03)	0.00	0.00	8.70	(7.39)	22.23
JBHIF	0.68	(0.31)	0.00	1.35	0.00	0.00	0.00	0.00	14.58
DLVHF	1.85	0.35	0.04	(0.54)	2.39	(5.86)	7.44	(4.78)	17.63
ZLNDY	1.95	0.10	(0.02)	(0.05)	3.26	(1.83)	4.34	(3.57)	17.18
NCLTY	1.77	0.32	0.10	6.20	1.93	(2.10)	4.47	(3.27)	13.79
MONOY	1.96	(0.08)	0.00	(0.04)	0.00	0.00	3.30	(4.96)	15.07
ELPQF	0.35	0.08	0.00	2.17	0.00	0.00	0.00	0.00	11.64

Be your own money manager

Our tools can tell you how much better you can do entering a position in Dufry AG without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Dufry AG Corporate Management

Pascal Duclos	General Counsel and Secretary	Profile
Eugenio Andrades	Chief Operations	Profile
Yves Gerster	CFO Treasurer	Profile
Sara Lizi	Investor Relations Contact Officer	Profile
Kristin Kohler	Global Relations	Profile
Xavier Espel	Chief Officer	Profile

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