Dufry AG Correlations

DFRYF Stock

USD 56.80 5.59 10.92%

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

Average diversification

The correlation between Dufry AG and DJI is 0.14 (i.e., Average 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

MSFT

Microsoft Sell-off Trend

Pair Corr

Moving against Dufry Pink Sheet

0.76	PPERF	Bank Mandiri Persero	Pair Corr
0.73	FTV	Fortive Corp	Pair Corr
0.64	PPERY	Bank Mandiri Persero	Pair Corr
0.59	TLKMF	Telkom Indonesia Tbk	Pair Corr
0.57	TLK	Telkom Indonesia Tbk	Pair Corr
0.51	ULTA	Ulta Beauty	Pair Corr
0.46	ANCTF	Alimentation Couchen Tard	Pair Corr
0.44	CASY	Caseys General Stores	Pair Corr
0.82	JNJ	Johnson Johnson	Pair Corr
0.76	WMT	Walmart Common Stock Sell-off Trend	Pair Corr
0.72	MRK	Merck Company	Pair Corr
0.71	CSCO	Cisco Systems	Pair Corr
0.66	MCD	McDonalds	Pair Corr
0.59	DD	Dupont De Nemours	Pair Corr
0.56	CAT	Caterpillar	Pair Corr
0.53	KO	Coca Cola	Pair Corr
0.51	BAC	Bank of America	Pair Corr
0.5	AXP	American Express	Pair Corr
0.44	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.32	IBM	International Business	Pair Corr
0.31	JPM	JPMorgan Chase Earnings Call This Week	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		0.11	-0.05	0.42	-0.15	-0.23	-0.67	-0.69	-0.49	ZLDSF
CDNTF	0.0	0.11		0.42	0.63	0.71	0.73	-0.23	-0.47	-0.27	CDNTF
SRTTY	0.0	-0.05	0.42		0.32	0.51	0.49	0.07	-0.15	-0.2	SRTTY
JBHIF	0.0	0.42	0.63	0.32		0.67	0.51	-0.62	-0.61	-0.87	JBHIF
DLVHF	0.0	-0.15	0.71	0.51	0.67		0.89	-0.16	-0.24	-0.41	DLVHF
ZLNDY	0.0	-0.23	0.73	0.49	0.51	0.89		-0.03	-0.14	-0.24	ZLNDY
NCLTY	0.0	-0.67	-0.23	0.07	-0.62	-0.16	-0.03		0.54	0.68	NCLTY
MONOY	0.0	-0.69	-0.47	-0.15	-0.61	-0.24	-0.14	0.54		0.49	MONOY
ELPQF	0.0	-0.49	-0.27	-0.2	-0.87	-0.41	-0.24	0.68	0.49		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

ZLNDY	+ 0.89	DLVHF
ZLNDY	+ 0.73	CDNTF
DLVHF	+ 0.71	CDNTF
ELPQF	+ 0.68	NCLTY
DLVHF	+ 0.67	JBHIF
JBHIF	+ 0.63	CDNTF

High negative correlations

ELPQF	- 0.87	JBHIF
MONOY	- 0.69	ZLDSF
NCLTY	- 0.67	ZLDSF
NCLTY	- 0.62	JBHIF
MONOY	- 0.61	JBHIF
ELPQF	- 0.49	ZLDSF

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	0.62	(0.05)	0.00	0.17	0.00	0.00	0.00	0.00	22.76
CDNTF	0.13	(0.07)	0.00	2.22	0.00	0.00	0.00	0.00	3.94
SRTTY	3.73	(0.12)	0.00	(0.08)	0.00	0.00	8.44	(9.07)	22.23
JBHIF	0.44	(0.19)	0.00	1.04	0.00	0.00	0.00	0.00	14.58
DLVHF	1.71	(0.19)	0.00	(0.20)	0.00	0.00	6.11	(5.32)	18.28
ZLNDY	1.72	(0.15)	0.00	(0.14)	0.00	0.00	2.71	(3.43)	11.88
NCLTY	1.51	(0.11)	0.00	(1.11)	0.00	0.00	2.78	(3.27)	12.42
MONOY	1.77	0.04	0.02	0.11	2.42	(1.90)	3.98	(3.82)	14.17
ELPQF	0.35	0.12	0.00	(0.18)	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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