Deutsche Post Correlations

DPSTF Stock

USD 38.31 0.18 0.47%

The current 90-days correlation between Deutsche Post AG and Kuehne Nagel International is 0.54 (i.e., Very weak diversification). The correlation of Deutsche Post 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.

Deutsche Post Correlation With Market

Weak diversification

The correlation between Deutsche Post AG and DJI is 0.31 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Deutsche Post AG and DJI in the same portfolio, assuming nothing else is changed.

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

Moving against Deutsche Pink Sheet

0.43	PDCO	Patterson Companies	Pair Corr
0.42	RVSB	Riverview Bancorp	Pair Corr
0.41	AVGO	Broadcom Aggressive Push	Pair Corr
0.41	TSLA	Tesla Inc Sell-off Trend	Pair Corr
0.38	BMR	Beamr Imaging	Pair Corr
0.43	TER	Teradyne	Pair Corr
0.43	QURE	Uniqure NV	Pair Corr
0.4	ACHR	Archer Aviation Buyout Trend	Pair Corr
0.35	DLTR	Dollar Tree	Pair Corr
0.32	J5S39RAC8	NTT 1162 03	Pair Corr
0.31	COE	51Talk Online Education	Pair Corr

Related Correlations Analysis

	KHNGY	KHNGF	DSDVY	DPSGY	DSDVF	ROYMY	UPS	FDX	GXO	JBHT
KHNGY		0.66	0.66	0.0	0.67	-0.34	0.47	0.64	0.68	0.56	KHNGY
KHNGF	0.66		0.61	0.0	0.6	-0.07	0.21	0.44	0.52	0.43	KHNGF
DSDVY	0.66	0.61		0.0	0.89	-0.12	0.56	0.62	0.38	0.5	DSDVY
DPSGY	0.0	0.0	0.0		0.0	0.0	0.0	0.0	0.0	0.0	DPSGY
DSDVF	0.67	0.6	0.89	0.0		-0.1	0.52	0.62	0.36	0.44	DSDVF
ROYMY	-0.34	-0.07	-0.12	0.0	-0.1		-0.53	-0.6	-0.75	-0.66	ROYMY
UPS	0.47	0.21	0.56	0.0	0.52	-0.53		0.85	0.61	0.64	UPS
FDX	0.64	0.44	0.62	0.0	0.62	-0.6	0.85		0.79	0.78	FDX
GXO	0.68	0.52	0.38	0.0	0.36	-0.75	0.61	0.79		0.83	GXO
JBHT	0.56	0.43	0.5	0.0	0.44	-0.66	0.64	0.78	0.83		JBHT
	KHNGY	KHNGF	DSDVY	DPSGY	DSDVF	ROYMY	UPS	FDX	GXO	JBHT

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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

DSDVF	+ 0.89	DSDVY
FDX	+ 0.85	UPS
JBHT	+ 0.83	GXO
GXO	+ 0.79	FDX
JBHT	+ 0.78	FDX
GXO	+ 0.68	KHNGY

High negative correlations

GXO	- 0.75	ROYMY
JBHT	- 0.66	ROYMY
FDX	- 0.6	ROYMY
UPS	- 0.53	ROYMY
ROYMY	- 0.34	KHNGY
ROYMY	- 0.12	DSDVY

Risk-Adjusted Indicators

There is a big difference between Deutsche Pink Sheet performing well and Deutsche Post 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 Deutsche Post'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
KHNGY	0.94	(0.05)	0.00	(0.06)	0.00	0.00	1.93	(2.14)	6.19
KHNGF	0.74	(0.02)	0.00	(0.43)	0.00	0.00	2.96	(2.48)	9.14
DSDVY	1.10	(0.09)	0.00	(0.12)	0.00	0.00	1.90	(2.21)	7.57
DPSGY	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
DSDVF	1.46	0.01	0.00	0.01	1.86	(1.52)	3.87	(2.79)	8.43
ROYMY	0.41	0.07	0.08	0.80	0.32	(0.99)	1.66	(0.88)	3.94
UPS	1.26	(0.16)	0.00	(0.39)	0.00	0.00	2.43	(2.75)	16.83
FDX	1.14	(0.09)	0.00	(0.31)	0.00	0.00	2.48	(2.44)	9.63
GXO	1.72	(0.59)	0.00	(1.54)	0.00	0.00	2.56	(4.09)	18.23
JBHT	1.22	(0.18)	0.00	(0.39)	0.00	0.00	2.71	(2.48)	10.65

Be your own money manager

Our tools can tell you how much better you can do entering a position in Deutsche Post 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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Deutsche Post Corporate Management

Thomas Ogilvie	Member of the Management Board responsible for Human Resources	Profile
Oscar Bok	Member Board	Profile
Martin Ziegenbalg	Head of Investor Relations	Profile
Tim Scharwath	Member of the Management Board responsible for Global Forwarding and Freight	Profile
John Pearson	Member of the Management Board responsible for Express	Profile
Tobias Meyer	Member Board	Profile

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