D2L Correlations

DTLIF Stock  USD 7.54  0.26  3.33%   
The correlation of D2L 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.

D2L Correlation With Market

Pay attention - limited upside

The correlation between D2L Inc and DJI is -0.85 (i.e., Pay attention - limited upside) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding D2L Inc and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to D2L could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace D2L 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 D2L - 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 D2L Inc to buy it.

Moving together with D2L Pink Sheet

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  0.92PBCRY Bank Central AsiaPairCorr

Moving against D2L Pink Sheet

  0.95CECO CECO Environmental CorpPairCorr
  0.88LAUR Laureate Education Earnings Call This WeekPairCorr
  0.82EDU New Oriental EducationPairCorr
  0.82LRN Stride IncPairCorr
  0.74GHC Graham Holdings Earnings Call This WeekPairCorr
  0.63ATGE Adtalem Global EducationPairCorr
  0.4BKRKY Bank RakyatPairCorr
  0.39PTAIY Astra International TbkPairCorr
  0.34TAL TAL Education GroupPairCorr
  0.92MBWM Mercantile BankPairCorr
  0.87SHECY Shin Etsu ChemicalPairCorr
  0.81SATLF ZOZO IncPairCorr
  0.8CABJF Carlsberg A/SPairCorr
  0.79BPYPP Brookfield PropertyPairCorr
  0.76CELH Celsius HoldingsPairCorr
  0.75STRC MicroStrategy Incorporated Earnings Call This WeekPairCorr
  0.75HD Home DepotPairCorr
  0.75AEON AEON BiopharmaPairCorr
  0.71APLD Applied DigitalPairCorr
  0.67BBWI Bath Body WorksPairCorr
  0.65CNC Centene Corp Aggressive PushPairCorr
  0.91KRUS Kura Sushi USAPairCorr
  0.89AA Alcoa CorpPairCorr
  0.87MTW ManitowocPairCorr
  0.87PDER Pardee ResourcesPairCorr
  0.68CYCA Cytta CorpPairCorr
  0.6EFGXY EFG InternationalPairCorr

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

LPRRFNJMVF
RSGUFMHPSY
ASAGFEDESY
MHPSYEDESY
AEPLFEDESY
ASAGFMHPSY
  

High negative correlations

ASAGFCGPZF
CGPZFEDESY
MHPSYCGPZF
RSGUFCGPZF
CGPZFAEPLF
RSGUFEDESY

Risk-Adjusted Indicators

There is a big difference between D2L Pink Sheet performing well and D2L 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 D2L'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
EDESY  0.09  0.03  0.00  0.84  0.00 
 0.00 
 3.03 
AEPLF  0.08  0.03  0.00  0.44  0.00 
 0.00 
 2.80 
CGPZF  1.05 (0.16) 0.00  0.38  0.00 
 2.67 
 24.64 
MHPSY  1.04  0.51  0.00 (0.81) 0.00 
 3.08 
 21.43 
PPLFF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
ASAGF  1.28  0.06  0.00 (0.17) 1.68 
 4.30 
 13.67 
MDOMF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
NJMVF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
RSGUF  0.83  0.13  0.05  1.20  1.08 
 2.09 
 7.47 
LPRRF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 

Be your own money manager

Our tools can tell you how much better you can do entering a position in D2L 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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