Current Water Correlations

ENPRF Stock  USD 0.01  0.00  0.00%   
The current 90-days correlation between Current Water Techno and Dundee Sustainable Technologies is 0.02 (i.e., Significant diversification). The correlation of Current Water 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.

Current Water Correlation With Market

Good diversification

The correlation between Current Water Technologies and DJI is -0.09 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Current Water Technologies and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Current Water could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Current Water 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 Current Water - 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 Current Water Technologies to buy it.

Moving together with Current Pink Sheet

  0.82AAPL Apple IncPairCorr
  0.76JBHT JB Hunt TransportPairCorr
  0.85MTC MMTEC Inc Tech BoostPairCorr
  0.73MRK Merck Company Aggressive PushPairCorr
  0.77KO Coca ColaPairCorr
  0.73XOM Exxon Mobil Corp Aggressive PushPairCorr
  0.92DD Dupont De NemoursPairCorr
  0.79CAT CaterpillarPairCorr
  0.63AA Alcoa Corp Sell-off TrendPairCorr
  0.75AXP American ExpressPairCorr
  0.85CSCO Cisco Systems Sell-off TrendPairCorr

Moving against Current Pink Sheet

  0.86CMSA CMS Energy CorpPairCorr
  0.81SOJC SouthernPairCorr
  0.79TLN Talen EnergyPairCorr
  0.79DTW DTE EnergyPairCorr
  0.79HPQ HP IncPairCorr
  0.73SOJE Southern CompanyPairCorr
  0.67RGVNF Regent VenturesPairCorr
  0.52MGMA Metro Global MediaPairCorr
  0.46CNL Collective MiningPairCorr
  0.32DOCKF Beyond Medical TechnPairCorr
  0.82HD Home DepotPairCorr
  0.78MSFT MicrosoftPairCorr
  0.74BA BoeingPairCorr
  0.68PG Procter GamblePairCorr
  0.48DIS Walt DisneyPairCorr

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

SNAVFPGTK
MPHYFCLGPF
CLGPFDCTIF
BCCEFEESH
PGTKEESH
DFCOQWTR
  

High negative correlations

MPHYFEESH
CLGPFEESH
MPHYFDNDDF
CLGPFPGTK
DCTIFPGTK
DFCOCLGPF

Risk-Adjusted Indicators

There is a big difference between Current Pink Sheet performing well and Current Water 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 Current Water'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
DNDDF  0.30 (0.15) 0.00  1.30  0.00 
 0.00 
 0.20 
EESH  20.97  8.74  0.00 (0.58) 0.00 
 0.00 
 787.50 
PGTK  534.29  262.95  0.00  2.83  0.00 
 0.00 
 99.50 
DCTIF  10.33  2.77  0.14  3.51  8.72 
 53.25 
 144.68 
QWTR  12.50  3.07  0.08 (0.40) 14.08 
 40.00 
 157.22 
CLGPF  1.35  0.11  0.00  0.14  0.00 
 2.86 
 29.44 
BCCEF  6.03  0.65  0.04 (0.49) 7.63 
 14.58 
 52.04 
DFCO  17.86  2.45  0.10 (0.80) 16.56 
 54.05 
 139.41 
MPHYF  26.86  14.76  0.00 (0.70) 0.00 
 0.00 
 900.00 
SNAVF  3.76  0.40  0.01 (0.16) 5.77 
 11.29 
 72.90 

Be your own money manager

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