FACT II Correlations

FACT Stock

USD 10.48 0.01 0.1%

The current 90-days correlation between FACT II Acquisition and Translational Development Acquisition is 0.12 (i.e., Average diversification). The correlation of FACT II 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. If the correlation is 0, the equities are not correlated; they are entirely random.

FACT II Correlation With Market

Poor diversification

The correlation between FACT II Acquisition and DJI is 0.73 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding FACT II Acquisition and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with FACT Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in FACT II Acquisition. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with FACT Stock

0.69	HHI	Henderson High Income	Pair Corr
0.61	BK	Bank of New York	Pair Corr
0.62	FT	Franklin Universal Closed	Pair Corr
0.77	WT	WisdomTree	Pair Corr
0.81	MNG	MG Plc	Pair Corr
0.77	MIGO	Migo Opportunities Trust	Pair Corr
0.72	VCTR	Victory Capital Holdings	Pair Corr
0.77	MNTN	Schiehallion Fund	Pair Corr
0.63	SCGL	Sealand Capital Galaxy	Pair Corr

Moving against FACT Stock

0.69	55O1	Apollo Investment Corp	Pair Corr
0.38	NP	Neptune Insurance	Pair Corr
0.32	BX	Blackstone Group	Pair Corr
0.69	MFG	Magellan Financial	Pair Corr
0.5	EFF	Deutsche Effecten und	Pair Corr
0.46	DMYY	dMY Squared Technology	Pair Corr
0.64	TIP	Teaminvest Private	Pair Corr
0.6	M9X	WhiteHorse Finance Earnings Call Tomorrow	Pair Corr
0.55	DYCQ	DT Cloud Acquisition	Pair Corr
0.49	OEQ	Orion Equities	Pair Corr
0.46	ALAB-P	A Labs Capital	Pair Corr
0.39	KUR-H	Kure Technologies Earnings Call Tomorrow	Pair Corr

Related Correlations Analysis

	TDAC	MACI	LEGT	PMTR	MLAC	CEP	RAC	COPL	SOUL	HCMA
TDAC		0.85	0.71	0.7	0.88	-0.8	0.53	0.67	0.81	0.0	TDAC
MACI	0.85		0.75	0.85	0.87	-0.81	0.66	0.67	0.85	0.0	MACI
LEGT	0.71	0.75		0.68	0.71	-0.71	0.53	0.5	0.78	0.0	LEGT
PMTR	0.7	0.85	0.68		0.76	-0.77	0.67	0.62	0.8	0.0	PMTR
MLAC	0.88	0.87	0.71	0.76		-0.84	0.58	0.72	0.8	0.0	MLAC
CEP	-0.8	-0.81	-0.71	-0.77	-0.84		-0.7	-0.8	-0.87	0.0	CEP
RAC	0.53	0.66	0.53	0.67	0.58	-0.7		0.63	0.66	0.0	RAC
COPL	0.67	0.67	0.5	0.62	0.72	-0.8	0.63		0.73	0.0	COPL
SOUL	0.81	0.85	0.78	0.8	0.8	-0.87	0.66	0.73		0.0	SOUL
HCMA	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0		HCMA
	TDAC	MACI	LEGT	PMTR	MLAC	CEP	RAC	COPL	SOUL	HCMA

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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

MLAC	+ 0.88	TDAC
MLAC	+ 0.87	MACI
MACI	+ 0.85	TDAC
PMTR	+ 0.85	MACI
SOUL	+ 0.85	MACI
SOUL	+ 0.81	TDAC

High negative correlations

SOUL	- 0.87	CEP
CEP	- 0.84	MLAC
CEP	- 0.81	MACI
COPL	- 0.8	CEP
CEP	- 0.8	TDAC
CEP	- 0.77	PMTR

Risk-Adjusted Indicators

There is a big difference between FACT Stock performing well and FACT II 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 FACT II'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
TDAC	0.08	0.01	(0.25)	0.50	0.00	(0.20)	0.29	(0.19)	0.95
MACI	0.10	0.01	(0.37)	(0.19)	0.00	(0.13)	0.19	(0.19)	0.84
LEGT	0.26	0.01	(0.13)	(0.07)	0.43	(0.33)	0.46	(0.55)	5.16
PMTR	0.19	0.01	(0.27)	1.62	0.14	(0.23)	0.39	(0.38)	1.16
MLAC	0.08	0.00	(0.44)	0.20	0.00	(0.14)	0.19	(0.19)	0.58
CEP	4.59	(0.81)	0.00	(0.33)	0.00	0.00	9.87	(8.99)	33.70
RAC	0.13	(0.01)	(0.31)	0.37	0.18	(0.28)	0.38	(0.38)	1.64
COPL	0.15	0.01	(0.17)	(0.04)	0.19	(0.34)	0.39	(0.39)	1.85
SOUL	0.13	0.00	(0.30)	0.10	0.18	(0.20)	0.30	(0.39)	0.98
HCMA	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00

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