FACT II Correlations

FACT Stock

USD 10.44 0.03 0.29%

The current 90-days correlation between FACT II Acquisition and Translational Development Acquisition is -0.09 (i.e., Good 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

Significant diversification

The correlation between FACT II Acquisition and DJI is 0.02 (i.e., Significant 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 manufacturing.

Moving against FACT Stock

0.61	BX	Blackstone Group Normal Trading	Pair Corr
0.49	WT	WisdomTree	Pair Corr
0.44	DMYY	dMY Squared Technology	Pair Corr
0.42	CG	Carlyle Group Normal Trading	Pair Corr
0.37	PX	P10 Inc	Pair Corr
0.34	BBUC	Brookfield Business Corp	Pair Corr
0.34	RA	Brookfield Real Assets	Pair Corr
0.58	MFG	Magellan Financial	Pair Corr
0.52	VCTR	Victory Capital Holdings Normal Trading	Pair Corr
0.36	JLEN	JLEN Environmental Assets	Pair Corr
0.36	PNI	Pinnacle Investment	Pair Corr
0.35	SDV	Chelverton UK Dividend	Pair Corr
0.61	VRTS	Virtus Investment	Pair Corr

Related Correlations Analysis

	TDAC	MACI	LEGT	PMTR	MLAC	CEP	RAC	COPL	SOUL	HCMA
TDAC		0.62	0.32	0.16	-0.4	-0.46	0.59	0.49	0.41	0.0	TDAC
MACI	0.62		0.06	0.02	-0.36	-0.48	0.43	0.49	0.13	0.0	MACI
LEGT	0.32	0.06		0.04	-0.2	0.03	0.29	0.08	0.44	0.0	LEGT
PMTR	0.16	0.02	0.04		0.34	0.55	0.27	-0.36	0.01	0.0	PMTR
MLAC	-0.4	-0.36	-0.2	0.34		0.45	-0.46	-0.66	-0.47	0.0	MLAC
CEP	-0.46	-0.48	0.03	0.55	0.45		-0.09	-0.56	0.13	0.0	CEP
RAC	0.59	0.43	0.29	0.27	-0.46	-0.09		0.47	0.49	0.0	RAC
COPL	0.49	0.49	0.08	-0.36	-0.66	-0.56	0.47		0.34	0.0	COPL
SOUL	0.41	0.13	0.44	0.01	-0.47	0.13	0.49	0.34		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

MACI	+ 0.62	TDAC
RAC	+ 0.59	TDAC
CEP	+ 0.55	PMTR
COPL	+ 0.49	TDAC
COPL	+ 0.49	MACI
SOUL	+ 0.49	RAC

High negative correlations

COPL	- 0.66	MLAC
COPL	- 0.56	CEP
CEP	- 0.48	MACI
SOUL	- 0.47	MLAC
RAC	- 0.46	MLAC
CEP	- 0.46	TDAC

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	0.07	0.01	(0.36)	(0.93)	0.00	(0.24)	0.29	(0.19)	0.96
MACI	0.17	0.01	(0.13)	0.58	0.30	(0.28)	0.38	(0.28)	3.85
LEGT	0.34	0.02	(0.10)	(0.08)	0.55	(0.46)	0.90	(0.73)	4.86
PMTR	0.32	(0.01)	(0.19)	(0.09)	0.40	(0.39)	0.76	(0.85)	3.29
MLAC	0.14	(0.02)	0.00	(1.55)	0.00	0.00	0.38	(0.48)	1.15
CEP	4.59	(0.54)	0.00	0.49	0.00	0.00	9.87	(8.99)	33.70
RAC	0.22	0.00	(0.22)	(0.52)	0.25	(0.40)	0.68	(0.39)	1.64
COPL	0.13	0.00	(0.25)	(0.11)	0.15	(0.21)	0.30	(0.30)	1.56
SOUL	0.13	0.01	(0.30)	(0.05)	0.14	(0.18)	0.29	(0.30)	1.28
HCMA	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00

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