Farmmi Correlations

FAMI Stock

USD 1.20 0.02 1.64%

The current 90-days correlation between Farmmi Inc and Estee Lauder Companies is -0.04 (i.e., Good diversification). The correlation of Farmmi 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.

Farmmi Correlation With Market

Excellent diversification

The correlation between Farmmi Inc and DJI is -0.57 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Farmmi Inc and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Farmmi Stock

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

Moving against Farmmi Stock

0.54	MFI	Maple Leaf Foods	Pair Corr
0.51	SFD	Smithfield Foods Common	Pair Corr
0.42	CYF	Canyon Creek Food	Pair Corr
0.4	TSN	Tyson Foods	Pair Corr
0.34	WINE	Naked Wines plc	Pair Corr
0.64	VINO	Virgin Wines UK	Pair Corr
0.59	Z1L	Lery Seafood Group	Pair Corr
0.58	AZU	Ebro Foods SA	Pair Corr
0.49	MAMA	Mamas Creations	Pair Corr
0.41	HLF	High Liner Foods	Pair Corr
0.41	TFL	Tasfoods	Pair Corr
0.63	SLF	Sun Life Financial Earnings Call This Week	Pair Corr
0.62	MBX	My Foodie BOX	Pair Corr
0.46	GLUC	Glucose Health	Pair Corr
0.46	APETF	Alpha Esports Tech	Pair Corr

Related Correlations Analysis

	JBS	GIS	ADM	KVUE	MKC	ABEV	SJM	EL
JBS		0.04	0.83	0.81	-0.16	0.82	0.09	0.69	JBS
GIS	0.04		-0.2	0.05	0.31	-0.13	0.49	-0.42	GIS
ADM	0.83	-0.2		0.64	-0.31	0.91	0.27	0.7	ADM
KVUE	0.81	0.05	0.64		0.07	0.73	0.01	0.67	KVUE
MKC	-0.16	0.31	-0.31	0.07		-0.26	-0.23	-0.05	MKC
ABEV	0.82	-0.13	0.91	0.73	-0.26		0.28	0.66	ABEV
SJM	0.09	0.49	0.27	0.01	-0.23	0.28		-0.34	SJM
EL	0.69	-0.42	0.7	0.67	-0.05	0.66	-0.34		EL
	JBS	GIS	ADM	KVUE	MKC	ABEV	SJM	EL

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

ABEV	+ 0.91	ADM
ADM	+ 0.83	JBS
ABEV	+ 0.82	JBS
KVUE	+ 0.81	JBS
ABEV	+ 0.73	KVUE
EL	+ 0.7	ADM

High negative correlations

EL	- 0.42	GIS
EL	- 0.34	SJM
MKC	- 0.31	ADM
ABEV	- 0.26	MKC
SJM	- 0.23	MKC
ADM	- 0.2	GIS

Risk-Adjusted Indicators

There is a big difference between Farmmi Stock performing well and Farmmi 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 Farmmi'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
JBS	1.24	0.27	0.11	(1.27)	1.40	(1.38)	2.58	(2.78)	8.67
GIS	1.11	0.09	(0.01)	(0.27)	1.28	(1.23)	3.05	(2.43)	6.34
ADM	1.27	0.13	0.04	0.35	1.83	(1.27)	2.94	(3.26)	7.68
KVUE	0.89	0.18	0.10	1.93	0.83	(1.03)	2.27	(1.19)	5.92
MKC	1.27	0.11	0.01	(0.88)	1.95	(1.24)	2.69	(2.38)	10.75
ABEV	1.14	0.40	0.22	1.09	0.91	(1.53)	2.53	(1.71)	7.97
SJM	1.09	0.09	0.01	1.07	1.40	(1.11)	2.52	(2.14)	5.77
EL	1.97	0.01	0.02	0.09	3.73	(1.95)	3.89	(2.95)	24.39

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