Frasers Logistics Correlations

FRLOF Stock

USD 0.74 0.02 2.63%

The current 90-days correlation between Frasers Logistics and Dream Industrial Real is 0.01 (i.e., Significant diversification). The correlation of Frasers Logistics 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.

Frasers Logistics Correlation With Market

Modest diversification

The correlation between Frasers Logistics Commercial and DJI is 0.23 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Frasers Logistics Commercial and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Frasers Logistics could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Frasers Logistics 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 Frasers Logistics - 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 Frasers Logistics Commercial to buy it.

Moving together with Frasers Pink Sheet

0.65	PLD	Prologis	Pair Corr
0.67	EGP	EastGroup Properties	Pair Corr
0.7	ARVN	Arvinas	Pair Corr
0.73	MGCV	MGC Ventures	Pair Corr
0.64	ADAMI	New York Mortgage Symbol Change	Pair Corr
0.67	NAUFF	NevGold Corp	Pair Corr
0.67	FTV	Fortive Corp	Pair Corr
0.68	LCDX	Caliber Imaging Diag	Pair Corr
0.64	SYF	Synchrony Financial	Pair Corr
0.72	DGWPF	Drgerwerk AG	Pair Corr

Moving against Frasers Pink Sheet

0.57	PSA	Public Storage	Pair Corr
0.49	EXR	Extra Space Storage	Pair Corr
0.38	REXR	Rexford Industrial Realty Sell-off Trend	Pair Corr

Related Correlations Analysis

	DREUF	BYLOF	DWVYF	CWYUF	FSRPF	ATTRF	FRZCF	HUFAF	LLESF	LLESY
DREUF		-0.2	0.0	0.35	0.46	-0.47	0.12	0.16	-0.45	-0.52	DREUF
BYLOF	-0.2		0.0	0.26	-0.08	0.24	-0.05	-0.06	0.23	0.23	BYLOF
DWVYF	0.0	0.0		0.0	0.0	0.0	0.0	0.0	0.0	0.0	DWVYF
CWYUF	0.35	0.26	0.0		-0.35	0.4	0.22	-0.37	0.26	0.27	CWYUF
FSRPF	0.46	-0.08	0.0	-0.35		-0.9	-0.21	0.41	-0.46	-0.6	FSRPF
ATTRF	-0.47	0.24	0.0	0.4	-0.9		0.17	-0.57	0.67	0.72	ATTRF
FRZCF	0.12	-0.05	0.0	0.22	-0.21	0.17		-0.41	0.01	0.13	FRZCF
HUFAF	0.16	-0.06	0.0	-0.37	0.41	-0.57	-0.41		-0.72	-0.66	HUFAF
LLESF	-0.45	0.23	0.0	0.26	-0.46	0.67	0.01	-0.72		0.79	LLESF
LLESY	-0.52	0.23	0.0	0.27	-0.6	0.72	0.13	-0.66	0.79		LLESY
	DREUF	BYLOF	DWVYF	CWYUF	FSRPF	ATTRF	FRZCF	HUFAF	LLESF	LLESY

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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

LLESY	+ 0.79	LLESF
LLESY	+ 0.72	ATTRF
LLESF	+ 0.67	ATTRF
FSRPF	+ 0.46	DREUF
HUFAF	+ 0.41	FSRPF
ATTRF	+ 0.4	CWYUF

High negative correlations

ATTRF	- 0.9	FSRPF
LLESF	- 0.72	HUFAF
LLESY	- 0.66	HUFAF
LLESY	- 0.6	FSRPF
HUFAF	- 0.57	ATTRF
LLESY	- 0.52	DREUF

Risk-Adjusted Indicators

There is a big difference between Frasers Pink Sheet performing well and Frasers Logistics 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 Frasers Logistics' 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
DREUF	0.94	0.04	0.01	0.14	1.21	(0.99)	1.60	(2.06)	8.46
BYLOF	1.50	0.08	0.03	0.12	1.89	(2.50)	3.47	(4.89)	21.24
DWVYF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
CWYUF	0.69	(0.04)	(0.06)	(0.02)	1.03	(0.63)	1.19	(1.73)	4.44
FSRPF	0.30	0.08	0.00	0.46	0.00	0.00	0.00	0.00	6.33
ATTRF	0.04	(0.03)	0.00	(0.80)	0.00	0.00	0.00	0.00	1.47
FRZCF	0.53	(0.02)	0.00	1.52	0.00	0.00	0.57	0.00	11.74
HUFAF	0.15	0.02	0.00	(0.38)	0.00	0.00	0.00	0.00	4.83
LLESF	0.49	(0.19)	0.00	(0.46)	0.00	0.00	0.00	0.00	16.17
LLESY	1.00	(0.06)	0.00	0.31	0.00	0.00	1.79	(4.71)	16.33

Be your own money manager

Our tools can tell you how much better you can do entering a position in Frasers Logistics 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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Frasers Logistics Corporate Management

Robert Wallace	Chief Ltd	Profile
Whay Yeo	Chief Ltd	Profile
Shyang Khung	Head Ltd	Profile
RuShi Sun	Compliance Ltd	Profile
James Spong	Head Ltd	Profile
Chung Ng	VP Ltd	Profile
Yi Chew	Head Ltd	Profile

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