Graham Correlations

GHM Stock

USD 89.61 0.50 0.56%

The current 90-days correlation between Graham and Richtech Robotics Class is 0.13 (i.e., Average diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Graham moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Graham moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Graham Correlation With Market

Almost no diversification

The correlation between Graham and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Graham and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Graham Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Graham. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in rate.

To learn how to invest in Graham Stock, please use our How to Invest in Graham guide.

Moving together with Graham Stock

0.72	HY	Hyster Yale Materials	Pair Corr
0.88	PH	Parker Hannifin	Pair Corr
0.84	PL	Planet Labs PBC Downward Rally	Pair Corr
0.86	HZ8	Insteel Industries	Pair Corr
0.78	RFG	Roebuck Food Group	Pair Corr
0.86	FSTR	LB Foster	Pair Corr
0.88	WWD	Woodward	Pair Corr
0.89	OERL	OC Oerlikon Corp	Pair Corr
0.8	PRV	Porvair plc	Pair Corr
0.67	EGL	Environmental Group Earnings Call This Week	Pair Corr
0.88	JBTM	JBTMarel Corp	Pair Corr
0.61	FLO	Flowtech Fluidpower plc	Pair Corr
0.91	MGAM	Morgan Advanced Materials	Pair Corr
0.88	LECO	Lincoln Electric Holdings Earnings Call Tomorrow	Pair Corr
0.63	BYS	Bystronic AG	Pair Corr
0.76	LPK	LPKF Laser Electronics	Pair Corr
0.91	OFLX	Omega Flex	Pair Corr
0.8	PKOH	Park Ohio Holdings	Pair Corr
0.84	PRLB	Proto Labs	Pair Corr

Moving against Graham Stock

0.68	XPON	Expion360	Pair Corr
0.5	WATR	Current Water Techno	Pair Corr
0.55	PNT	Pentair plc	Pair Corr
0.39	HYFM	Hydrofarm Holdings	Pair Corr
0.38	INLF	INLIF LIMITED Ordinary	Pair Corr
0.78	XSG	Xeros Technology	Pair Corr
0.75	DFLI	Chardan NexTech Acqu	Pair Corr
0.69	FSTF	First State Financial	Pair Corr
0.66	RAYA	Erayak Power Solution	Pair Corr

Related Correlations Analysis

	RR	TRNS	KRNT	KE	SERV	GNK	HY	LGMK	SNCY	RYI
RR		-0.04	0.08	0.55	0.66	0.25	0.45	-0.17	0.2	0.26	RR
TRNS	-0.04		0.44	-0.21	0.22	0.61	0.67	-0.57	0.87	0.73	TRNS
KRNT	0.08	0.44		0.12	0.58	0.27	0.48	-0.62	0.46	0.61	KRNT
KE	0.55	-0.21	0.12		0.53	0.15	0.24	-0.16	0.07	0.27	KE
SERV	0.66	0.22	0.58	0.53		0.26	0.53	-0.39	0.36	0.5	SERV
GNK	0.25	0.61	0.27	0.15	0.26		0.55	-0.67	0.86	0.82	GNK
HY	0.45	0.67	0.48	0.24	0.53	0.55		-0.45	0.75	0.65	HY
LGMK	-0.17	-0.57	-0.62	-0.16	-0.39	-0.67	-0.45		-0.73	-0.89	LGMK
SNCY	0.2	0.87	0.46	0.07	0.36	0.86	0.75	-0.73		0.9	SNCY
RYI	0.26	0.73	0.61	0.27	0.5	0.82	0.65	-0.89	0.9		RYI
	RR	TRNS	KRNT	KE	SERV	GNK	HY	LGMK	SNCY	RYI

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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

RYI	+ 0.9	SNCY
SNCY	+ 0.87	TRNS
SNCY	+ 0.86	GNK
RYI	+ 0.82	GNK
SNCY	+ 0.75	HY
RYI	+ 0.73	TRNS

High negative correlations

RYI	- 0.89	LGMK
SNCY	- 0.73	LGMK
LGMK	- 0.67	GNK
LGMK	- 0.62	KRNT
LGMK	- 0.57	TRNS
LGMK	- 0.45	HY

Risk-Adjusted Indicators

There is a big difference between Graham Stock performing well and Graham 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 Graham'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
RR	6.37	(0.17)	0.00	0.03	7.04	(7.60)	12.95	(11.97)	65.49
TRNS	2.45	0.29	0.16	0.22	2.09	(3.15)	8.42	(3.34)	12.75
KRNT	1.80	0.12	0.06	0.18	2.00	(2.07)	4.27	(3.54)	12.19
KE	2.52	(0.47)	0.00	(0.07)	0.00	0.00	4.59	(4.29)	28.86
SERV	4.71	(0.31)	(0.02)	0.00	5.35	(5.36)	13.97	(9.56)	28.21
GNK	1.33	0.35	0.17	0.72	1.39	(1.52)	3.90	(2.67)	13.08
HY	2.44	0.04	0.04	0.10	2.66	(2.81)	5.10	(4.77)	20.43
LGMK	7.51	(0.37)	0.00	(0.16)	0.00	0.00	17.14	(17.91)	44.45
SNCY	2.13	0.69	0.38	0.41	1.30	(2.56)	6.32	(2.69)	13.49
RYI	1.86	0.40	0.18	0.42	1.82	(2.08)	4.22	(3.14)	11.34

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