Graham Correlations

GHM Stock

USD 80.34 1.95 2.37%

The current 90-days correlation between Graham and CNH Industrial NV is 0.25 (i.e., Modest 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

0.79	0ACC	Accelleron Industries	Pair Corr
0.81	FUCA	FANUC PUNSPADR 110	Pair Corr
0.74	CR	Crane Company	Pair Corr
0.92	HI	Hillenbrand	Pair Corr
0.81	HY	Hyster Yale Materials Earnings Call This Week	Pair Corr
0.91	IR	Ingersoll Rand	Pair Corr
0.93	PH	Parker Hannifin	Pair Corr
0.76	PL	Planet Labs PBC	Pair Corr
0.62	TE	T1 Energy Symbol Change	Pair Corr
0.88	OSG	OSG Corporation	Pair Corr
0.89	21T	Bodycote PLC	Pair Corr
0.61	KC4	KONE Oyj	Pair Corr
0.66	JUN3	Jungheinrich AG ONVZO	Pair Corr
0.68	NVJP	Umicore SA	Pair Corr
0.83	EAAS	Eenergy Group PLC	Pair Corr
0.71	STGN	Starrag Group Holding	Pair Corr
0.92	IMI1	IMI plc Earnings Call This Week	Pair Corr
0.82	CE3	Chongqing Machinery	Pair Corr
0.89	HZ8	Insteel Industries	Pair Corr
0.82	DZR	AVINGTRANS LS 05	Pair Corr
0.75	TWN	Twin Disc	Pair Corr
0.8	NDX1	Nordex SE	Pair Corr
0.88	PFV	Pfeiffer Vacuum Tech	Pair Corr

Moving against Graham Stock

0.67	INRN	Interroll Holding	Pair Corr
0.64	74Z	BOA CEPT SA	Pair Corr
0.6	FQ4	OCEAN GEOLOOP AS	Pair Corr
0.32	RR	Richtech Robotics Class	Pair Corr
0.68	D7G	Nel ASA	Pair Corr
0.8	7YA	M VEST WATER	Pair Corr
0.79	EPOW	Sunrise New Energy	Pair Corr
0.49	WAH	WOLFTANK ADISA HLDG	Pair Corr
0.44	WATR	Current Water Techno	Pair Corr

Related Correlations Analysis

	IEX	NDSN	GNRC	JBHT	LECO	CNH
IEX		0.98	0.8	0.92	0.97	0.95	IEX
NDSN	0.98		0.82	0.88	0.95	0.96	NDSN
GNRC	0.8	0.82		0.72	0.84	0.9	GNRC
JBHT	0.92	0.88	0.72		0.91	0.85	JBHT
LECO	0.97	0.95	0.84	0.91		0.96	LECO
CNH	0.95	0.96	0.9	0.85	0.96		CNH
	IEX	NDSN	GNRC	JBHT	LECO	CNH

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
IEX	1.11	0.28	0.28	0.41	0.64	(1.44)	2.68	(1.44)	8.28
NDSN	0.90	0.28	0.26	0.42	0.54	(1.05)	2.48	(1.45)	4.63
GNRC	2.31	0.64	0.29	0.50	1.89	(2.78)	5.37	(3.41)	20.12
JBHT	1.34	0.41	0.29	0.41	1.07	(1.65)	4.20	(1.64)	9.79
LECO	1.27	0.20	0.18	0.25	1.10	(1.51)	3.71	(2.18)	7.77
CNH	1.61	0.26	0.17	0.32	1.37	(1.90)	4.04	(3.14)	9.80

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC