Graham Correlations

GHM Stock

USD 71.53 0.92 1.30%

The current 90-days correlation between Graham and Richtech Robotics Class is 0.31 (i.e., Weak 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

Very weak diversification

The correlation between Graham and DJI is 0.43 (i.e., Very weak 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

0.61	600765	AVIC Heavy Machinery	Pair Corr
0.71	CR	Crane Company	Pair Corr
0.65	PL	Planet Labs PBC	Pair Corr
0.76	TE	T1 Energy Symbol Change	Pair Corr
0.8	688392	SBT Ultrasonic Technology	Pair Corr

Moving against Graham Stock

0.41	0ACC	Accelleron Industries	Pair Corr
0.37	688218	Jiangsu Beiren Robot	Pair Corr
0.35	BRCK	Brickability Group Plc	Pair Corr
0.34	AZ	A2Z Smart Technologies Tech Boost	Pair Corr
0.5	688169	Beijing Roborock Tec	Pair Corr
0.41	300403	Jiangmen iDear Hanyu	Pair Corr
0.4	688165	EFORT Intelligent	Pair Corr
0.37	301053	Yoantion Industrial	Pair Corr
0.35	002774	IFE Elevators	Pair Corr
0.35	600835	Shanghai Mechanical	Pair Corr
0.33	301007	Dalian Demaishi Precision	Pair Corr

Related Correlations Analysis

	RR	TRNS	KRNT	KE	SERV	GNK	HY	LGMK	SNCY	RYI
RR		0.75	0.35	0.18	0.92	-0.67	0.75	0.77	-0.54	0.11	RR
TRNS	0.75		0.43	0.28	0.68	-0.68	0.81	0.8	-0.64	0.07	TRNS
KRNT	0.35	0.43		0.52	0.47	-0.03	0.57	0.14	0.23	0.69	KRNT
KE	0.18	0.28	0.52		0.31	0.18	0.57	0.12	0.28	0.43	KE
SERV	0.92	0.68	0.47	0.31		-0.59	0.78	0.66	-0.41	0.16	SERV
GNK	-0.67	-0.68	-0.03	0.18	-0.59		-0.49	-0.63	0.76	0.35	GNK
HY	0.75	0.81	0.57	0.57	0.78	-0.49		0.65	-0.33	0.23	HY
LGMK	0.77	0.8	0.14	0.12	0.66	-0.63	0.65		-0.71	-0.12	LGMK
SNCY	-0.54	-0.64	0.23	0.28	-0.41	0.76	-0.33	-0.71		0.61	SNCY
RYI	0.11	0.07	0.69	0.43	0.16	0.35	0.23	-0.12	0.61		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

SERV	+ 0.92	RR
HY	+ 0.81	TRNS
LGMK	+ 0.8	TRNS
HY	+ 0.78	SERV
LGMK	+ 0.77	RR
SNCY	+ 0.76	GNK

High negative correlations

SNCY	- 0.71	LGMK
GNK	- 0.68	TRNS
GNK	- 0.67	RR
SNCY	- 0.64	TRNS
LGMK	- 0.63	GNK
GNK	- 0.59	SERV

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	5.82	(0.56)	0.00	(0.03)	0.00	0.00	12.18	(10.12)	34.33
TRNS	2.21	(0.41)	0.00	(0.15)	0.00	0.00	5.41	(3.69)	17.88
KRNT	2.27	(0.04)	(0.01)	0.03	2.93	(2.46)	5.04	(6.13)	13.28
KE	1.77	(0.18)	0.00	(0.04)	0.00	0.00	3.28	(4.05)	12.83
SERV	5.02	(0.43)	0.00	(0.03)	0.00	0.00	10.62	(9.65)	44.31
GNK	1.31	(0.05)	(0.04)	0.01	1.74	(1.37)	2.81	(2.74)	9.95
HY	2.05	(0.35)	0.00	(0.13)	0.00	0.00	3.85	(3.45)	20.40
LGMK	7.01	(1.25)	0.00	(0.43)	0.00	0.00	12.82	(17.91)	63.88
SNCY	2.27	0.14	0.08	0.15	2.35	(2.56)	5.53	(4.25)	13.97
RYI	2.05	0.10	0.06	0.13	2.53	(2.12)	4.22	(4.44)	11.34

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