Graham Correlations

GHM Stock

USD 83.99 3.13 3.59%

The current 90-days correlation between Graham and Richtech Robotics Class is 0.1 (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

Very poor diversification

The correlation between Graham and DJI is 0.86 (i.e., Very poor 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

0.8	0ACC	Accelleron Industries	Pair Corr
0.79	FUCA	FANUC PUNSPADR 110	Pair Corr
0.71	CR	Crane Company	Pair Corr
0.9	HI	Hillenbrand	Pair Corr
0.81	HY	Hyster Yale Materials	Pair Corr
0.91	IR	Ingersoll Rand	Pair Corr
0.93	PH	Parker Hannifin	Pair Corr
0.73	PL	Planet Labs PBC Aggressive Push	Pair Corr
0.88	OSG	OSG Corporation	Pair Corr
0.87	21T	Bodycote PLC	Pair Corr
0.62	GCP	General Electric	Pair Corr
0.62	MBH3	Maschinenfabrik Berthold	Pair Corr
0.79	EAAS	Eenergy Group PLC	Pair Corr
0.82	STGN	Starrag Group Holding	Pair Corr
0.91	IMI1	IMI plc Earnings Call This Week	Pair Corr
0.82	CE3	Chongqing Machinery	Pair Corr
0.87	HZ8	Insteel Industries	Pair Corr
0.82	DZR	AVINGTRANS LS 05	Pair Corr
0.72	TWN	Twin Disc	Pair Corr
0.79	NDX1	Nordex SE	Pair Corr
0.88	PFV	Pfeiffer Vacuum Tech	Pair Corr

Moving against Graham Stock

0.72	INRN	Interroll Holding	Pair Corr
0.67	74Z	BOA CEPT SA	Pair Corr
0.55	FQ4	OCEAN GEOLOOP AS	Pair Corr
0.5	RR	Richtech Robotics Class	Pair Corr
0.68	D7G	Nel ASA	Pair Corr
0.79	7YA	M VEST WATER	Pair Corr
0.76	EPOW	Sunrise New Energy	Pair Corr
0.55	WAH	WOLFTANK ADISA HLDG	Pair Corr
0.53	WATR	Current Water Techno	Pair Corr

Related Correlations Analysis

	RR	TRNS	KRNT	KE	SERV	GNK	HY	LGMK	SNCY	RYI
RR		-0.67	-0.6	0.75	0.69	-0.6	-0.46	0.45	-0.46	-0.09	RR
TRNS	-0.67		0.71	-0.79	-0.38	0.86	0.85	-0.71	0.92	0.59	TRNS
KRNT	-0.6	0.71		-0.67	-0.17	0.56	0.7	-0.45	0.55	0.29	KRNT
KE	0.75	-0.79	-0.67		0.61	-0.69	-0.63	0.43	-0.63	-0.28	KE
SERV	0.69	-0.38	-0.17	0.61		-0.43	-0.24	0.14	-0.28	0.0	SERV
GNK	-0.6	0.86	0.56	-0.69	-0.43		0.84	-0.6	0.82	0.47	GNK
HY	-0.46	0.85	0.7	-0.63	-0.24	0.84		-0.5	0.85	0.5	HY
LGMK	0.45	-0.71	-0.45	0.43	0.14	-0.6	-0.5		-0.68	-0.7	LGMK
SNCY	-0.46	0.92	0.55	-0.63	-0.28	0.82	0.85	-0.68		0.75	SNCY
RYI	-0.09	0.59	0.29	-0.28	0.0	0.47	0.5	-0.7	0.75		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

SNCY	+ 0.92	TRNS
GNK	+ 0.86	TRNS
HY	+ 0.85	TRNS
SNCY	+ 0.85	HY
HY	+ 0.84	GNK
SNCY	+ 0.82	GNK

High negative correlations

KE	- 0.79	TRNS
LGMK	- 0.71	TRNS
RYI	- 0.7	LGMK
GNK	- 0.69	KE
SNCY	- 0.68	LGMK
KE	- 0.67	KRNT

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	6.28	(0.34)	0.00	(0.08)	0.00	0.00	12.95	(11.97)	65.49
TRNS	2.29	0.53	0.29	0.30	1.66	(3.03)	8.42	(3.16)	15.23
KRNT	1.97	0.26	0.14	0.19	1.83	(2.47)	3.44	(3.26)	26.06
KE	2.23	(0.29)	0.00	(0.06)	0.00	0.00	4.12	(3.48)	28.61
SERV	4.78	0.02	0.02	0.04	5.07	(5.25)	13.97	(9.55)	28.21
GNK	1.33	0.35	0.17	0.60	1.52	(1.50)	3.45	(2.74)	10.00
HY	2.34	0.39	0.18	0.20	2.14	(2.80)	5.12	(4.66)	20.71
LGMK	6.57	(0.53)	0.00	(0.33)	0.00	0.00	16.67	(15.00)	44.45
SNCY	2.02	0.49	0.24	0.26	1.66	(2.30)	4.54	(3.40)	17.30
RYI	2.40	0.48	0.14	0.64	2.70	(2.57)	4.91	(5.67)	17.03

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