GPT Correlations

GPTGF Stock

USD 3.54 0.04 1.12%

The current 90-days correlation between GPT Group and Land Securities Group is -0.06 (i.e., Good diversification). The correlation of GPT 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.

GPT Correlation With Market

Modest diversification

The correlation between GPT Group and DJI is 0.24 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding GPT Group and DJI in the same portfolio, assuming nothing else is changed.

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

Moving against GPT Pink Sheet

0.31	STKAF	Stockland Earnings Call This Week	Pair Corr
0.34	ALL	Allstate	Pair Corr
0.33	RVSN	Rail Vision Trending	Pair Corr

Related Correlations Analysis

	LDSCY	LSGOF	LNSPF	DEXSF	FBASF	WDPSF	CTOUF	BRLAF	FBBPF	CWQXY
LDSCY		0.86	0.8	0.44	0.67	0.78	0.6	0.43	0.85	0.77	LDSCY
LSGOF	0.86		0.72	0.36	0.69	0.81	0.33	0.5	0.79	0.68	LSGOF
LNSPF	0.8	0.72		0.45	0.64	0.79	0.48	0.28	0.82	0.8	LNSPF
DEXSF	0.44	0.36	0.45		0.06	0.2	0.31	0.14	0.24	0.5	DEXSF
FBASF	0.67	0.69	0.64	0.06		0.71	0.35	0.17	0.76	0.58	FBASF
WDPSF	0.78	0.81	0.79	0.2	0.71		0.36	0.36	0.84	0.71	WDPSF
CTOUF	0.6	0.33	0.48	0.31	0.35	0.36		0.14	0.51	0.64	CTOUF
BRLAF	0.43	0.5	0.28	0.14	0.17	0.36	0.14		0.35	0.36	BRLAF
FBBPF	0.85	0.79	0.82	0.24	0.76	0.84	0.51	0.35		0.75	FBBPF
CWQXY	0.77	0.68	0.8	0.5	0.58	0.71	0.64	0.36	0.75		CWQXY
	LDSCY	LSGOF	LNSPF	DEXSF	FBASF	WDPSF	CTOUF	BRLAF	FBBPF	CWQXY

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Risk-Adjusted Indicators

There is a big difference between GPT Pink Sheet performing well and GPT 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 GPT'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
LDSCY	1.18	0.19	0.06	(26.73)	1.59	(1.22)	2.25	(2.93)	7.09
LSGOF	1.04	0.13	0.00	(0.18)	1.83	(2.95)	3.33	(4.12)	11.99
LNSPF	0.75	0.15	0.02	(0.30)	0.96	(2.19)	2.43	(1.80)	7.88
DEXSF	1.23	(0.13)	0.00	(0.17)	0.00	0.00	3.27	(5.51)	14.01
FBASF	2.38	0.41	0.04	(0.23)	3.64	(2.77)	4.29	(5.96)	19.52
WDPSF	0.97	0.23	0.06	(0.60)	0.92	(2.50)	4.08	(2.20)	9.28
CTOUF	0.71	0.26	0.00	2.14	0.00	0.00	2.21	(0.50)	15.38
BRLAF	2.45	0.29	0.03	0.40	3.37	(8.45)	10.09	(8.85)	35.32
FBBPF	2.97	0.41	0.09	(2.36)	3.01	(4.04)	6.05	(5.94)	17.77
CWQXY	0.05	0.00	0.00	(0.15)	0.00	0.00	0.00	0.00	1.04

Be your own money manager

Our tools can tell you how much better you can do entering a position in GPT 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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