GP Solutions Correlations

GWPD Stock  USD 0.0005  0.1  99.50%   
The current 90-days correlation between GP Solutions and AmeraMex International is 0.27 (i.e., Modest diversification). The correlation of GP Solutions 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.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in GP Solutions. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in inflation.
For information on how to trade GWPD Stock refer to our How to Trade GWPD Stock guide.

Moving together with GWPD Stock

  0.71600984 Shaanxi ConstructionPairCorr
  0.63CMI CumminsPairCorr
  0.66301039 CIMC VehiclesPairCorr
  0.62AMCCF Amcor plcPairCorr
  0.64GPOVF Grupo Carso SABPairCorr

Moving against GWPD Stock

  0.77002480 Chengdu Xinzhu RoadBridgePairCorr
  0.76000880 Weichai Heavy MachineryPairCorr
  0.73002526 Shandong Mining MachineryPairCorr
  0.71000920 Vontron TechnologyPairCorr
  0.7WWT Water Ways TechnologiesPairCorr
  0.48300103 XiAn Dagang RoadPairCorr
  0.41300210 Anshan Senyuan RoadPairCorr
  0.35000680 Shantui ConstructionPairCorr
  0.59UIS Unisys Buyout TrendPairCorr
  0.5ORGN Origin MaterialsPairCorr
  0.4ASTS Ast Spacemobile Aggressive PushPairCorr

Related Correlations Analysis


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

RJDGIWAL
PRPIBLIS
IWALCAPC
BLISAMMX
PRPIAMMX
VVWTAMMX
  

High negative correlations

IWALPRPI
PRPICAPC
RJDGPRPI
IWALBLIS
BLISCAPC
RJDGBLIS

Risk-Adjusted Indicators

There is a big difference between GWPD Stock performing well and GP Solutions 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 GP Solutions' 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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
AMMX  3.62  0.20  0.01 (2.27) 4.35 
 14.29 
 33.57 
CAPC  11.87  0.52  0.07  0.16  11.59 
 29.03 
 129.33 
BLIS  72.58  47.23  1.95 (0.28) 13.09 
 34.62 
 2,435 
AWRY  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
CUBXF  33.64  11.90  0.22 (0.36) 22.48 
 127.85 
 379.00 
VVWT  19.39  3.73  0.16  2.88  18.37 
 50.00 
 147.46 
PRPI  2.22  1.06  0.00 (5.43) 0.00 
 0.00 
 46.58 
IWAL  2.34 (0.43) 0.00  0.51  0.00 
 3.64 
 35.91 
RJDG  4.56 (0.37) 0.00  0.53  0.00 
 13.56 
 46.79 
SAHN  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00