Insurance Australia Correlations

IAUGFDelisted Stock  USD 5.55  0.00  0.00%   
The current 90-days correlation between Insurance Australia and Absa Group Ltd is -0.26 (i.e., Very good diversification). The correlation of Insurance Australia 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.

Insurance Australia Correlation With Market

Good diversification

The correlation between Insurance Australia Group and DJI is -0.14 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Insurance Australia Group and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Insurance Australia could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Insurance Australia 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 Insurance Australia - 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 Insurance Australia Group to buy it.

Moving against Insurance Pink Sheet

  0.32AVTBF Avant BrandsPairCorr

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

IGIFFAGRPY
ISDAFAGESF
BKKLYAGRPY
IGIFFBKKLY
ISDAFIGIFF
ISDAFAGRPY
  

High negative correlations

ISDAFBZLYF
AGESFBZLYF
IGIFFBZLYF
BZLYFAGRPY
BKKLYBZLYF
STJPFBZLYF

Risk-Adjusted Indicators

There is a big difference between Insurance Pink Sheet performing well and Insurance Australia 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 Insurance Australia'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
AGRPY  1.37  0.52  0.24 (3.49) 0.68 
 4.74 
 9.05 
BWAGF  0.67  0.28  0.00 (0.78) 0.00 
 2.82 
 10.94 
BZLYF  1.61  0.05 (0.01)(1.11) 2.19 
 4.05 
 12.39 
STJPF  2.32  0.69  0.00  0.78  0.00 
 7.39 
 59.23 
AGESF  0.14  0.06  0.00 (0.30) 0.00 
 0.00 
 4.60 
BKKLY  1.30  0.14  0.06  0.47  1.50 
 2.98 
 7.46 
IGIFF  0.88  0.29  0.25  0.83  0.33 
 2.96 
 6.36 
BPHLF  7.62  0.58  0.00  1.56  0.00 
 20.32 
 28.58 
BPIRY  1.89  0.09  0.01  0.60  2.51 
 3.39 
 16.25 
ISDAF  0.14  0.03  0.00 (1.74) 0.00 
 0.00 
 4.56 

Insurance Australia Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Insurance Australia pink sheet to make a market-neutral strategy. Peer analysis of Insurance Australia could also be used in its relative valuation, which is a method of valuing Insurance Australia by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Insurance Australia Corporate Management

Julie BatchChief Customer OfficerProfile
Neil BScChief OfficerProfile
BAgr AMPChief OfficerProfile
Peter BComGroup OfficerProfile
BCom BComCEO MDProfile
Jarrod HillGroup AustraliaProfile
Amanda WhitingChief ZealandProfile

Still Interested in Insurance Australia Group?

Investing in delisted pink sheets can be risky, as the pink sheet is no longer traded on a public exchange and can therefore be difficult to sell. Delisting typically occurs when a company has failed to meet exchange requirements or has been acquired. Before investing, it's important to thoroughly research the company, including its financial health and prospects for the future, as well as the reasons for its delisting. Additionally, it may be difficult to find accurate and up-to-date information on the company and its stock.