Immersion Correlations

IMMR Stock

USD 6.49 0.11 1.72%

The current 90-days correlation between Immersion and Duos Technologies Group is 0.23 (i.e., Modest diversification). The correlation of Immersion 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Immersion Correlation With Market

Very weak diversification

The correlation between Immersion and DJI is 0.48 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Immersion and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Immersion Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Immersion. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in industry.

To learn how to invest in Immersion Stock, please use our How to Invest in Immersion guide.

Moving against Immersion Stock

0.44	XOM	Exxon Mobil Corp	Pair Corr
0.43	CSCO	Cisco Systems	Pair Corr
0.42	BCH	Banco De Chile Normal Trading	Pair Corr
0.33	AVAL	Grupo Aval	Pair Corr
0.32	MMM	3M Company	Pair Corr
0.31	TRV	The Travelers Companies	Pair Corr

Related Correlations Analysis

	DUOT	EB	MRT	PERF	ONTF	WALD	ASUR	TCX	CCRD	AEYE
DUOT		0.47	0.09	-0.29	0.49	0.1	0.35	0.46	-0.34	-0.32	DUOT
EB	0.47		-0.32	-0.63	0.6	0.04	0.65	0.74	-0.5	-0.67	EB
MRT	0.09	-0.32		0.24	-0.42	0.01	-0.39	-0.17	0.27	0.47	MRT
PERF	-0.29	-0.63	0.24		-0.32	-0.45	-0.23	-0.81	0.39	0.82	PERF
ONTF	0.49	0.6	-0.42	-0.32		-0.13	0.68	0.4	-0.75	-0.59	ONTF
WALD	0.1	0.04	0.01	-0.45	-0.13		-0.42	0.28	0.12	-0.17	WALD
ASUR	0.35	0.65	-0.39	-0.23	0.68	-0.42		0.39	-0.48	-0.48	ASUR
TCX	0.46	0.74	-0.17	-0.81	0.4	0.28	0.39		-0.45	-0.82	TCX
CCRD	-0.34	-0.5	0.27	0.39	-0.75	0.12	-0.48	-0.45		0.57	CCRD
AEYE	-0.32	-0.67	0.47	0.82	-0.59	-0.17	-0.48	-0.82	0.57		AEYE
	DUOT	EB	MRT	PERF	ONTF	WALD	ASUR	TCX	CCRD	AEYE

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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

AEYE	+ 0.82	PERF
TCX	+ 0.74	EB
ASUR	+ 0.68	ONTF
ASUR	+ 0.65	EB
ONTF	+ 0.6	EB
AEYE	+ 0.57	CCRD

High negative correlations

AEYE	- 0.82	TCX
TCX	- 0.81	PERF
CCRD	- 0.75	ONTF
AEYE	- 0.67	EB
PERF	- 0.63	EB
AEYE	- 0.59	ONTF

Risk-Adjusted Indicators

There is a big difference between Immersion Stock performing well and Immersion 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 Immersion'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
DUOT	3.65	0.48	0.10	0.58	4.22	(3.64)	7.81	(7.61)	23.66
EB	3.47	1.10	0.46	0.67	1.51	(5.27)	4.18	(4.08)	78.85
MRT	2.24	(0.07)	0.00	(0.02)	0.00	0.00	7.59	(4.26)	18.86
PERF	2.34	(0.20)	0.00	(0.07)	0.00	0.00	4.71	(5.70)	17.60
ONTF	2.44	0.51	0.24	0.39	1.90	(3.13)	4.60	(3.75)	38.78
WALD	3.80	(0.05)	0.00	0.13	0.00	0.00	7.58	(7.46)	33.33
ASUR	1.65	0.12	0.08	0.18	1.68	(1.99)	3.22	(3.50)	13.40
TCX	2.17	0.22	0.08	0.33	2.37	(2.41)	5.20	(4.30)	13.11
CCRD	1.55	(0.13)	0.00	0.63	0.00	0.00	3.18	(2.96)	16.08
AEYE	2.09	(0.71)	0.00	(0.32)	0.00	0.00	3.92	(6.09)	12.01

Immersion Corporate Management

Leonard Wood	Chief Officer	Profile
Sophie Laval	Head Resources	Profile
Aaron Akerman	CFO Treasurer	Profile
Eric Singer	Ex Chairperson	Profile
Yeshwant Muthusamy	Chief Officer	Profile
James Dodson	Chief Officer	Profile

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