Interroll Holding Correlations
| INRN Stock | CHF 1,666 12.00 0.73% |
Correlations tend to spike during dislocations, so the stock's calm-market pairing may not hold under stress. The current 90-days correlation between Interroll Holding and Kardex is 0.48 (i.e., Weak diversification).
Interroll Holding Correlation to Market
Weak diversification
Interroll Holding currently posts a 0.58 correlation with Dow Jones, indicating a Weak diversification relationship for the active sample. The overlap area shows the portion of risk diversified away by holding both instruments together.
Interroll |
The correlation profile for Interroll Holding summarizes co-movement with comparable assets. Values are calculated from observed return relationships over time.
Moving Together With Interroll Stock
Related Correlations Analysis
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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
| High negative correlations
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Risk-Adjusted Indicators
Evaluating Interroll Stock requires separating price momentum from underlying operating strength versus competitors. Without risk-adjusted context, short-term returns may appear stronger than the volatility required to achieve them would suggest. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| KARN | 1.65 | 0.10 | 0.05 | -0.61 | 1.89 | 4.61 | 14.27 | |||
| BCHN | 1.45 | 0.00 | 0.00 | 0.06 | 2.05 | 3.82 | 10.12 | |||
| AERO | 3.04 | -0.42 | 0.00 | 0.89 | 0.00 | 5.76 | 20.72 | |||
| SRAIL | 2.10 | 0.34 | 0.15 | 0.47 | 1.93 | 4.20 | 15.75 | |||
| DAE | 1.27 | 0.08 | 0.05 | 2.37 | 1.64 | 2.83 | 6.63 | |||
| DOKA | 1.53 | -0.03 | 0.00 | -0.10 | 0.00 | 3.60 | 7.77 | |||
| OERL | 2.06 | 0.44 | 0.20 | -2.30 | 1.74 | 4.14 | 20.97 | |||
| BRKN | 1.17 | 0.43 | 0.36 | -25.92 | 0.80 | 2.93 | 5.74 | |||
| BOSN | 1.78 | 0.22 | 0.10 | 1.10 | 2.13 | 4.25 | 10.02 | |||
| LAND | 1.26 | -0.02 | 0.00 | 0.05 | 0.00 | 3.29 | 9.01 |
Be Your Own Money Manager
Optimization tools reveal whether capital allocated to Interroll Holding AG is being used efficiently relative to other opportunities in the same equity universe. Comparing expected return, volatility, and correlation before the position is increased or introduced reduces avoidable risk.
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Interroll Holding Corporate Executives
The leadership structure of Interroll Holding AG reveals who sets direction, approves budgets, and monitors management performance. A disciplined governance review can reveal strengths or weaknesses that may not be obvious in financial ratios alone.