Innventure Correlations

INV Stock

4.20 0.02 0.48%

The current 90-days correlation between Innventure and Dynamix is 0.06 (i.e., Significant diversification). The correlation of Innventure 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.

Innventure Correlation With Market

Modest diversification

The correlation between Innventure 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 Innventure and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Innventure Stock

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

For more information on how to buy Innventure Stock please use our How to Invest in Innventure guide.

Moving against Innventure Stock

0.49	IPX	Impax Asset Management	Pair Corr
0.41	HRI	Herald Investment Trust	Pair Corr
0.35	IEM	Impax Environmental	Pair Corr
0.65	TAM	Tatton Asset Management	Pair Corr
0.41	CHRY	Chrysalis Investments Earnings Call This Week	Pair Corr
0.31	IGI	Western Asset Investment	Pair Corr
0.56	MNKS	Monks Investment Trust	Pair Corr
0.45	PHI	Pacific Horizon Inve	Pair Corr
0.41	LTI	Lindsell Train Investment	Pair Corr
0.35	LIO	Liontrust Asset Mana	Pair Corr

Related Correlations Analysis

	ETHM	SOCA	MKLY	SWKH	NOAH	OXSQ	EARN	WHF	MCGA
ETHM		-0.7	-0.75	-0.65	0.67	-0.6	-0.48	-0.47	0.83	ETHM
SOCA	-0.7		0.46	0.5	-0.36	0.75	0.09	0.36	-0.63	SOCA
MKLY	-0.75	0.46		0.64	-0.7	0.47	0.47	0.53	-0.78	MKLY
SWKH	-0.65	0.5	0.64		-0.79	0.72	0.26	0.57	-0.79	SWKH
NOAH	0.67	-0.36	-0.7	-0.79		-0.44	-0.48	-0.63	0.86	NOAH
OXSQ	-0.6	0.75	0.47	0.72	-0.44		0.02	0.45	-0.67	OXSQ
EARN	-0.48	0.09	0.47	0.26	-0.48	0.02		0.49	-0.54	EARN
WHF	-0.47	0.36	0.53	0.57	-0.63	0.45	0.49		-0.73	WHF
MCGA	0.83	-0.63	-0.78	-0.79	0.86	-0.67	-0.54	-0.73		MCGA
	ETHM	SOCA	MKLY	SWKH	NOAH	OXSQ	EARN	WHF	MCGA

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

MCGA	+ 0.86	NOAH
MCGA	+ 0.83	ETHM
OXSQ	+ 0.75	SOCA
OXSQ	+ 0.72	SWKH
NOAH	+ 0.67	ETHM
SWKH	+ 0.64	MKLY

High negative correlations

MCGA	- 0.79	SWKH
NOAH	- 0.79	SWKH
MCGA	- 0.78	MKLY
MKLY	- 0.75	ETHM
MCGA	- 0.73	WHF
NOAH	- 0.7	MKLY

Risk-Adjusted Indicators

There is a big difference between Innventure Stock performing well and Innventure 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 Innventure'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
ETHM	0.25	(0.04)	0.00	(0.22)	0.00	0.00	0.68	(0.58)	2.17
SOCA	0.12	0.00	(0.20)	(0.04)	0.09	(0.23)	0.40	(0.30)	1.00
MKLY	0.09	0.01	(0.25)	0.77	0.00	(0.15)	0.20	(0.20)	0.71
SWKH	1.10	0.29	0.23	(0.62)	0.71	(1.68)	2.14	(1.37)	19.13
NOAH	1.37	(0.24)	0.00	(0.20)	0.00	0.00	2.91	(2.29)	12.08
OXSQ	1.55	0.24	0.12	0.56	1.41	(2.25)	4.35	(3.11)	11.31
EARN	1.18	(0.03)	(0.03)	(0.02)	1.60	(1.06)	2.04	(2.25)	5.88
WHF	1.58	0.03	0.01	0.09	1.84	(1.76)	3.51	(2.69)	9.53
MCGA	0.23	(0.09)	0.00	2.88	0.00	0.00	0.37	(0.77)	1.95

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