Integrated Research Correlations

IREHF Stock  USD 0.21  0.00  0.00%   
The current 90-days correlation between Integrated Research and Bambuser AB is 0.01 (i.e., Significant diversification). The correlation of Integrated Research 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.

Integrated Research Correlation With Market

Significant diversification

The correlation between Integrated Research Limited and DJI is 0.05 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Integrated Research Limited and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Integrated Research could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Integrated Research 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 Integrated Research - 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 Integrated Research Limited to buy it.

Moving against Integrated Pink Sheet

  0.37SHOP Shopify Sell-off TrendPairCorr
  0.49PII Polaris IndustriesPairCorr
  0.42KYOCF KyoceraPairCorr
  0.42APGE Apogee Therapeutics,PairCorr
  0.33REGN Regeneron PharmaceuticalsPairCorr
  0.48EGP EastGroup PropertiesPairCorr
  0.44EOLS Evolus IncPairCorr
  0.37CSCO Cisco SystemsPairCorr
  0.37ARRXF Archer MaterialsPairCorr

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

BNXAFCHWTF
CHWTFGARLF
BNXAFGARLF
GARLFRPMT
CHWTFRPMT
BNXAFRPMT
  

High negative correlations

ENAFFFCGY
SCYRFCHWTF
SCYRFBNXAF
SCYRFGARLF
SCYRFRPMT
GARLFBSKZF

Risk-Adjusted Indicators

There is a big difference between Integrated Pink Sheet performing well and Integrated Research 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 Integrated Research'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
FCGY  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
BSKZF  30.81  14.23  0.00 (7.82) 0.00 
 0.00 
 1,000.00 
TERNF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
NNVUF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
RPMT  3.18 (0.06)(0.01) 0.01  3.38 
 8.11 
 31.11 
ENAFF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
GARLF  3.41  0.56  0.12  1.50  3.61 
 8.33 
 21.27 
CHWTF  0.44  0.25  0.00 (0.44) 0.00 
 0.00 
 14.29 
BNXAF  2.63  0.50  0.06  2.73  3.57 
 7.23 
 30.13 
SCYRF  3.42 (0.74) 0.00 (0.15) 0.00 
 13.10 
 44.78 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Integrated Research without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Integrated Research Corporate Management

MBA BSInterim OfficerProfile
BA BAVP BusProfile
John MAICDCEO MDProfile
Michael TomkinsChief OfficerProfile
Rodney ForemanVP AmericasProfile
JD BACompany CounselProfile
AM AMAdvisorProfile