Innovative Designs Correlations

IVDN Stock  USD 0.19  0.03  18.75%   
The current 90-days correlation between Innovative Designs and Emerge Commerce is -0.04 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Innovative Designs moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Innovative Designs moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Innovative Designs Correlation With Market

Significant diversification

The correlation between Innovative Designs and DJI is 0.07 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Innovative Designs and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Innovative Designs could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Innovative Designs 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 Innovative Designs - 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 Innovative Designs to buy it.

Moving together with Innovative Pink Sheet

  0.68BLSTF Blackstone MineralsPairCorr
  0.79ICCT iCoreConnect Common stockPairCorr

Moving against Innovative Pink Sheet

  0.89NVFY NVFY Old Symbol ChangePairCorr
  0.85LSBK Lake Shore BancorpPairCorr
  0.83ROST Ross StoresPairCorr
  0.83LVS Las Vegas SandsPairCorr
  0.81MS-PQ Morgan StanleyPairCorr
  0.8NXGPF NEXT plcPairCorr
  0.77SAFLY Safilo Group SpAPairCorr
  0.7647215PAC0 JD INC 3875PairCorr
  0.75TJX TJX Companies Sell-off TrendPairCorr
  0.75ACR-PC ACRES Commercial RealtyPairCorr
  0.75ACRE Ares Commercial RealPairCorr
  0.74FRCOF Fast RetailingPairCorr
  0.74FRCOY Fast RetailingPairCorr
  0.72NXGPY Next PLC ADRPairCorr
  0.72HUBG Hub GroupPairCorr
  0.71IDEXF Industria de DiseoPairCorr
  0.7LIFFF Li FT PowerPairCorr
  0.7AVRW Avenir Wellness SolutionsPairCorr
  0.69SCCO Southern CopperPairCorr
  0.67IDEXY Industria de DisenoPairCorr
  0.61NWWCF New China LifePairCorr
  0.59DBSDF DBS Group HoldingsPairCorr
  0.51PSZKY Powszechna Kasa Oszc Normal TradingPairCorr
  0.46LULU Lululemon AthleticaPairCorr
  0.36SIGL Signal AdvancePairCorr
  0.83U07265AG3 BAYNGR 4625 25PairCorr
  0.81CAH Cardinal HealthPairCorr
  0.8LMND LemonadePairCorr
  0.79CMA Comerica IncorporatedPairCorr
  0.78SRRTF Slate Grocery REITPairCorr
  0.77YETI YETI HoldingsPairCorr
  0.75CDNA CareDx IncPairCorr
  0.75CNUTF Canadian UtilitiesPairCorr
  0.74NGG National Grid PLCPairCorr
  0.73FUSB First BancsharesPairCorr
  0.7TEVJF Teva PharmaceuticalPairCorr

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

TOYRFEPTI
FFLODXYN
FFLOKENS
GFASYDXYN
GFASYFFLO
GFASYKENS
  

High negative correlations

TOYRFICDX
ICDXEPTI
GFASYECXJ
FFLOECXJ
ECXJDXYN
ECXJKENS

Risk-Adjusted Indicators

There is a big difference between Innovative Pink Sheet performing well and Innovative Designs 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 Innovative Designs' 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
ALLGF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
EPTI  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
EMCMF  2.34  0.80  0.00  2.19  0.00 
 0.00 
 40.00 
DXYN  3.81 (0.37) 0.00 (0.58) 0.00 
 6.15 
 25.71 
ICDX  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
KENS  18.12  6.90  0.13 (0.72) 14.15 
 44.00 
 172.50 
ECXJ  2.32  1.28  0.00 (0.58) 0.00 
 0.00 
 80.32 
FFLO  2.34 (1.37) 0.00 (0.53) 0.00 
 0.00 
 78.50 
GFASY  7.40  0.35  0.00 (0.07) 9.88 
 38.46 
 100.81 
TOYRF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Innovative Designs 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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