Invictus Financial Correlations

IVFZF Stock

USD 0.01 0.01 50.00%

The current 90-days correlation between Invictus Financial and Qian Yuan Baixing is 0.64 (i.e., Poor diversification). The correlation of Invictus Financial 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.

Invictus Financial Correlation With Market

Average diversification

The correlation between Invictus Financial and DJI is 0.13 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Invictus Financial and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Invictus Financial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Invictus Financial 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 Invictus Financial - 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 Invictus Financial to buy it.

Moving together with Invictus Pink Sheet

0.66	LNDNF	Lundin Energy AB	Pair Corr
0.67	APGE	Apogee Therapeutics,	Pair Corr
0.72	REGN	Regeneron Pharmaceuticals	Pair Corr
0.61	CX	Cemex SAB de	Pair Corr
0.67	STAG	STAG Industrial	Pair Corr
0.63	KYOCF	Kyocera	Pair Corr
0.66	GM	General Motors	Pair Corr
0.67	AKAM	Akamai Technologies	Pair Corr
0.79	CHACR	Crane Harbor Acquisition	Pair Corr
0.74	DNLMY	Dunelm Group PLC	Pair Corr
0.69	SHIP	Seanergy Maritime	Pair Corr
0.72	RLMD	Relmada Therapeutics	Pair Corr

Moving against Invictus Pink Sheet

0.56	WOLF	Wolfspeed,	Pair Corr
0.39	RGC	Regencell Bioscience	Pair Corr
0.38	BKLRF	Berkeley Energy	Pair Corr
0.54	26442TAG2	US26442TAG22	Pair Corr
0.42	SWRM	Appswarm	Pair Corr

Related Correlations Analysis

	QYBX	MNDP	CRVH	SVLT	ICTY	BBLC	FKST	TFGL	NGCG	NIHL
QYBX		-0.11	-0.51	0.16	0.03	-0.27	-0.18	-0.18	0.58	-0.33	QYBX
MNDP	-0.11		0.33	0.63	0.57	-0.53	-0.26	0.26	-0.11	-0.18	MNDP
CRVH	-0.51	0.33		0.03	0.1	0.26	0.12	0.1	-0.42	0.33	CRVH
SVLT	0.16	0.63	0.03		0.61	-0.72	-0.38	0.25	0.25	-0.38	SVLT
ICTY	0.03	0.57	0.1	0.61		-0.61	-0.58	0.39	0.15	-0.04	ICTY
BBLC	-0.27	-0.53	0.26	-0.72	-0.61		0.34	-0.3	-0.29	0.36	BBLC
FKST	-0.18	-0.26	0.12	-0.38	-0.58	0.34		-0.21	-0.39	0.04	FKST
TFGL	-0.18	0.26	0.1	0.25	0.39	-0.3	-0.21		-0.01	-0.1	TFGL
NGCG	0.58	-0.11	-0.42	0.25	0.15	-0.29	-0.39	-0.01		-0.23	NGCG
NIHL	-0.33	-0.18	0.33	-0.38	-0.04	0.36	0.04	-0.1	-0.23		NIHL
	QYBX	MNDP	CRVH	SVLT	ICTY	BBLC	FKST	TFGL	NGCG	NIHL

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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

SVLT	+ 0.63	MNDP
ICTY	+ 0.61	SVLT
NGCG	+ 0.58	QYBX
ICTY	+ 0.57	MNDP
TFGL	+ 0.39	ICTY
NIHL	+ 0.36	BBLC

High negative correlations

BBLC	- 0.72	SVLT
BBLC	- 0.61	ICTY
FKST	- 0.58	ICTY
BBLC	- 0.53	MNDP
CRVH	- 0.51	QYBX
NGCG	- 0.42	CRVH

Risk-Adjusted Indicators

There is a big difference between Invictus Pink Sheet performing well and Invictus Financial 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 Invictus Financial'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
QYBX	5.43	0.48	0.02	7.80	7.19	(29.46)	14.04	(18.46)	117.36
MNDP	2.16	(0.27)	0.00	0.61	0.00	0.00	12.50	(12.50)	34.72
CRVH	10.21	2.30	0.07	1.07	11.91	(55.73)	8.75	(8.08)	207.30
SVLT	3.35	0.34	0.00	(0.08)	0.00	0.00	0.00	(12.50)	116.67
ICTY	4.52	0.14	0.00	4.24	7.41	(30.00)	25.00	(25.00)	58.33
BBLC	16.98	5.90	0.23	1.74	12.42	(41.01)	32.67	(16.67)	297.01
FKST	24.46	11.49	0.00	1.34	0.00	0.00	3.84	0.00	450.67
TFGL	10.34	4.62	0.00	(2.49)	0.00	0.00	0.00	0.00	49.02
NGCG	7.49	0.40	0.02	0.21	9.59	(29.58)	25.00	(20.00)	91.67
NIHL	22.25	7.78	0.13	(1.49)	16.20	(149.87)	82.82	(48.05)	402.17

Be your own money manager

Our tools can tell you how much better you can do entering a position in Invictus Financial 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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