Key Capital Correlations
| KCPC Stock | USD 0.0001 0.00 0.00% |
The correlation of Key Capital 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.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Key Capital Corp. 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. Moving together with Key Stock
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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Key Stock performing well and Key Capital 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 Key Capital'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BOPO | 2.98 | 1.29 | 0.00 | 0.50 | 0.00 | 0.00 | 100.00 | |||
| SGTB | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| EPOR | 2.98 | 1.41 | 0.00 | 1.12 | 0.00 | 0.00 | 100.00 | |||
| NXTFF | 2.98 | 1.50 | 0.00 | 88.02 | 0.00 | 0.00 | 100.00 | |||
| SNCF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| NFSE | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| STRG | 136.04 | 72.90 | 0.00 | (0.91) | 0.00 | 400.00 | 3,331 | |||
| CHWE | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| GASE | 1.49 | (0.76) | 0.00 | 5.12 | 0.00 | 0.00 | 50.00 | |||
| ATCC | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |