Keating Active Correlations

KEAT Etf

33.71 0.41 1.23%

The current 90-days correlation between Keating Active ETF and Two Roads Shared is 0.59 (i.e., Very weak diversification). The correlation of Keating Active 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.

Keating Active Correlation With Market

Very poor diversification

The correlation between Keating Active ETF and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Keating Active ETF and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Keating Etf

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Keating Active ETF. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Keating Etf

0.91	PPI	Investment Managers	Pair Corr
0.89	CPST	Calamos ETF Trust	Pair Corr
0.63	ELON	Battleshares TSLA	Pair Corr
0.91	ITDD	iShares Trust	Pair Corr
0.92	AVMU	Avantis Core Municipal	Pair Corr
0.96	CLOA	BlackRock AAA CLO	Pair Corr
0.97	PAPI	Morgan Stanley ETF	Pair Corr
0.88	CPSN	Calamos ETF Trust	Pair Corr
0.89	IYJ	iShares Industrials ETF	Pair Corr
0.92	IGSB	iShares 1 5	Pair Corr
0.75	SFLO	VictoryShares Small Cap	Pair Corr
0.88	EWT	iShares MSCI Taiwan	Pair Corr
0.9	NUMI	NuShares ETF Trust	Pair Corr
0.85	OASC	OneAscent Small Cap	Pair Corr
0.95	HAUZ	Xtrackers International	Pair Corr
0.98	GINX	SGI Enhanced Global	Pair Corr
0.88	YYY	Amplify High Income	Pair Corr
0.96	SHM	SPDR Nuveen Bloomberg	Pair Corr
0.89	CCFE	Concourse Capital Focused	Pair Corr
0.85	NETL	Fundamental Income Net	Pair Corr
0.87	PSC	Principal Small Cap	Pair Corr
0.91	MDAA	Series Portfolios Trust	Pair Corr
0.92	DIVB	iShares Dividend	Pair Corr
0.82	RSPD	Invesco SP 500	Pair Corr
0.78	AGQ	ProShares Ultra Silver Buyout Trend	Pair Corr
0.87	FTXR	First Trust Nasdaq	Pair Corr
0.92	JPHY	JP Morgan Exchange	Pair Corr
0.93	DXJ	WisdomTree Japan Hedged	Pair Corr
0.9	BSMP	Invesco	Pair Corr
0.65	BKLC	BNY Mellon Large	Pair Corr
0.62	MSTZ	T REX 2X	Pair Corr
0.89	FVC	First Trust Dorsey	Pair Corr
0.88	ZNOV	Innovator Equity Defined	Pair Corr
0.74	TSPX	Twin Oak Active	Pair Corr

Moving against Keating Etf

0.75

MPAY

Exchange Traded Concepts

Pair Corr

Related Correlations Analysis

	SPTB	AMZZ	SPYT	DSMC	IBIK	HECO	KNGZ	GSIB	MRNY	CGV
SPTB		-0.11	0.23	0.22	0.83	-0.05	0.18	0.22	0.13	0.22	SPTB
AMZZ	-0.11		0.37	-0.06	-0.01	0.63	-0.04	-0.08	0.01	-0.01	AMZZ
SPYT	0.23	0.37		0.77	0.19	0.64	0.79	0.78	0.62	0.71	SPYT
DSMC	0.22	-0.06	0.77		0.17	0.43	0.99	0.93	0.87	0.93	DSMC
IBIK	0.83	-0.01	0.19	0.17		0.07	0.15	0.11	0.13	0.23	IBIK
HECO	-0.05	0.63	0.64	0.43	0.07		0.42	0.32	0.5	0.46	HECO
KNGZ	0.18	-0.04	0.79	0.99	0.15	0.42		0.95	0.85	0.92	KNGZ
GSIB	0.22	-0.08	0.78	0.93	0.11	0.32	0.95		0.83	0.92	GSIB
MRNY	0.13	0.01	0.62	0.87	0.13	0.5	0.85	0.83		0.96	MRNY
CGV	0.22	-0.01	0.71	0.93	0.23	0.46	0.92	0.92	0.96		CGV
	SPTB	AMZZ	SPYT	DSMC	IBIK	HECO	KNGZ	GSIB	MRNY	CGV

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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

KNGZ	+ 0.99	DSMC
CGV	+ 0.96	MRNY
GSIB	+ 0.95	KNGZ
GSIB	+ 0.93	DSMC
CGV	+ 0.93	DSMC
CGV	+ 0.92	KNGZ

High negative correlations

AMZZ	- 0.11	SPTB
GSIB	- 0.08	AMZZ
DSMC	- 0.06	AMZZ
HECO	- 0.05	SPTB
KNGZ	- 0.04	AMZZ
CGV	- 0.01	AMZZ

Keating Active Constituents Risk-Adjusted Indicators

There is a big difference between Keating Etf performing well and Keating Active ETF 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 Keating Active'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
SPTB	0.13	0.00	(0.42)	(0.05)	0.14	(0.15)	0.23	(0.26)	0.82
AMZZ	2.75	(0.70)	0.00	(0.37)	0.00	0.00	4.99	(6.55)	16.10
SPYT	0.48	(0.05)	(0.10)	0.01	0.69	(0.50)	1.11	(1.10)	3.39
DSMC	0.87	0.10	0.12	0.17	0.73	(1.01)	2.31	(1.38)	4.86
IBIK	0.17	0.00	(0.36)	(0.01)	0.18	(0.19)	0.35	(0.35)	0.93
HECO	2.09	(0.25)	0.00	(0.07)	0.00	0.00	5.22	(4.51)	12.75
KNGZ	0.68	0.07	0.08	0.16	0.64	(0.78)	1.73	(1.33)	4.28
GSIB	0.77	0.16	0.17	0.25	0.73	(0.88)	1.69	(1.76)	3.96
MRNY	2.65	0.45	0.13	0.35	3.06	(2.86)	6.96	(5.70)	19.52
CGV	0.63	0.15	0.11	0.36	0.65	(0.69)	1.28	(1.07)	5.61

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