KingsoftLimited Correlations

KSFTF Stock  USD 3.69  0.00  0.00%   
The correlation of KingsoftLimited 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.

KingsoftLimited Correlation With Market

Excellent diversification

The correlation between Kingsoft Limited and DJI is -0.61 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Kingsoft Limited and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to KingsoftLimited could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace KingsoftLimited 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 KingsoftLimited - 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 Kingsoft Limited to buy it.

Moving together with KingsoftLimited Pink Sheet

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  0.65NTDOY Nintendo Co ADRPairCorr
  0.7TTWO Take Two InteractivePairCorr

Moving against KingsoftLimited Pink Sheet

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  0.79BILI Bilibili Earnings Call This WeekPairCorr
  0.42PTITF PT Indosat TbkPairCorr
  0.36NEXOF NEXON CoPairCorr
  0.95TLOFF Talon Metals CorpPairCorr
  0.8YLLXF Yellow Cake plc Downward RallyPairCorr
  0.78NNBR NN IncPairCorr
  0.75BLAGF Blue Lagoon ResourcesPairCorr
  0.74NTZ Natuzzi SpAPairCorr
  0.73EMMA Emmaus Life SciencesPairCorr
  0.65SHIP Seanergy MaritimePairCorr
  0.57MS-PF Morgan StanleyPairCorr
  0.42FRFFF Fairfax FinancialPairCorr
  0.39UMAC Unusual MachinesPairCorr
  0.38ZDZT Zhengduozhe TechnologyPairCorr
  0.37PNRG PrimeEnergyPairCorr
  0.92BBDO Banco Bradesco SAPairCorr
  0.88TOGOF TomaGoldPairCorr
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  0.82BNEFF Bonterra Energy CorpPairCorr
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  0.78JOE St Joe CompanyPairCorr

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

TMICFTMICY
TMICYSQNXF
OTGLFOTGLY
NEXXYTMSNY
TMICFSQNXF
TMICFNEXXY
  

High negative correlations

OTGLFTMICY
AACAFSHMZF
TMICFOTGLF
OTGLFSQNXF
TMICYOTGLY
OTGLFSQNNY

Risk-Adjusted Indicators

There is a big difference between KingsoftLimited Pink Sheet performing well and KingsoftLimited 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 KingsoftLimited'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
SQNXF  1.11 (0.07) 0.00 (3.32) 0.00 
 2.42 
 23.06 
SQNNY  3.08 (0.03) 0.00  0.28  0.00 
 12.03 
 29.71 
OTGLY  2.13  0.04  0.01  0.11  2.83 
 4.61 
 15.93 
SHMZF  0.15  0.07  0.00 (0.46) 0.00 
 0.00 
 5.43 
TMSNY  1.47 (0.18) 0.00 (0.21) 0.00 
 2.70 
 9.73 
NEXXY  1.19 (0.32) 0.00 (0.92) 0.00 
 3.60 
 7.59 
TMICY  1.32 (0.54) 0.00 (1.51) 0.00 
 2.78 
 12.51 
OTGLF  0.61  0.09  0.00  0.59  0.00 
 3.50 
 13.62 
TMICF  0.60 (0.24) 0.00  0.90  0.00 
 0.00 
 13.58 
AACAF  0.30 (0.08) 0.00  3.01  0.00 
 0.00 
 14.76 

Be your own money manager

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