LightPath Technologies Correlations

LPZB Stock  EUR 8.60  0.95  9.95%   
The current 90-days correlation between LightPath Technologies and Alphabet Class A is 0.19 (i.e., Average diversification). The correlation of LightPath Technologies 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.

LightPath Technologies Correlation With Market

Poor diversification

The correlation between LightPath Technologies and DJI is 0.73 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding LightPath Technologies and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to LightPath Technologies could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace LightPath Technologies 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 LightPath Technologies - 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 LightPath Technologies to buy it.

Moving together with LightPath Stock

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  0.69HKT HK Electric InvestmentsPairCorr
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  0.77CWA0 REFINED METALS PPairCorr
  0.7543C CACTUS INC CLA Earnings Call This WeekPairCorr
  0.71DG1 DAWSON GEOPHYSICALPairCorr
  0.84LA3A Laureate Education Earnings Call TomorrowPairCorr
  0.72PAE PACCARPairCorr
  0.76SKNB Skanska ABPairCorr
  0.85PYCP Minera Alamos SplitPairCorr
  0.693RB RECKITT BENCK GRPPairCorr
  0.6241B Bellway PLCPairCorr

Moving against LightPath Stock

  0.593HB Hybrigenics SocietePairCorr
  0.86DBPD Xtrackers ShortDAXPairCorr
  0.49KMY Kimberly ClarkPairCorr
  0.42777 EUROSPORTS GLOBAL LTDPairCorr

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

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High negative correlations

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Risk-Adjusted Indicators

There is a big difference between LightPath Stock performing well and LightPath Technologies 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 LightPath Technologies' 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
NVDG  2.02 (0.12) 0.00 (0.70) 0.00 
 4.18 
 12.01 
NVD  1.51 (0.09) 0.00  12.37  0.00 
 3.36 
 8.65 
NVD  1.64 (0.19) 0.00 (0.18) 0.00 
 3.11 
 11.01 
APC8  1.21 (0.05) 0.00  0.26  0.00 
 2.66 
 9.65 
APC  1.02 (0.11) 0.00 (0.71) 0.00 
 2.18 
 7.96 
APC  1.01 (0.14) 0.00 (0.15) 0.00 
 2.26 
 9.28 
ABEC  1.28  0.03  0.00  0.14  1.31 
 3.02 
 7.76 
ABEC  1.26  0.02  0.00  0.08  1.34 
 2.78 
 7.95 
ABEA  1.33  0.03  0.00  0.16  1.47 
 2.93 
 9.71 
ABEA  1.29  0.03  0.00  0.16  1.39 
 2.89 
 8.07 

Be your own money manager

Our tools can tell you how much better you can do entering a position in LightPath Technologies 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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LightPath Technologies Corporate Executives

Elected by the shareholders, the LightPath Technologies' board of directors comprises two types of representatives: LightPath Technologies inside directors who are chosen from within the company, and outside directors, selected externally and held independent of LightPath. The board's role is to monitor LightPath Technologies' management team and ensure that shareholders' interests are well served. LightPath Technologies' inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, LightPath Technologies' outside directors are responsible for providing unbiased perspectives on the board's policies.