Lisi SA Correlations

LSIIF Stock

USD 64.11 2.40 3.61%

The current 90-days correlation between Lisi SA and MDA is 0.17 (i.e., Average diversification). The correlation of Lisi SA 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.

Lisi SA Correlation With Market

Poor diversification

The correlation between Lisi SA and DJI is 0.75 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lisi SA and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Lisi Pink Sheet

0.82	RTX	Raytheon Technologies	Pair Corr
0.84	BA	Boeing	Pair Corr
0.84	LMT	Lockheed Martin	Pair Corr
0.82	NOC	Northrop Grumman	Pair Corr
0.73	GD	General Dynamics	Pair Corr
0.64	HWM	Howmet Aerospace Earnings Call This Week	Pair Corr
0.81	TDG	Transdigm Group Earnings Call This Week	Pair Corr
0.82	MRK	Merck Company Aggressive Push	Pair Corr
0.87	AA	Alcoa Corp Downward Rally	Pair Corr
0.8	DD	Dupont De Nemours Earnings Call This Week	Pair Corr
0.81	CAT	Caterpillar	Pair Corr
0.79	INTC	Intel	Pair Corr

Moving against Lisi Pink Sheet

0.86	HPQ	HP Inc Aggressive Push	Pair Corr
0.61	RLLCF	Rolls Royce Holdings	Pair Corr
0.38	T	ATT Inc Earnings Call Today	Pair Corr

Related Correlations Analysis

	MDALF	CMGMY	CMGMF	AUTLF	TAVHY	TNISF	CHYCY	OERCF	IRRHF	OSTIY
MDALF		0.43	0.29	0.75	0.88	0.0	0.84	-0.02	-0.65	0.85	MDALF
CMGMY	0.43		0.45	0.59	0.26	0.0	0.3	0.11	-0.05	0.57	CMGMY
CMGMF	0.29	0.45		0.31	-0.07	0.0	-0.06	-0.15	0.4	0.28	CMGMF
AUTLF	0.75	0.59	0.31		0.65	0.0	0.77	-0.03	-0.51	0.87	AUTLF
TAVHY	0.88	0.26	-0.07	0.65		0.0	0.93	0.1	-0.84	0.8	TAVHY
TNISF	0.0	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	TNISF
CHYCY	0.84	0.3	-0.06	0.77	0.93	0.0		0.06	-0.8	0.87	CHYCY
OERCF	-0.02	0.11	-0.15	-0.03	0.1	0.0	0.06		-0.11	0.19	OERCF
IRRHF	-0.65	-0.05	0.4	-0.51	-0.84	0.0	-0.8	-0.11		-0.58	IRRHF
OSTIY	0.85	0.57	0.28	0.87	0.8	0.0	0.87	0.19	-0.58		OSTIY
	MDALF	CMGMY	CMGMF	AUTLF	TAVHY	TNISF	CHYCY	OERCF	IRRHF	OSTIY

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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

CHYCY	+ 0.93	TAVHY
TAVHY	+ 0.88	MDALF
OSTIY	+ 0.87	AUTLF
OSTIY	+ 0.87	CHYCY
OSTIY	+ 0.85	MDALF
CHYCY	+ 0.84	MDALF

High negative correlations

IRRHF	- 0.84	TAVHY
IRRHF	- 0.8	CHYCY
IRRHF	- 0.65	MDALF
OSTIY	- 0.58	IRRHF
IRRHF	- 0.51	AUTLF
OERCF	- 0.15	CMGMF

Risk-Adjusted Indicators

There is a big difference between Lisi Pink Sheet performing well and Lisi SA 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 Lisi SA'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
MDALF	2.89	0.59	0.17	(1.21)	2.75	(3.62)	6.28	(5.15)	18.95
CMGMY	3.32	(0.12)	0.00	0.68	0.00	0.00	7.32	(7.12)	19.08
CMGMF	0.91	0.06	0.00	(0.03)	1.88	(6.01)	1.24	(2.02)	25.66
AUTLF	3.45	0.17	0.04	0.15	4.29	(3.93)	8.43	(8.07)	20.02
TAVHY	1.31	0.38	0.23	1.10	1.16	(1.62)	3.23	(2.19)	6.54
TNISF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
CHYCY	4.31	2.24	0.00	1.27	0.00	0.00	14.60	0.00	53.85
OERCF	0.06	(0.01)	0.00	(0.08)	0.00	0.00	0.00	0.00	4.23
IRRHF	0.20	(0.11)	0.00	1.04	0.00	0.00	0.00	0.00	4.79
OSTIY	0.47	0.21	0.00	0.54	0.00	0.00	0.00	0.00	15.62

Be your own money manager

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