MicroPort Scientific Correlations

MCRPF Stock  USD 1.31  0.00  0.00%   
The current 90-days correlation between MicroPort Scientific and GN Store Nord is -0.02 (i.e., Good diversification). The correlation of MicroPort Scientific 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.

MicroPort Scientific Correlation With Market

Good diversification

The correlation between MicroPort Scientific and DJI is -0.03 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding MicroPort Scientific and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to MicroPort Scientific could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace MicroPort Scientific 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 MicroPort Scientific - 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 MicroPort Scientific to buy it.

Moving together with MicroPort Pink Sheet

  0.67ABT Abbott LaboratoriesPairCorr
  0.62500688AD8 KOS 75 01PairCorr

Moving against MicroPort Pink Sheet

  0.85EW Edwards Lifesciences CorpPairCorr
  0.6STE STERIS plcPairCorr
  0.43CICHF China Construction BankPairCorr
  0.4MDT Medtronic PLCPairCorr
  0.31PBCRF PT Bank CentralPairCorr
  0.86ARR ARMOUR Residential REITPairCorr
  0.75ALTI Alvarium TiedemannPairCorr
  0.69ECC-PD Eagle Point CreditPairCorr
  0.68FCAP First CapitalPairCorr
  0.67TFC Truist Financial CorpPairCorr
  0.56GOLF Acushnet Holdings CorpPairCorr
  0.46AAUC Allied GoldPairCorr
  0.31GSVRF Guanajuato SilverPairCorr
  0.85GOOGL Alphabet Class A Aggressive PushPairCorr
  0.85CAH Cardinal HealthPairCorr
  0.85KEX KirbyPairCorr
  0.79MDGL Madrigal PharmaceuticalsPairCorr
  0.78FMSTW Foremost Lithium ResourcePairCorr
  0.74BSRR Sierra BancorpPairCorr

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

OSSFFJXFGF
OSSUYJXFGF
OSSUYOSSFF
GNNDYGGNDF
OSSUYAPNHF
APNHFJXFGF
  

High negative correlations

HAWPYMCVEY
JXFGFGNNDY
OSSUYGNNDY
OSSUYGGNDF
JXFGFGGNDF
OSSFFGGNDF

Risk-Adjusted Indicators

There is a big difference between MicroPort Pink Sheet performing well and MicroPort Scientific 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 MicroPort Scientific'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
GGNDF  0.69 (0.02) 0.00  0.10  0.00 
 0.00 
 22.20 
GNNDY  2.03 (0.17) 0.00 (0.13) 0.00 
 6.03 
 18.43 
MCVEF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
JXFGF  0.11  0.05  0.00 (0.31) 0.00 
 0.00 
 3.57 
VRBCF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
MCVEY  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
APNHF  1.23  0.61  0.00 (0.14) 0.00 
 0.00 
 55.12 
OSSFF  0.33  0.12  0.00  0.34  0.00 
 0.00 
 11.04 
OSSUY  1.04  0.55  0.00 (2.76) 0.00 
 0.00 
 27.25 
HAWPY  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 

Be your own money manager

Our tools can tell you how much better you can do entering a position in MicroPort Scientific 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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MicroPort Scientific Corporate Management

Jonathan ChenSr. VP of International Operation and Investor RelationsProfile
Qiyi LuoChief OfficerProfile
Kongrong PanVP ShanghaiProfile
FCS FCISCompany SecProfile
Yan ZhangPres ShanghaiProfile
Junder ChiangChief HR OfficerProfile