MDB Capital Correlations

MDBH Stock

7.25 0.39 5.10%

The current 90-days correlation between MDB Capital Holdings, and LB Foster is -0.1 (i.e., Good diversification). The correlation of MDB Capital 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.

MDB Capital Correlation With Market

Good diversification

The correlation between MDB Capital Holdings, and DJI is -0.16 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding MDB Capital Holdings, and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in MDB Capital Holdings,. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics.

Moving together with MDB Stock

0.69

Ready Capital Corp

Pair Corr

Moving against MDB Stock

0.53	DYCQ	DT Cloud Acquisition	Pair Corr
0.49	MA	Mastercard	Pair Corr
0.45	SF	Stifel Financial Fiscal Year End 22nd of January 2025	Pair Corr
0.42	MS	Morgan Stanley Fiscal Year End 21st of January 2025	Pair Corr
0.38	TW	Tradeweb Markets	Pair Corr
0.38	TETEU	Technology Telecommunicatio	Pair Corr
0.56	WAVS	Western Acquisition	Pair Corr
0.54	EVGR	Evergreen Corp	Pair Corr
0.53	ROCLU	Roth CH Acquisition	Pair Corr
0.51	ESHA	ESH Acquisition Corp	Pair Corr
0.43	ANSCW	Agriculture Natural	Pair Corr
0.4	DISTR	Distoken Acquisition	Pair Corr

Related Correlations Analysis

	FSTR	SE	TITN	DH	KLTR	ABG	ZH	EYE
FSTR		0.75	0.6	0.17	0.93	0.79	0.01	0.72	FSTR
SE	0.75		0.6	-0.13	0.76	0.62	0.37	0.46	SE
TITN	0.6	0.6		0.35	0.64	0.72	0.05	0.48	TITN
DH	0.17	-0.13	0.35		0.08	0.14	-0.19	0.14	DH
KLTR	0.93	0.76	0.64	0.08		0.89	-0.03	0.76	KLTR
ABG	0.79	0.62	0.72	0.14	0.89		-0.05	0.76	ABG
ZH	0.01	0.37	0.05	-0.19	-0.03	-0.05		-0.1	ZH
EYE	0.72	0.46	0.48	0.14	0.76	0.76	-0.1		EYE
	FSTR	SE	TITN	DH	KLTR	ABG	ZH	EYE

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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

KLTR	+ 0.93	FSTR
ABG	+ 0.89	KLTR
ABG	+ 0.79	FSTR
KLTR	+ 0.76	SE
EYE	+ 0.76	KLTR
EYE	+ 0.76	ABG

High negative correlations

ZH	- 0.19	DH
DH	- 0.13	SE
EYE	- 0.1	ZH
ZH	- 0.05	ABG
ZH	- 0.03	KLTR

Risk-Adjusted Indicators

There is a big difference between MDB Stock performing well and MDB Capital 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 MDB Capital'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
FSTR	2.10	0.41	0.25	0.35	1.59	(2.46)	6.37	(3.40)	14.55
SE	1.63	0.51	0.22	3.72	1.44	(1.95)	4.65	(2.83)	13.28
TITN	2.24	(0.18)	0.02	0.06	2.69	(2.43)	5.83	(4.18)	19.53
DH	2.06	(0.13)	(0.01)	0.06	2.44	(2.24)	4.37	(4.00)	13.20
KLTR	3.27	0.40	0.18	0.22	3.58	(3.99)	7.32	(4.55)	26.38
ABG	1.68	(0.11)	0.00	0.07	1.67	(1.80)	3.95	(2.67)	9.76
ZH	3.11	0.12	0.04	0.24	3.33	(3.93)	6.67	(5.19)	23.67
EYE	1.92	0.16	0.05	0.43	1.93	(2.22)	4.82	(2.84)	10.35

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