Mitsui Co Correlations

MITSF Stock

USD 36.17 2.23 5.81%

The correlation of Mitsui Co 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.

Mitsui Co Correlation With Market

Very poor diversification

The correlation between Mitsui Co and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Mitsui Co and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Mitsui Pink Sheet

0.9	HON	Honeywell International	Pair Corr
0.8	MSBHF	Mitsubishi Corp	Pair Corr
0.72	HTHIF	Hitachi Downward Rally	Pair Corr
0.73	HTHIY	Hitachi Ltd ADR	Pair Corr
0.99	MITSY	Mitsui Company	Pair Corr
0.91	ITOCY	Itochu Corp ADR	Pair Corr
0.91	MBFJF	Mitsubishi UFJ Financial Downward Rally	Pair Corr
0.91	MUFG	Mitsubishi UFJ Financial	Pair Corr
0.96	SMFG	Sumitomo Mitsui Financial	Pair Corr
0.93	SMFNF	Sumitomo Mitsui Financial Normal Trading	Pair Corr
0.8	KB	KB Financial Group	Pair Corr
0.95	MFG	Mizuho Financial Downward Rally	Pair Corr
0.94	MZHOF	Mizuho Financial Normal Trading	Pair Corr
0.79	SHG	Shinhan Financial	Pair Corr
0.79	BLAGF	Blue Lagoon Resources	Pair Corr
0.7	MEGI	MainStay CBRE Global Normal Trading	Pair Corr
0.68	TORO	Toro	Pair Corr
0.92	MEEEF	Metal Energy Corp	Pair Corr
0.88	SLSR	Solaris Resources	Pair Corr
0.78	FRFFF	Fairfax Financial	Pair Corr
0.66	PLSE	Pulse Biosciences	Pair Corr
0.9	BFS	Saul Centers	Pair Corr
0.73	LAND	Gladstone Land Earnings Call This Week	Pair Corr
0.89	JOE	St Joe Company	Pair Corr
0.92	FRSB	First Resource Bank	Pair Corr
0.61	UMAC	Unusual Machines	Pair Corr
0.89	USPH	US Physicalrapy	Pair Corr
0.61	JLHL	Julong Holding	Pair Corr
0.93	BNEFF	Bonterra Energy Corp	Pair Corr

Moving against Mitsui Pink Sheet

0.57

AFIIQ

Armstrong Flooring

Pair Corr

Related Correlations Analysis

	ITOCF	ITOCY	MSBHF	HTHIY	CTPCF	MTSUY	MARUF	MARUY	VCISY	FINMY
ITOCF		0.09	0.06	0.18	-0.18	0.06	-0.02	0.0	0.02	0.03	ITOCF
ITOCY	0.09		0.8	0.75	-0.05	0.81	0.89	0.91	0.65	0.69	ITOCY
MSBHF	0.06	0.8		0.81	-0.37	1.0	0.9	0.92	0.84	0.45	MSBHF
HTHIY	0.18	0.75	0.81		-0.32	0.81	0.79	0.82	0.69	0.65	HTHIY
CTPCF	-0.18	-0.05	-0.37	-0.32		-0.37	-0.14	-0.17	-0.23	-0.1	CTPCF
MTSUY	0.06	0.81	1.0	0.81	-0.37		0.91	0.93	0.83	0.47	MTSUY
MARUF	-0.02	0.89	0.9	0.79	-0.14	0.91		0.98	0.74	0.66	MARUF
MARUY	0.0	0.91	0.92	0.82	-0.17	0.93	0.98		0.77	0.66	MARUY
VCISY	0.02	0.65	0.84	0.69	-0.23	0.83	0.74	0.77		0.19	VCISY
FINMY	0.03	0.69	0.45	0.65	-0.1	0.47	0.66	0.66	0.19		FINMY
	ITOCF	ITOCY	MSBHF	HTHIY	CTPCF	MTSUY	MARUF	MARUY	VCISY	FINMY

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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

MTSUY	+ 1.0	MSBHF
MARUY	+ 0.98	MARUF
MARUY	+ 0.93	MTSUY
MARUY	+ 0.92	MSBHF
MARUY	+ 0.91	ITOCY
MARUF	+ 0.91	MTSUY

High negative correlations

MTSUY	- 0.37	CTPCF
CTPCF	- 0.37	MSBHF
CTPCF	- 0.32	HTHIY
VCISY	- 0.23	CTPCF
CTPCF	- 0.18	ITOCF
MARUY	- 0.17	CTPCF

Risk-Adjusted Indicators

There is a big difference between Mitsui Pink Sheet performing well and Mitsui Co 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 Mitsui Co'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
ITOCF	11.99	4.50	0.33	0.53	9.95	(12.80)	3.59	(4.38)	479.41
ITOCY	1.26	0.24	0.14	0.52	1.17	(1.52)	3.36	(2.14)	7.55
MSBHF	1.36	0.49	0.32	0.84	1.05	(1.65)	3.40	(2.09)	7.84
HTHIY	1.67	(0.02)	0.00	0.05	2.18	(1.75)	3.85	(3.36)	12.42
CTPCF	1.29	0.21	0.00	0.32	0.00	0.00	0.00	0.00	46.54
MTSUY	1.33	0.46	0.37	0.68	0.67	(1.59)	3.94	(1.57)	6.72
MARUF	2.60	0.69	0.19	2.61	2.64	(2.83)	6.74	(5.93)	17.93
MARUY	1.62	0.60	0.37	0.55	1.22	(1.98)	3.78	(2.58)	7.01
VCISY	1.02	0.21	0.15	0.35	1.07	(1.15)	2.63	(1.76)	7.85
FINMY	1.78	0.15	0.04	4.37	2.08	(1.84)	4.01	(3.86)	10.58

Be your own money manager

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