Mosaic Correlations

MOS Stock

USD 26.05 0.61 2.40%

The current 90-days correlation between Mosaic and Nutrien is 0.7 (i.e., Poor diversification). The correlation of Mosaic 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Mosaic Correlation With Market

Modest diversification

The correlation between The Mosaic and DJI is 0.23 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding The Mosaic 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 The Mosaic. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in persons.

Moving against Mosaic Stock

0.31

HYMCW

Hycroft Mining Holding

Pair Corr

Related Correlations Analysis

	NTR	IPI	CTVA	FMC	CF	ICL	AVD	UAN	SMG
NTR		0.19	0.54	0.4	0.6	0.08	-0.74	-0.04	0.69	NTR
IPI	0.19		0.52	-0.54	0.36	0.4	0.2	0.37	0.12	IPI
CTVA	0.54	0.52		0.11	0.39	-0.05	-0.43	-0.02	0.72	CTVA
FMC	0.4	-0.54	0.11		-0.16	-0.17	-0.54	-0.53	0.28	FMC
CF	0.6	0.36	0.39	-0.16		0.18	-0.45	0.36	0.6	CF
ICL	0.08	0.4	-0.05	-0.17	0.18		0.26	0.21	-0.18	ICL
AVD	-0.74	0.2	-0.43	-0.54	-0.45	0.26		0.14	-0.79	AVD
UAN	-0.04	0.37	-0.02	-0.53	0.36	0.21	0.14		0.02	UAN
SMG	0.69	0.12	0.72	0.28	0.6	-0.18	-0.79	0.02		SMG
	NTR	IPI	CTVA	FMC	CF	ICL	AVD	UAN	SMG

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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

SMG	+ 0.72	CTVA
SMG	+ 0.69	NTR
CF	+ 0.6	NTR
SMG	+ 0.6	CF
CTVA	+ 0.54	NTR
CTVA	+ 0.52	IPI

High negative correlations

SMG	- 0.79	AVD
AVD	- 0.74	NTR
AVD	- 0.54	FMC
FMC	- 0.54	IPI
UAN	- 0.53	FMC
AVD	- 0.45	CF

Risk-Adjusted Indicators

There is a big difference between Mosaic Stock performing well and Mosaic 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 Mosaic'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
NTR	1.09	(0.05)	0.00	(0.03)	0.00	0.00	2.31	(2.10)	8.77
IPI	1.74	0.26	0.09	0.88	1.96	(1.87)	4.95	(3.95)	14.45
CTVA	1.06	0.09	0.04	0.23	1.41	(1.15)	2.19	(2.38)	7.90
FMC	1.40	(0.16)	0.00	(0.33)	0.00	0.00	2.86	(3.42)	16.03
CF	1.18	0.17	0.05	1.21	1.57	(1.11)	2.17	(2.19)	6.82
ICL	1.78	0.07	0.01	0.23	2.06	(2.08)	4.58	(3.06)	11.02
AVD	1.89	0.13	0.04	0.25	2.50	(1.94)	4.25	(4.12)	15.23
UAN	1.22	(0.03)	(0.04)	0.04	1.67	(1.38)	3.17	(1.80)	10.77
SMG	1.66	0.24	0.01	(0.10)	3.76	(1.80)	3.55	(1.78)	25.99

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