Strategy Correlations

MSTR Stock

MXN 2,848 191.89 6.31%

The current 90-days correlation between Strategy and Unity Software is -0.02 (i.e., Good diversification). The correlation of Strategy 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.

Strategy Correlation With Market

Weak diversification

The correlation between Strategy and DJI is 0.35 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Strategy and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Strategy Stock

0.87	MSFT	Microsoft Earnings Call This Week	Pair Corr
0.67	SONYN	Sony Group	Pair Corr

Moving against Strategy Stock

0.93	COG	Cabot Oil Gas	Pair Corr
0.9	MAS	Masco	Pair Corr
0.87	BMY	Bristol Myers Squibb	Pair Corr
0.86	GOOGL	Alphabet Class A	Pair Corr
0.86	GOOG	Alphabet	Pair Corr
0.84	GM	General Motors Earnings Call This Week	Pair Corr
0.83	VODN	Vodafone Group Plc	Pair Corr
0.81	CEMEXCPO	CEMEX SAB de	Pair Corr
0.77	BCSN	Barclays PLC	Pair Corr
0.75	RA	Regional SAB de Earnings Call This Week	Pair Corr
0.73	BAFARB	Grupo Bafar SAB	Pair Corr
0.73	USB	US Bancorp	Pair Corr
0.66	FRES	Fresnillo plc	Pair Corr
0.6	COP	ConocoPhillips	Pair Corr
0.6	DBN	Deutsche Bank Aktien	Pair Corr
0.47	EMR	Emerson Electric	Pair Corr
0.4	SMSNN	Samsung Electronics Earnings Call This Week	Pair Corr
0.38	TXN	Texas Instruments Earnings Call This Week	Pair Corr
0.34	ROKU	Roku Inc	Pair Corr
0.32	JBLU	JetBlue Airways Earnings Call This Week	Pair Corr
0.97	LIVEPOLC-1	El Puerto de	Pair Corr
0.9	HERDEZ	Grupo Herdez SAB	Pair Corr
0.88	FDX	FedEx	Pair Corr
0.87	AZNN	AstraZeneca PLC	Pair Corr
0.85	FINAMEXO	Casa de Bolsa	Pair Corr
0.82	RIGN	Transocean	Pair Corr
0.81	MNST	Monster Beverage Corp	Pair Corr
0.8	AC	Arca Continental SAB	Pair Corr
0.77	DVN	Devon Energy	Pair Corr
0.76	ROGN	Roche Holding AG	Pair Corr

Related Correlations Analysis

	CTSH	FIHO12	TTWO	U	HOMEX
CTSH		0.03	-0.62	0.39	0.0	CTSH
FIHO12	0.03		0.03	-0.34	0.0	FIHO12
TTWO	-0.62	0.03		-0.37	0.0	TTWO
U	0.39	-0.34	-0.37		0.0	U
HOMEX	0.0	0.0	0.0	0.0		HOMEX
	CTSH	FIHO12	TTWO	U	HOMEX

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

U	+ 0.39	CTSH
FIHO12	+ 0.03	CTSH
TTWO	+ 0.03	FIHO12
HOMEX	+ 0.0	CTSH
HOMEX	+ 0.0	FIHO12
HOMEX	+ 0.0	TTWO

High negative correlations

TTWO	- 0.62	CTSH
U	- 0.37	TTWO
U	- 0.34	FIHO12
HOMEX	- 0.0	U
HOMEX	- 0.0	TTWO
HOMEX	- 0.0	FIHO12

Risk-Adjusted Indicators

There is a big difference between Strategy Stock performing well and Strategy 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 Strategy'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
CTSH	0.27	0.08	0.00	1.39	0.00	0.00	0.00	0.00	10.64
FIHO12	0.86	(0.02)	0.00	0.29	0.00	0.00	1.82	(2.02)	9.41
TTWO	0.85	(0.22)	0.00	(0.82)	0.00	0.00	2.08	(1.97)	10.96
U	2.31	0.17	0.03	0.30	2.91	(4.99)	6.55	(6.33)	30.29
HOMEX	0.00	0.00	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 Strategy 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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