NetEase Inc Correlations

NETTF Stock  USD 26.75  0.00  0.00%   
The current 90-days correlation between NetEase Inc and Nintendo Co is -0.04 (i.e., Good diversification). The correlation of NetEase Inc 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.

NetEase Inc Correlation With Market

Significant diversification

The correlation between NetEase and DJI is 0.09 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding NetEase and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to NetEase Inc could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace NetEase Inc 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 NetEase Inc - 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 NetEase to buy it.

Moving together with NetEase Inc Pink Sheet

  0.75NTES NetEasePairCorr
  0.76RBLX Roblox CorpPairCorr
  0.65TTWO Take Two InteractivePairCorr
  0.61BILI BilibiliPairCorr
  0.76MSFT MicrosoftPairCorr
  0.63BA BoeingPairCorr
  0.72HPQ HP IncPairCorr
  0.65PG Procter GamblePairCorr

Moving against NetEase Inc Pink Sheet

  0.77MTC MMTEC Inc Tech BoostPairCorr
  0.74PPERY Bank Mandiri PerseroPairCorr
  0.69AAPL Apple IncPairCorr
  0.68SHG Shinhan FinancialPairCorr
  0.65NEXOF NEXON CoPairCorr
  0.63NEXOY Nexon CoPairCorr
  0.56KB KB Financial GroupPairCorr
  0.51PPERF Bank Mandiri PerseroPairCorr
  0.5PBCRY Bank Central AsiaPairCorr
  0.43PBCRF PT Bank CentralPairCorr
  0.4PTBRY Bank Negara IndonesiaPairCorr
  0.77CSCO Cisco Systems Sell-off TrendPairCorr
  0.76DD Dupont De NemoursPairCorr
  0.73JNJ Johnson JohnsonPairCorr
  0.68JBHT JB Hunt TransportPairCorr
  0.66CAT CaterpillarPairCorr
  0.6AA Alcoa Corp Sell-off TrendPairCorr
  0.6MCD McDonaldsPairCorr
  0.56WMT Walmart Common StockPairCorr
  0.55BAC Bank of AmericaPairCorr
  0.54MMM 3M CompanyPairCorr
  0.53TRV The Travelers CompaniesPairCorr
  0.52IBM International BusinessPairCorr

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

NTDOYNTDOF
NEXOYNEXOF
ATEYYTOELY
ATEYYADTTF
ADTTFTOELY
ADTTFVEMLY
  

High negative correlations

NEXOYKYCCF
NEXOFKYCCF
NEXOFNTDOF
NEXOFNTDOY
KYCCFVEMLY
NEXOYNTDOF

Risk-Adjusted Indicators

There is a big difference between NetEase Inc Pink Sheet performing well and NetEase Inc 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 NetEase Inc'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
NTDOF  1.68 (0.44) 0.00 (0.78) 0.00 
 2.83 
 10.29 
NTDOY  1.54 (0.45) 0.00 (0.44) 0.00 
 2.91 
 7.87 
VEMLY  1.64  0.14  0.01 (0.36) 2.29 
 6.26 
 15.87 
KYCCF  1.86 (0.11) 0.00 (0.05) 0.00 
 3.76 
 10.47 
TOELY  2.30  0.24  0.08  0.19  3.17 
 4.92 
 15.95 
HNHPF  2.12 (0.08)(0.02) 0.01  2.42 
 4.23 
 11.29 
ADTTF  2.98  1.03  0.18 (0.50) 1.88 
 6.31 
 58.55 
NEXOF  1.60  0.47  0.00  3.15  0.00 
 8.16 
 28.69 
NEXOY  1.71  0.06  0.03  0.12  1.75 
 4.35 
 11.46 
ATEYY  2.96  0.28  0.09  0.19  3.30 
 6.00 
 24.31 

Be your own money manager

Our tools can tell you how much better you can do entering a position in NetEase Inc 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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NetEase Inc Corporate Management

Lei DingCEO FounderProfile
Feng ZhouVP OperationsProfile
Margaret ShiIR DirectorProfile
Zhaoxuan YangChief OfficerProfile