Pinetree Capital Correlations

PNPFF Stock  USD 7.00  0.15  2.19%   
The current 90-days correlation between Pinetree Capital and Neptune Digital Assets is -0.13 (i.e., Good diversification). The correlation of Pinetree 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.

Pinetree Capital Correlation With Market

Excellent diversification

The correlation between Pinetree Capital and DJI is -0.67 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Pinetree Capital and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Pinetree Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Pinetree Capital 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 Pinetree Capital - 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 Pinetree Capital to buy it.

Moving together with Pinetree Pink Sheet

  0.71PBCRF PT Bank CentralPairCorr
  0.79PBCRY Bank Central AsiaPairCorr

Moving against Pinetree Pink Sheet

  0.79SLSR Solaris ResourcesPairCorr
  0.78TSM Taiwan Semiconductor Aggressive PushPairCorr
  0.77TATT Tat TechnoPairCorr
  0.74NNBR NN IncPairCorr
  0.73MEEEF Metal Energy CorpPairCorr
  0.72DUK-PA Duke EnergyPairCorr
  0.72LAND Gladstone Land Earnings Call This WeekPairCorr
  0.71JOE St Joe CompanyPairCorr
  0.71USPH US PhysicalrapyPairCorr
  0.71BFS Saul CentersPairCorr
  0.69BBDO Banco Bradesco SAPairCorr
  0.68INTC IntelPairCorr
  0.65MXCHY Orbia Advance CorpPairCorr
  0.64BKRKY Bank Rakyat Earnings Call This WeekPairCorr
  0.63GS Goldman Sachs GroupPairCorr
  0.47PRTS CarPartsComPairCorr
  0.3791324PES7 UNH 5875 15PairCorr
  0.31PTBRY Bank Negara IndonesiaPairCorr
  0.86TOGOF TomaGoldPairCorr
  0.85CYD China Yuchai InternaPairCorr
  0.84CAMZF Camino MineralsPairCorr
  0.81MTGRF Mount Gibson IronPairCorr
  0.81BLAGF Blue Lagoon ResourcesPairCorr
  0.8CGECF Cogeco IncPairCorr
  0.8YLLXF Yellow Cake plc Downward RallyPairCorr
  0.77BNEFF Bonterra Energy CorpPairCorr
  0.76FRSB First Resource BankPairCorr
  0.74NTZ Natuzzi SpAPairCorr
  0.68AES AES Aggressive PushPairCorr

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

CZBSCBKM
CZBSSEBC
KROEFABIT
SEBCCBKM
CBKMNPPTF
KROEFDMGGF
  

High negative correlations

CBKMABIT
CZBSABIT
SEBCABIT
CZBSKROEF
KROEFSEBC
NPPTFABIT

Risk-Adjusted Indicators

There is a big difference between Pinetree Pink Sheet performing well and Pinetree 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 Pinetree 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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
ABIT  8.33 (1.63) 0.00 (0.53) 0.00 
 20.00 
 48.57 
NPPTF  5.63  0.19  0.06  0.11  5.78 
 12.00 
 57.98 
MGOM  7.00  2.14  0.00  0.46  0.00 
 0.00 
 233.33 
DMGGF  4.79 (0.72) 0.00 (0.22) 0.00 
 10.53 
 31.55 
CMCA  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
CBKM  0.67  0.14  0.09 (1.78) 0.47 
 2.04 
 7.83 
SEBC  0.96  0.15  0.04  0.48  1.17 
 2.02 
 13.25 
KROEF  7.36 (0.50) 0.00 (0.10) 0.00 
 29.17 
 75.25 
PTBS  0.98  0.05  0.01  0.18  1.82 
 2.06 
 8.30 
CZBS  0.95  0.24  0.11  31.24  0.95 
 2.39 
 6.81 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Pinetree Capital 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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