Persimmon PLC Correlations

PSMMFDelisted Stock

USD 17.56 0.00 0.00%

The current 90-days correlation between Persimmon PLC and Berkeley Group Holdings is -0.12 (i.e., Good diversification). The correlation of Persimmon PLC 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.

Persimmon PLC Correlation With Market

Very poor diversification

The correlation between Persimmon PLC and DJI is 0.85 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Persimmon PLC and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Persimmon Pink Sheet

0.66	TOL	Toll Brothers	Pair Corr
0.8	SKHSY	Sekisui House	Pair Corr
0.76	IBP	Installed Building	Pair Corr
0.82	BLWYY	Bellway PLC ADR	Pair Corr
0.77	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.73	OIA	Invesco Municipal Income	Pair Corr
0.62	YUMC	Yum China Holdings Earnings Call This Week	Pair Corr
0.93	ISSC	Innovative Solutions and Earnings Call This Week	Pair Corr
0.81	HLRTF	Hillcrest Energy Tec	Pair Corr
0.61	MLTX	MoonLake Immunotherapeuti	Pair Corr
0.89	DBRG	Digitalbridge Group	Pair Corr
0.67	SMTGF	SMA Solar Technology Tech Boost	Pair Corr
0.69	YDDL	One and One Upward Rally	Pair Corr
0.75	GOOG	Alphabet Class C Earnings Call Today	Pair Corr
0.89	BK	Bank of New York	Pair Corr
0.91	NTRS	Northern Trust	Pair Corr
0.73	MAZE	Maze Therapeutics Common	Pair Corr
0.81	CDE	Coeur Mining	Pair Corr
0.65	OGN	Organon	Pair Corr
0.72	SHOO	Steven Madden	Pair Corr

Moving against Persimmon Pink Sheet

0.7	LEN-B	Lennar	Pair Corr
0.63	LEN	Lennar	Pair Corr
0.66	CALA	Calithera Biosciences	Pair Corr
0.51	DDDX	3Dx Industries	Pair Corr
0.39	POFCY	Petrofac ADR	Pair Corr
0.31	WTII	Water Technologies	Pair Corr

Related Correlations Analysis

	BKGFY	TWODF	TWODY	BLWYF	BKGFF	BLWYY	LNNGF	MNTHY	SHAOF	LFDJF
BKGFY		0.79	0.89	0.38	0.17	0.44	0.73	0.24	-0.77	-0.03	BKGFY
TWODF	0.79		0.79	0.47	0.25	0.5	0.65	0.21	-0.66	-0.2	TWODF
TWODY	0.89	0.79		0.6	0.39	0.62	0.84	0.07	-0.85	-0.28	TWODY
BLWYF	0.38	0.47	0.6		0.59	0.87	0.69	-0.36	-0.66	-0.8	BLWYF
BKGFF	0.17	0.25	0.39	0.59		0.55	0.46	-0.31	-0.39	-0.67	BKGFF
BLWYY	0.44	0.5	0.62	0.87	0.55		0.71	-0.33	-0.7	-0.79	BLWYY
LNNGF	0.73	0.65	0.84	0.69	0.46	0.71		-0.04	-0.89	-0.52	LNNGF
MNTHY	0.24	0.21	0.07	-0.36	-0.31	-0.33	-0.04		0.09	0.33	MNTHY
SHAOF	-0.77	-0.66	-0.85	-0.66	-0.39	-0.7	-0.89	0.09		0.38	SHAOF
LFDJF	-0.03	-0.2	-0.28	-0.8	-0.67	-0.79	-0.52	0.33	0.38		LFDJF
	BKGFY	TWODF	TWODY	BLWYF	BKGFF	BLWYY	LNNGF	MNTHY	SHAOF	LFDJF

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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

TWODY	+ 0.89	BKGFY
BLWYY	+ 0.87	BLWYF
LNNGF	+ 0.84	TWODY
TWODF	+ 0.79	BKGFY
TWODY	+ 0.79	TWODF
LNNGF	+ 0.73	BKGFY

High negative correlations

SHAOF	- 0.89	LNNGF
SHAOF	- 0.85	TWODY
LFDJF	- 0.8	BLWYF
LFDJF	- 0.79	BLWYY
SHAOF	- 0.77	BKGFY
SHAOF	- 0.7	BLWYY

Risk-Adjusted Indicators

There is a big difference between Persimmon Pink Sheet performing well and Persimmon PLC 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 Persimmon PLC'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
BKGFY	1.50	0.08	0.05	0.11	1.86	(1.52)	3.11	(3.07)	9.31
TWODF	1.30	(0.07)	0.00	(0.04)	0.00	0.00	4.51	(5.04)	12.64
TWODY	1.09	0.08	0.03	0.21	1.43	(1.10)	2.28	(2.56)	6.81
BLWYF	0.08	0.01	0.00	0.18	0.00	0.00	0.00	0.00	2.78
BKGFF	0.07	0.00	0.00	0.19	0.00	0.00	0.00	0.00	2.38
BLWYY	0.12	0.02	0.00	1.60	0.00	0.00	0.00	0.00	4.12
LNNGF	1.38	0.35	0.00	0.46	0.00	0.00	4.00	0.00	34.10
MNTHY	1.94	0.10	0.01	(0.13)	2.28	(3.85)	4.84	(4.90)	22.40
SHAOF	0.35	(0.19)	0.00	3.30	0.00	0.00	0.00	0.00	7.47
LFDJF	0.60	(0.18)	0.00	(0.59)	0.00	0.00	0.97	(2.32)	7.36

Persimmon PLC Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Persimmon PLC pink sheet to make a market-neutral strategy. Peer analysis of Persimmon PLC could also be used in its relative valuation, which is a method of valuing Persimmon PLC by comparing valuation metrics with similar companies.

Berkeley Group Holdings Taylor Wimpey plc Taylor Wimpey PLC Bellway plc The Berkeley Group Bellway PLC ADR Li Ning Company Minth Group Limited SHIMAMURA Co La Franaise des American Airlines Group Alcoa Corp Apple Inc Best Buy Co Citigroup

Risk & Return

Correlation

Persimmon PLC Corporate Management

Jason Windsor	Chief Officer	Profile
Peter Jordan	Group Director	Profile
Duncan Davidson	Founder Pres	Profile
Martyn Clark	Chief Officer	Profile
Paul Hurst	UK Director	Profile
ACA BSc	Group Director	Profile
Tracy Davison	Company Secretary	Profile

Still Interested in Persimmon PLC?

Investing in delisted pink sheets can be risky, as the pink sheet is no longer traded on a public exchange and can therefore be difficult to sell. Delisting typically occurs when a company has failed to meet exchange requirements or has been acquired. Before investing, it's important to thoroughly research the company, including its financial health and prospects for the future, as well as the reasons for its delisting. Additionally, it may be difficult to find accurate and up-to-date information on the company and its stock.

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