Plaintree Systems Correlations

PTEEF Stock  USD 0.04  0.00  0.00%   
The current 90-days correlation between Plaintree Systems and Umbra Applied Technologies is -0.06 (i.e., Good diversification). The correlation of Plaintree Systems 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.

Plaintree Systems Correlation With Market

Significant diversification

The correlation between Plaintree Systems and DJI is 0.03 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Plaintree Systems and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Plaintree Systems could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Plaintree Systems 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 Plaintree Systems - 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 Plaintree Systems to buy it.

Moving together with Plaintree Pink Sheet

  0.76ARRXF Archer MaterialsPairCorr

Moving against Plaintree Pink Sheet

  0.42PTAIF PT Astra InternationalPairCorr
  0.45AVTBF Avant BrandsPairCorr
  0.48TAK Takeda PharmaceuticalPairCorr

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

WDHRLWCTF
INOHLWCTF
INOHWDHR
UATGMDEX
RCITDTII
UATGDTII
  

High negative correlations

RCITUATG
RCITMDEX
DTIIMDEX
ACMBMDEX
VCONINOH
VCONRCIT

Risk-Adjusted Indicators

There is a big difference between Plaintree Pink Sheet performing well and Plaintree Systems 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 Plaintree Systems' 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
LWCTF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
MDEX  3.48  0.82  0.00  1.94  0.00 
 0.00 
 126.67 
WDHR  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
DTII  59.82  29.19  0.85 (1.11) 18.64 
 50.00 
 1,952 
OPMG  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
ACMB  9.95  1.00  0.08  0.18  9.66 
 20.00 
 232.73 
UATG  24.29  5.89  0.11  2.60  19.96 
 100.00 
 266.67 
RCIT  0.57 (0.06) 0.00 (0.05) 0.00 
 1.04 
 3.57 
INOH  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
VCON  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 Plaintree Systems 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.

Did you try this?

Run Portfolio Comparator Now

   

Portfolio Comparator

Compare the composition, asset allocations and performance of any two portfolios in your account
All  Next Launch Module

Plaintree Systems Corporate Management