Small Cap Correlations

Stocks . USA . 
Stock . Small Cap Premium
RCC Stock  USD 25.04  0.00  0.00%   
The current 90-days correlation between Small Cap Premium and Whitestone REIT is -0.16 (i.e., Good diversification). The correlation of Small Cap 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.

Small Cap Correlation With Market

Very poor diversification

The correlation between Small Cap Premium and DJI is 0.8 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Small Cap Premium and DJI in the same portfolio, assuming nothing else is changed.
  
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Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in services.

Moving together with Small Stock

  0.96JP9 Japan Petroleum ExplPairCorr
  0.84PR Permian Resources Earnings Call TomorrowPairCorr
  0.85CDA Canuc Resources Corp SplitPairCorr
  0.81SD SandRidge EnergyPairCorr
  0.87VG Venture GlobalPairCorr
  0.8RBY Rubellite EnergyPairCorr
  0.91DMLP Dorchester Minerals Earnings Call This WeekPairCorr
  0.92SDE Spartan Delta CorpPairCorr
  0.79RO1 Caspian Sunrise plcPairCorr
  0.72VIST Vista Oil Gas Earnings Call This WeekPairCorr
  0.741PZ Panoro Energy ASA Earnings Call TomorrowPairCorr
  0.97SEPL Seplat Petroleum DevPairCorr
  0.856BW BW ENERGY LTDPairCorr
  0.74VNOM Viper Energy UtPairCorr
  0.81BLOE Block Energy PLCPairCorr
  0.93EFXT Enerflex Earnings Call TomorrowPairCorr
  0.87OBE Obsidian EnergyPairCorr
  0.89PXK Peyto ExplorationPairCorr

Moving against Small Stock

  0.9JGH Jade Gas HoldingsPairCorr
  0.31EP Empire Petroleum CorpPairCorr
  0.86INDI Indus Gas LimitedPairCorr
  0.82LGN Logan Energy CorpPairCorr
  0.77VIVK VivakorPairCorr
  0.72AXP AXP EnergyPairCorr
  0.7L5K Lekoil LimitedPairCorr
  0.78SHE Stonehorse EnergyPairCorr
  0.73ROK ROK ResourcesPairCorr
  0.71KEY KEY PetroleumPairCorr
  0.67ERHE ERHC EnergyPairCorr
  0.49EONR EON ResourcesPairCorr

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

GOOD
+ 0.89
LAND
WSR
+ 0.88
LAND
WSR
+ 0.85
GOOD
NHPAP
+ 0.82
WSR
BRSP
+ 0.81
NHPAP
GOOD
+ 0.8
ADAM
  

High negative correlations

WSR
- 0.8
INN
INN
- 0.79
LAND
NHPAP
- 0.77
INN
GOOD
- 0.75
INN
KREF
- 0.71
WSR
INN
- 0.7
ADAM

Risk-Adjusted Indicators

There is a big difference between Small Stock performing well and Small Cap 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 Small Cap'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
LAND  1.32  0.31  0.17  13.39  1.22 
(1.62)
 3.24 
(2.79)
 10.35 
ADAM  1.39  0.19  0.09  0.31  1.74 
(1.56)
 3.31 
(2.70)
 9.71 
INN  1.60 (0.36) 0.00 (0.16) 0.00 
 0.00 
 3.91 
(3.61)
 11.13 
GOOD  1.00  0.25  0.17  1.80  0.89 
(1.12)
 2.33 
(1.87)
 5.55 
BDN  1.85 (0.04) 0.00  0.19  0.00 
 0.00 
 3.90 
(3.72)
 15.16 
TRTX  0.92 (0.04) 0.00  0.52  0.00 
 0.00 
 1.47 
(2.24)
 7.85 
WSR  0.78  0.22  0.15  2.37  0.68 
(0.87)
 1.77 
(1.72)
 5.13 
NHPAP  0.51  0.12  0.08 (1.13) 0.46 
(0.62)
 1.03 
(1.07)
 4.13 
KREF  1.36 (0.23) 0.00  1.08  0.00 
 0.00 
 2.44 
(3.02)
 11.70 
BRSP  0.94  0.13  0.05 (2.66) 1.07 
(1.08)
 2.33 
(1.88)
 5.39 

Small Cap 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 Small Cap stock to make a market-neutral strategy. Peer analysis of Small Cap could also be used in its relative valuation, which is a method of valuing Small Cap by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Small Cap Corporate Management

Dominique MielleIndependent DirectorProfile
Gilbert NathanIndependent DirectorProfile
Frank FilippsIndependent DirectorProfile
Adam ZausmerChief Credit OfficerProfile
Julius ErvingDirectorProfile
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