KS Aktiengesellscha Correlations

SDF1 Stock

EUR 6.95 0.05 0.71%

The current 90-days correlation between KS Aktiengesellschaft and Prudential plc is 0.03 (i.e., Significant diversification). The correlation of KS Aktiengesellscha 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.

KS Aktiengesellscha Correlation With Market

Poor diversification

The correlation between KS Aktiengesellschaft and DJI is 0.78 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding KS Aktiengesellschaft and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with SDF1 Stock

0.81	6MK	Merck	Pair Corr
0.9	4I1	Philip Morris Intern	Pair Corr
0.82	TOTB	TotalEnergies SE	Pair Corr
0.91	HBC1	HSBC HLDG	Pair Corr
0.8	S0V	Seaboard	Pair Corr
0.91	7LB	Lotus Bakeries NV	Pair Corr
0.78	UBW1	Babcock Wilcox Enter	Pair Corr
0.85	HKT	HK Electric Investments	Pair Corr
0.76	ECK	LUDWIG BECK	Pair Corr
0.82	CWT	Curtiss Wright	Pair Corr
0.76	FV6	EMMI N	Pair Corr
0.91	HBC1	HSBC Holdings plc	Pair Corr
0.85	8ZI	Scandinavian Tobacco	Pair Corr
0.63	DLN	Derwent London PLC	Pair Corr
0.85	NVPF	IRPC PCL NVDR	Pair Corr
0.93	TGE1	MOBILEZONE N	Pair Corr
0.75	DFA1	Dairy Farm International	Pair Corr
0.67	EMD	ENM Holdings Limited	Pair Corr
0.91	G1MN	Globex Mining Enterprises	Pair Corr
0.62	PD0	Pebblebrook Hotel Trust	Pair Corr
0.82	KSB3	KSB SE	Pair Corr
0.91	4FO	Industrias Penoles Sab	Pair Corr
0.68	UWS	Waste Management	Pair Corr

Moving against SDF1 Stock

0.82	ABL	Abbott Laboratories	Pair Corr
0.72	BRH	Berkshire Hathaway	Pair Corr
0.53	LSPP	Chocoladefabriken Lindt	Pair Corr
0.34	HK2C	Hong Kong Exchanges	Pair Corr

Related Correlations Analysis

	ABL	AMD	4I1	AMG	HK2C	SEH	3RB	DP4B	FPMB	PRU
ABL		-0.14	-0.79	-0.45	0.29	-0.6	-0.66	-0.61	-0.68	-0.63	ABL
AMD	-0.14		0.04	-0.16	0.49	0.04	-0.26	-0.17	-0.1	0.1	AMD
4I1	-0.79	0.04		0.6	-0.1	0.78	0.82	0.6	0.72	0.69	4I1
AMG	-0.45	-0.16	0.6		0.13	0.33	0.47	0.01	0.17	0.17	AMG
HK2C	0.29	0.49	-0.1	0.13		-0.3	-0.37	-0.64	-0.53	-0.31	HK2C
SEH	-0.6	0.04	0.78	0.33	-0.3		0.84	0.74	0.82	0.7	SEH
3RB	-0.66	-0.26	0.82	0.47	-0.37	0.84		0.77	0.83	0.71	3RB
DP4B	-0.61	-0.17	0.6	0.01	-0.64	0.74	0.77		0.94	0.78	DP4B
FPMB	-0.68	-0.1	0.72	0.17	-0.53	0.82	0.83	0.94		0.87	FPMB
PRU	-0.63	0.1	0.69	0.17	-0.31	0.7	0.71	0.78	0.87		PRU
	ABL	AMD	4I1	AMG	HK2C	SEH	3RB	DP4B	FPMB	PRU

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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

FPMB	+ 0.94	DP4B
PRU	+ 0.87	FPMB
3RB	+ 0.84	SEH
FPMB	+ 0.83	3RB
3RB	+ 0.82	4I1
FPMB	+ 0.82	SEH

High negative correlations

4I1	- 0.79	ABL
FPMB	- 0.68	ABL
3RB	- 0.66	ABL
DP4B	- 0.64	HK2C
PRU	- 0.63	ABL
DP4B	- 0.61	ABL

Risk-Adjusted Indicators

There is a big difference between SDF1 Stock performing well and KS Aktiengesellscha 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 KS Aktiengesellscha'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
ABL	1.09	(0.19)	0.00	2.39	0.00	0.00	1.91	(2.11)	14.56
AMD	2.86	(0.19)	0.00	(0.15)	0.00	0.00	6.33	(5.57)	24.55
4I1	1.17	0.30	0.16	3.35	1.19	(1.31)	2.89	(2.55)	7.67
AMG	1.46	0.20	0.09	0.55	1.57	(1.52)	3.98	(2.86)	10.70
HK2C	0.51	(0.11)	0.00	(0.43)	0.00	0.00	1.49	(1.47)	5.73
SEH	1.86	0.27	0.11	0.50	2.08	(2.11)	3.96	(3.90)	10.05
3RB	0.67	0.13	0.11	0.90	0.44	(0.99)	1.58	(0.96)	4.00
DP4B	0.71	0.19	0.09	4.31	0.60	(1.27)	2.53	(1.43)	7.25
FPMB	1.16	0.37	0.12	8.00	1.17	(1.91)	3.93	(2.44)	9.65
PRU	1.35	0.00	(0.01)	0.06	1.89	(1.59)	3.13	(3.25)	11.63

Be your own money manager

Our tools can tell you how much better you can do entering a position in KS Aktiengesellscha 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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KS Aktiengesellscha Corporate Management

Elected by the shareholders, the KS Aktiengesellscha's board of directors comprises two types of representatives: KS Aktiengesellscha inside directors who are chosen from within the company, and outside directors, selected externally and held independent of SDF1. The board's role is to monitor KS Aktiengesellscha's management team and ensure that shareholders' interests are well served. KS Aktiengesellscha's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, KS Aktiengesellscha's outside directors are responsible for providing unbiased perspectives on the board's policies.

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