SÜSS MicroTec Correlations

SESMF Stock  USD 59.00  1.95  3.20%   
The correlation of SÜSS MicroTec 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.

SÜSS MicroTec Correlation With Market

Poor diversification

The correlation between SSS MicroTec SE and DJI is 0.77 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SSS MicroTec SE and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to SÜSS MicroTec could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace SÜSS MicroTec 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 SÜSS MicroTec - 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 SSS MicroTec SE to buy it.

Moving together with SÜSS Pink Sheet

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Moving against SÜSS Pink Sheet

  0.92PBCRY Bank Central AsiaPairCorr
  0.63PBCRF PT Bank CentralPairCorr
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  0.45WTII Water TechnologiesPairCorr
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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

GBDMFNPACY
WACMYIGGGF
EVTZFQNCCF
EVTZFEVSBY
EVSBYQNCCF
EVSBYVARXF
  

High negative correlations

EVTZFWACMY
EVTZFIGGGF
IGGGFQNCCF
WACMYEVSBY
EVSBYIGGGF
WACMYQNCCF

Risk-Adjusted Indicators

There is a big difference between SÜSS Pink Sheet performing well and SÜSS MicroTec 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 SÜSS MicroTec'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
OKIEF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
QNCCF  5.82  0.64  0.10  0.52  6.16 
 15.15 
 43.76 
VARXF  0.22 (0.07) 0.00 (13.13) 0.00 
 0.00 
 4.29 
IGGGF  0.73 (0.36) 0.00  1.01  0.00 
 0.00 
 11.76 
NPACY  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
EVSBY  0.98 (0.05) 0.00 (0.24) 0.00 
 0.00 
 20.91 
WACMF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
WACMY  0.03 (0.03) 0.00 (1.06) 0.00 
 0.00 
 0.68 
GBDMF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
EVTZF  1.09  0.35  0.00 (1.40) 0.00 
 3.35 
 12.61 

Be your own money manager

Our tools can tell you how much better you can do entering a position in SÜSS MicroTec 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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