Solid FAB Correlations

SFAB Stock   86.70  0.30  0.35%   
The current 90-days correlation between Solid FAB and Mangold Fondkommission AB is -0.01 (i.e., Good diversification). The correlation of Solid FAB 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Solid FAB Correlation With Market

Average diversification

The correlation between Solid FAB and DJI is 0.12 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Solid FAB and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Solid FAB could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Solid FAB 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 Solid FAB - 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 Solid FAB to buy it.

Moving together with Solid Stock

  0.63INVE-B Investor AB serPairCorr
  0.68ATCO-B Atlas Copco ABPairCorr
  0.7ATCO-A Atlas Copco ABPairCorr
  0.63NDA-SE Nordea Bank AbpPairCorr
  0.61VOLV-A AB VolvoPairCorr
  0.8PIERCE Pierce Group ABPairCorr
  0.62BRAV Bravida Holding ABPairCorr
  0.61ALLIGO-B Alligo AB SeriesPairCorr

Moving against Solid Stock

  0.56THULE Thule Group ABPairCorr
  0.42HEXA-B Hexagon ABPairCorr
  0.36KAR Karnov Group ABPairCorr
  0.34ERIC-A TelefonaktiebolagetPairCorr
  0.34EPRO-B Electrolux ProfessionalPairCorr

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

QLIROFLAT-B
HILB-BFLAT-B
CAT-BQLIRO
QLIROHILB-B
CAT-BFLAT-B
ATINQLIRO
  

High negative correlations

NAXSCASE
BMCCASE
VEFABMANG
ATINBMC
BMCFLAT-B
BMCQLIRO

Risk-Adjusted Indicators

There is a big difference between Solid Stock performing well and Solid FAB 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 Solid FAB'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
CASE  2.21 (0.26) 0.00  1.54  0.00 
 4.07 
 15.44 
FLAT-B  1.97 (0.47) 0.00 (2.18) 0.00 
 6.11 
 14.17 
MANG  1.26 (0.12) 0.00 (0.15) 0.00 
 3.00 
 6.59 
HILB-B  3.99 (0.15) 0.00  0.55  0.00 
 9.91 
 25.30 
QLIRO  1.11 (0.08) 0.00 (0.51) 0.00 
 1.74 
 8.93 
BMC  1.49  0.20  0.04 (0.68) 2.16 
 3.93 
 13.71 
ATIN  2.34 (0.27) 0.00  3.09  0.00 
 0.00 
 50.44 
VEFAB  1.29 (0.07) 0.00 (0.18) 0.00 
 2.17 
 8.17 
CAT-B  1.40 (0.15) 0.00  1.20  0.00 
 2.94 
 9.58 
NAXS  1.28  0.03 (0.03) 0.32  1.75 
 2.93 
 12.68 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Solid FAB 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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Solid FAB Corporate Management

Elected by the shareholders, the Solid FAB's board of directors comprises two types of representatives: Solid FAB inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Solid. The board's role is to monitor Solid FAB's management team and ensure that shareholders' interests are well served. Solid FAB'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, Solid FAB's outside directors are responsible for providing unbiased perspectives on the board's policies.