SFS Group Correlations

SFSN Stock

CHF 122.00 1.00 0.81%

The current 90-days correlation between SFS Group AG and Sulzer AG is 0.45 (i.e., Very weak diversification). The correlation of SFS Group 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.

SFS Group Correlation With Market

Very poor diversification

The correlation between SFS Group AG and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SFS Group AG and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with SFS Stock

0.88	ROG	Roche Holding AG	Pair Corr
0.88	RO	Roche Holding AG	Pair Corr
0.95	NOVN	Novartis AG	Pair Corr
0.92	WKBN	Banque Cantonale	Pair Corr
0.89	BEKN	Berner Kantonalbank	Pair Corr
0.88	DKSH	DKSH Holding AG	Pair Corr
0.74	UHRN	Swatch Group AG	Pair Corr
0.85	MOBN	Mobimo Hldg	Pair Corr
0.79	BAER	Julius Baer Gruppe	Pair Corr
0.8	BCHN	Burckhardt Compression	Pair Corr
0.74	NREN	Novavest Real Estate Earnings Call Tomorrow	Pair Corr
0.91	VATN	Valiant Holding AG	Pair Corr
0.7	BUCN	Bucher Industries	Pair Corr
0.92	ESUN	Edisun Power Europe	Pair Corr
0.61	BOSN	Bossard Holding AG	Pair Corr
0.82	SFPN	SF Urban Properties	Pair Corr
0.89	ALLN	Allreal Holding Earnings Call This Week	Pair Corr
0.86	SGLD	Invesco Physical Gold	Pair Corr
0.9	LLBN	Liechtensteinische Earnings Call This Week	Pair Corr
0.93	BCVN	Banque Cantonale Vaudoise	Pair Corr
0.77	BBN	Bellevue Group AG Earnings Call This Week	Pair Corr
0.87	EMMN	Emmi AG	Pair Corr
0.88	BSLN	Basilea Pharmaceutica	Pair Corr
0.93	ZEHN	Zehnder	Pair Corr
0.63	MED	Medartis Holding	Pair Corr
0.88	COTN	Comet Holding AG	Pair Corr
0.78	MEDX	medmix AG	Pair Corr
0.84	AVOL	Avolta AG	Pair Corr
0.8	WARN	Warteck Invest	Pair Corr
0.7	SGSN	SGS SA	Pair Corr

Moving against SFS Stock

0.38	SNBN	Schweizerische Nationalbank	Pair Corr
0.37	NESN	Nestl SA Earnings Call Tomorrow	Pair Corr

Related Correlations Analysis

	SUN	GF	ADEN	DKSH	BUCN	DOKA	BCHN	BOSN	ACLN	KARN
SUN		0.27	-0.46	0.78	0.55	-0.51	0.76	0.44	0.88	-0.18	SUN
GF	0.27		0.04	0.62	0.71	0.34	0.56	0.8	0.13	-0.34	GF
ADEN	-0.46	0.04		-0.34	-0.42	-0.04	-0.35	0.05	-0.36	0.18	ADEN
DKSH	0.78	0.62	-0.34		0.71	-0.11	0.88	0.63	0.57	-0.28	DKSH
BUCN	0.55	0.71	-0.42	0.71		0.06	0.55	0.7	0.48	-0.64	BUCN
DOKA	-0.51	0.34	-0.04	-0.11	0.06		-0.1	0.02	-0.64	0.15	DOKA
BCHN	0.76	0.56	-0.35	0.88	0.55	-0.1		0.54	0.49	0.0	BCHN
BOSN	0.44	0.8	0.05	0.63	0.7	0.02	0.54		0.43	-0.45	BOSN
ACLN	0.88	0.13	-0.36	0.57	0.48	-0.64	0.49	0.43		-0.37	ACLN
KARN	-0.18	-0.34	0.18	-0.28	-0.64	0.15	0.0	-0.45	-0.37		KARN
	SUN	GF	ADEN	DKSH	BUCN	DOKA	BCHN	BOSN	ACLN	KARN

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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

ACLN	+ 0.88	SUN
BCHN	+ 0.88	DKSH
BOSN	+ 0.8	GF
DKSH	+ 0.78	SUN
BCHN	+ 0.76	SUN
BUCN	+ 0.71	GF

High negative correlations

ACLN	- 0.64	DOKA
KARN	- 0.64	BUCN
DOKA	- 0.51	SUN
ADEN	- 0.46	SUN
KARN	- 0.45	BOSN
BUCN	- 0.42	ADEN

Risk-Adjusted Indicators

There is a big difference between SFS Stock performing well and SFS Group 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 SFS Group'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
SUN	1.22	0.46	0.27	3.09	1.07	(1.43)	3.10	(2.27)	12.49
GF	1.01	0.04	0.00	(5.07)	1.25	(1.06)	2.24	(1.98)	7.18
ADEN	1.99	(0.21)	0.00	0.47	0.00	0.00	2.98	(4.23)	13.82
DKSH	1.04	0.24	0.18	(2.11)	0.80	(1.30)	2.48	(1.85)	5.13
BUCN	0.75	0.13	0.06	(2.60)	1.05	(0.82)	1.54	(1.40)	5.34
DOKA	1.10	(0.07)	0.00	(0.45)	0.00	0.00	2.87	(2.21)	7.02
BCHN	0.97	0.17	0.11	(14.10)	0.94	(1.18)	2.44	(1.99)	6.35
BOSN	1.19	0.06	0.01	(0.34)	1.45	(1.37)	2.34	(2.51)	8.85
ACLN	1.30	0.23	0.10	1.87	1.52	(1.39)	3.01	(2.29)	9.83
KARN	1.01	(0.11)	0.00	0.62	0.00	0.00	2.71	(1.80)	10.04

Be your own money manager

Our tools can tell you how much better you can do entering a position in SFS Group 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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SFS Group Corporate Management

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

Arthur Blank	Head Board	Profile
Walter Kobler	Head Board	Profile
Alfred Schneider	Head Board	Profile
Volker Dostmann	CFO Board	Profile
Martin Reichenecker	Head Board	Profile
Seng Poh	Head Board	Profile
Urs Langenauer	Head Board	Profile

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