AtkinsRalis Correlations

SNCAF Stock  USD 66.10  0.43  0.65%   
The current 90-days correlation between AtkinsRalis Group and Skanska AB ser is 0.28 (i.e., Modest diversification). The correlation of AtkinsRalis 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.

AtkinsRalis Correlation With Market

Average diversification

The correlation between AtkinsRalis Group 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 AtkinsRalis Group and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to AtkinsRalis could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AtkinsRalis 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 AtkinsRalis - 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 AtkinsRalis Group to buy it.

Moving against AtkinsRalis Pink Sheet

  0.87TLK Telkom Indonesia TbkPairCorr
  0.82PPERY Bank Mandiri PerseroPairCorr
  0.75KYOCF KyoceraPairCorr
  0.7IDN Intellicheck MobilisaPairCorr
  0.69EGP EastGroup PropertiesPairCorr
  0.64STAG STAG IndustrialPairCorr
  0.64AAL American AirlinesPairCorr
  0.57TLKMF Telkom Indonesia TbkPairCorr
  0.56PBCRY Bank Central AsiaPairCorr
  0.55DDS Dillards,PairCorr
  0.52NOEM CO2 Energy TransitionPairCorr
  0.5PPERF Bank Mandiri PerseroPairCorr
  0.47PBCRF PT Bank CentralPairCorr
  0.46SMGKF Smiths Group plcPairCorr
  0.39CLRI CleartronicPairCorr
  0.33ZPTA Zapata Computing Holdings Tech BoostPairCorr
  0.33HMDCF HUTCHMED LimitedPairCorr
  0.32PII Polaris IndustriesPairCorr
  0.89RLMD Relmada TherapeuticsPairCorr
  0.86AKAM Akamai TechnologiesPairCorr
  0.85REGN Regeneron PharmaceuticalsPairCorr
  0.83DNLMY Dunelm Group PLCPairCorr
  0.82APGE Apogee Therapeutics,PairCorr
  0.81CHACR Crane Harbor AcquisitionPairCorr
  0.8SHIP Seanergy MaritimePairCorr
  0.72PHAR Pharming Group NVPairCorr
  0.71GM General MotorsPairCorr
  0.7CX Cemex SAB de Sell-off TrendPairCorr

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

OBYCFTISCY
DLAKYTISCY
DLAKYOBYCF
TISCYEFGSY
SKSBFSKBSY
OBYCFEFGSY
  

High negative correlations

MLLUYOBYCF
MLLUYTISCY
MLLUYDLAKY
MLLUYEFGSY
OBYCFSTBBF
DLAKYSTBBF

Risk-Adjusted Indicators

There is a big difference between AtkinsRalis Pink Sheet performing well and AtkinsRalis 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 AtkinsRalis' 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
EFGSY  1.31  0.16  0.03 (0.26) 1.57 
 3.28 
 8.18 
EFGSF  0.25  0.00  0.00  0.03  0.00 
 0.00 
 7.41 
SKBSY  1.11  0.10  0.05  0.18  1.47 
 2.11 
 11.76 
STBBF  0.88 (0.01) 0.00  0.08  0.00 
 0.00 
 20.10 
TISCY  0.93  0.44  0.00 (2.73) 0.00 
 1.42 
 14.47 
ACXIF  1.01  0.17  0.01 (0.92) 1.96 
 3.55 
 18.59 
OBYCF  1.78  0.36  0.11  1.05  1.72 
 5.10 
 16.68 
SKSBF  0.67  0.11  0.01 (0.80) 1.00 
 2.29 
 13.75 
DLAKY  1.52  0.17  0.07  0.32  1.92 
 4.31 
 10.86 
MLLUY  0.51  0.04  0.00  2.77  0.00 
 0.00 
 24.23 

Be your own money manager

Our tools can tell you how much better you can do entering a position in AtkinsRalis 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.

Did you try this?

Run Equity Valuation Now

   

Equity Valuation

Check real value of public entities based on technical and fundamental data
All  Next Launch Module

AtkinsRalis Corporate Management

Denis CAVP RelationsProfile
Robert PEPres ProjectsProfile
AndreeClaude BerubeExec CounselProfile
Philip HoareUK, ServicesProfile
Harold FortinDirector CommunicationsProfile
Jeffrey BellEx CFOProfile