Strategy Shares Correlations

SSFI Etf

USD 21.50 0.10 0.47%

The current 90-days correlation between Strategy Shares and Motley Fool Next is 0.35 (i.e., Weak diversification). The correlation of Strategy Shares 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.

Strategy Shares Correlation With Market

Very weak diversification

The correlation between Strategy Shares and DJI is 0.47 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Strategy Shares and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Strategy Etf

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Strategy Shares . Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in price.

For more detail on how to invest in Strategy Etf please use our How to Invest in Strategy Shares guide.

Moving together with Strategy Etf

0.77	UCON	First Trust TCW	Pair Corr
0.72	MUSI	American Century Mul	Pair Corr
0.91	EUSB	iShares Trust	Pair Corr

Moving against Strategy Etf

0.48	VXX	iPath Series B Low Volatility	Pair Corr
0.47	VIXY	ProShares VIX Short Low Volatility	Pair Corr
0.47	VIXM	ProShares VIX Mid Low Volatility	Pair Corr
0.47	VXZ	iPath Series B Low Volatility	Pair Corr

Related Correlations Analysis

	THY	XHYF	LRNZ	AUGT	PSTR	KEMQ	CEFZ	CCSO	INRO	TMFX
THY		0.64	0.08	0.69	0.66	0.86	0.69	0.86	0.72	0.73	THY
XHYF	0.64		-0.46	0.93	0.97	0.6	0.94	0.71	0.76	0.84	XHYF
LRNZ	0.08	-0.46		-0.19	-0.33	0.05	-0.34	0.07	0.12	-0.03	LRNZ
AUGT	0.69	0.93	-0.19		0.98	0.65	0.93	0.8	0.93	0.93	AUGT
PSTR	0.66	0.97	-0.33	0.98		0.64	0.95	0.77	0.86	0.9	PSTR
KEMQ	0.86	0.6	0.05	0.65	0.64		0.68	0.88	0.66	0.64	KEMQ
CEFZ	0.69	0.94	-0.34	0.93	0.95	0.68		0.8	0.81	0.87	CEFZ
CCSO	0.86	0.71	0.07	0.8	0.77	0.88	0.8		0.81	0.82	CCSO
INRO	0.72	0.76	0.12	0.93	0.86	0.66	0.81	0.81		0.9	INRO
TMFX	0.73	0.84	-0.03	0.93	0.9	0.64	0.87	0.82	0.9		TMFX
	THY	XHYF	LRNZ	AUGT	PSTR	KEMQ	CEFZ	CCSO	INRO	TMFX

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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

PSTR	+ 0.98	AUGT
PSTR	+ 0.97	XHYF
CEFZ	+ 0.95	PSTR
CEFZ	+ 0.94	XHYF
AUGT	+ 0.93	XHYF
CEFZ	+ 0.93	AUGT

High negative correlations

LRNZ	- 0.46	XHYF
CEFZ	- 0.34	LRNZ
PSTR	- 0.33	LRNZ
AUGT	- 0.19	LRNZ
TMFX	- 0.03	LRNZ

Strategy Shares Constituents Risk-Adjusted Indicators

There is a big difference between Strategy Etf performing well and Strategy Shares ETF 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 Strategy Shares' 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
THY	0.14	(0.01)	(0.27)	(0.07)	0.15	(0.17)	0.27	(0.27)	0.86
XHYF	0.12	0.01	(0.23)	0.12	0.00	(0.15)	0.27	(0.21)	0.82
LRNZ	1.23	(0.14)	0.00	(0.12)	0.00	0.00	2.36	(3.27)	7.31
AUGT	0.29	0.00	(0.05)	0.06	0.42	(0.26)	0.58	(0.83)	2.26
PSTR	0.37	0.01	(0.02)	0.08	0.40	(0.39)	0.75	(0.72)	2.06
KEMQ	1.07	0.10	0.07	0.17	1.12	(1.19)	2.75	(1.95)	6.49
CEFZ	0.49	0.01	(0.02)	0.06	0.65	(0.52)	1.09	(1.12)	3.90
CCSO	1.03	0.03	0.03	0.07	1.34	(1.05)	1.65	(2.47)	5.38
INRO	0.56	(0.01)	(0.02)	0.04	0.88	(0.51)	1.10	(1.28)	3.92
TMFX	0.80	(0.06)	(0.06)	(0.01)	1.03	(0.83)	1.46	(1.76)	4.48

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