Sulzer Correlations

SULZF Stock  USD 219.84  0.00  0.00%   
The correlation of Sulzer 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.

Sulzer Correlation With Market

Very weak diversification

The correlation between Sulzer and DJI is 0.58 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sulzer and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Sulzer could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Sulzer 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 Sulzer - 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 Sulzer to buy it.

Moving together with Sulzer Pink Sheet

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  0.8PH Parker HannifinPairCorr
  0.71SBGSY Schneider ElectricPairCorr
  0.7SBGSF Schneider ElectricPairCorr
  0.66ITW Illinois Tool WorksPairCorr
  0.67EMR Emerson ElectricPairCorr
  0.63NFPDF Nissin Foods HoldingsPairCorr
  0.8FMCB Farmers Merchants BancorpPairCorr
  0.71DAIUF Daifuku CoPairCorr
  0.62FUWAF Furukawa ElectricPairCorr
  0.68ACNE Alice Consolidated MinesPairCorr
  0.75UAA Under Armour APairCorr
  0.61GBOOY Grupo Financiero BanortePairCorr
  0.76JOE St Joe CompanyPairCorr
  0.78PALAF Paladin Energy Downward RallyPairCorr
  0.77STRS Stratus PropertiesPairCorr
  0.76SOJE Southern CompanyPairCorr
  0.73MSGE Madison Square GardenPairCorr
  0.84FNV Franco NevadaPairCorr
  0.63OTSKY Otsuka HoldingsPairCorr
  0.74TOELF Tokyo ElectronPairCorr
  0.64AEMMY A2A SpA ADRPairCorr
  0.74BNL Broadstone Net LeasePairCorr

Moving against Sulzer Pink Sheet

  0.6NDEKY Nitto Denko CorpPairCorr
  0.32743674AY9 PROTECTIVE LIFE PPairCorr
  0.53ERHE ERHC EnergyPairCorr
  0.39ICNM Icon Media HoldingsPairCorr

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

ADRZFSPXSF
SPXSYIMIAF
SPXSFSPXSY
ADRZFSPXSY
SPXSFIMIAF
ADRZFIMIAF
  

High negative correlations

VLMTYIMIAF
VLMTYXJNGF
SPXSYVLMTY
SPXSFVLMTY
ADRZFVLMTY
SPXSFXJNGF

Risk-Adjusted Indicators

There is a big difference between Sulzer Pink Sheet performing well and Sulzer 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 Sulzer'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
VOYJF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
FCHRF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
IMIAF  0.62  0.31  0.00 (3.86) 0.00 
 2.67 
 6.34 
XJNGF  2.23  0.40  0.05  0.57  2.95 
 8.59 
 26.73 
YOKEF  13.53  6.92  0.00  7.49  0.00 
 31.90 
 22.23 
VLMTY  0.33 (0.08) 0.00  0.75  0.00 
 0.00 
 11.11 
SPXSY  1.20  0.14  0.09  0.20  1.29 
 2.68 
 5.84 
SPXSF  0.63  0.15  0.05  0.25  0.63 
 2.50 
 12.21 
EBCOF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
ADRZF  0.67  0.32  0.00  5.53  0.00 
 0.00 
 17.14 

Be your own money manager

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

Armand SohetChief Human Resource Officer, Member of the Executive BoardProfile
Bruno GerigHead MetcoProfile
Keith DowleHead PumpsProfile
Christoph LadnerHead of Investor RelationsProfile
MS MBAPres CEOProfile
Walter HerterHead TechnologyProfile
Thomas ZicklerCFO TreasurerProfile