Swisscom Correlations

SWZCF Stock

USD 839.20 17.07 2.08%

The current 90-days correlation between Swisscom AG and Telstra Limited is -0.08 (i.e., Good diversification). The correlation of Swisscom 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.

Swisscom Correlation With Market

Very weak diversification

The correlation between Swisscom AG and DJI is 0.45 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Swisscom AG and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Swisscom Pink Sheet

0.73	VZ	Verizon Communications Aggressive Push	Pair Corr
0.71	CMCSA	Comcast Corp	Pair Corr
0.7	DTEGY	Deutsche Telekom	Pair Corr
0.67	DTEGF	Deutsche Telekom	Pair Corr
0.81	PKX	POSCO Holdings	Pair Corr
0.81	EC	Ecopetrol SA ADR	Pair Corr
0.87	PG	Procter Gamble	Pair Corr
0.85	KO	Coca Cola Earnings Call This Week	Pair Corr
0.75	PFE	Pfizer Inc Aggressive Push	Pair Corr
0.73	HD	Home Depot Sell-off Trend	Pair Corr
0.67	INTC	Intel	Pair Corr
0.7	JNJ	Johnson Johnson	Pair Corr
0.73	DD	Dupont De Nemours	Pair Corr

Moving against Swisscom Pink Sheet

0.53	PUTKY	United Tractors Tbk	Pair Corr
0.31	PTAIF	PT Astra International	Pair Corr
0.73	HPQ	HP Inc	Pair Corr
0.44	IBM	International Business	Pair Corr

Related Correlations Analysis

	TLGPY	TTRAF	CLLNY	FNCTF	KUASF	AVIFY	VODPF	KSHTY	BTGOF	TELNF
TLGPY		0.47	0.65	0.74	0.56	0.59	0.69	0.46	0.76	0.76	TLGPY
TTRAF	0.47		0.31	0.45	0.51	0.63	0.51	0.68	0.55	0.57	TTRAF
CLLNY	0.65	0.31		0.59	0.04	0.49	0.62	0.3	0.74	0.57	CLLNY
FNCTF	0.74	0.45	0.59		0.57	0.61	0.74	0.42	0.77	0.82	FNCTF
KUASF	0.56	0.51	0.04	0.57		0.39	0.49	0.6	0.51	0.6	KUASF
AVIFY	0.59	0.63	0.49	0.61	0.39		0.54	0.53	0.68	0.66	AVIFY
VODPF	0.69	0.51	0.62	0.74	0.49	0.54		0.44	0.76	0.75	VODPF
KSHTY	0.46	0.68	0.3	0.42	0.6	0.53	0.44		0.57	0.58	KSHTY
BTGOF	0.76	0.55	0.74	0.77	0.51	0.68	0.76	0.57		0.78	BTGOF
TELNF	0.76	0.57	0.57	0.82	0.6	0.66	0.75	0.58	0.78		TELNF
	TLGPY	TTRAF	CLLNY	FNCTF	KUASF	AVIFY	VODPF	KSHTY	BTGOF	TELNF

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Risk-Adjusted Indicators

There is a big difference between Swisscom Pink Sheet performing well and Swisscom 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 Swisscom'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
TLGPY	0.75	0.05	0.01	0.16	0.94	(0.78)	1.35	(1.18)	4.51
TTRAF	0.34	0.05	0.00	(0.10)	0.00	0.00	0.00	0.00	6.56
CLLNY	1.14	0.18	0.08	0.66	1.34	(1.15)	2.56	(2.40)	7.16
FNCTF	1.30	0.37	0.14	1.11	0.74	(4.29)	4.50	(2.31)	15.37
KUASF	1.27	(0.01)	0.00	0.09	0.00	0.00	3.71	(6.18)	30.34
AVIFY	5.16	0.67	0.08	(0.40)	5.16	(6.65)	15.44	(8.92)	33.13
VODPF	4.06	0.63	0.06	(2.66)	5.24	(6.20)	12.00	(11.72)	29.87
KSHTY	4.44	0.16	0.01	(1.39)	5.27	(5.59)	11.63	(9.44)	31.70
BTGOF	2.34	0.33	0.09	(19.77)	2.47	(3.00)	5.44	(5.13)	16.48
TELNF	2.41	0.61	0.05	(0.48)	2.93	(5.79)	7.38	(5.90)	31.87

Be your own money manager

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

Martin Vgeli	Head Services	Profile
Klementina Pejic	Head CPO	Profile
Christoph Aeschlimann	Member of the Executive Board, Head of IT, Network & Infrastructure	Profile
Marcel Walker	Head Services	Profile
Louis Schmid	IR Contact Officer	Profile
Dirk Wierzbitzki	Member of the Executive Board, Head of the division Products & Marketing	Profile
Urs Lehner	Member of the Executive Board, Head of Enterprise Customers	Profile

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