Third Point Correlations

TPNTFDelisted Stock  USD 20.20  0.00  0.00%   
The correlation of Third Point 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.

Third Point Correlation With Market

Very good diversification

The correlation between Third Point Investors and DJI is -0.41 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Third Point Investors and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Third Point could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Third Point 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 Third Point - 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 Third Point Investors to buy it.

Moving together with Third Pink Sheet

  0.79MSFT MicrosoftPairCorr

Moving against Third Pink Sheet

  0.65MBFJF Mitsubishi UFJ FinancialPairCorr
  0.62TSM Taiwan Semiconductor Aggressive PushPairCorr
  0.45BKRKY Bank Rakyat Earnings Call This WeekPairCorr
  0.44BKRKF PT Bank Rakyat Earnings Call This WeekPairCorr
  0.41BMYMP Bristol Myers SquibbPairCorr
  0.31SSNLF Samsung ElectronicsPairCorr
  0.91LAND Gladstone Land Earnings Call This WeekPairCorr
  0.85AES AES Aggressive PushPairCorr
  0.84MEGI MainStay CBRE Global Normal TradingPairCorr
  0.82MXCHY Orbia Advance CorpPairCorr
  0.7BFS Saul CentersPairCorr
  0.69GRBK Green Brick Partners Earnings Call This WeekPairCorr
  0.68MTGRF Mount Gibson IronPairCorr
  0.65CGECF Cogeco IncPairCorr
  0.64NTZ Natuzzi SpAPairCorr
  0.64FRSB First Resource BankPairCorr
  0.63TOGOF TomaGoldPairCorr
  0.61JLHL Julong HoldingPairCorr
  0.49MEEEF Metal Energy CorpPairCorr
  0.47YLLXF Yellow Cake plcPairCorr
  0.8NNBR NN IncPairCorr
  0.79482480AN0 KLAC 525 15PairCorr
  0.76OPESF Otello ASA Earnings Call TodayPairCorr
  0.68JOE St Joe Company Earnings Call This WeekPairCorr
  0.66PLSE Pulse BiosciencesPairCorr
  0.54INTC IntelPairCorr

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

FZROBRSGF
HLANRGLG
RGLGFZRO
RGLGBRSGF
BRSGFFRFZF
FZROFRFZF
  

High negative correlations

HLANBRSGF
HLANFZRO
AULRFHGDPF
AULRFFAXRF
HGDPFFAXRF
AULRFHLAN

Risk-Adjusted Indicators

There is a big difference between Third Pink Sheet performing well and Third Point 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 Third Point'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
FRFZF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
BRSGF  1.56  0.76  0.00  33.09  0.00 
 6.04 
 31.85 
FZRO  20.35  7.96  0.26  1.76  15.38 
 81.25 
 214.89 
RGLG  71.24  33.16  1.33  1.41  11.61 
 37.93 
 2,313 
DXBGY  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
CINV  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
HLAN  1.28  0.23  0.07 (0.61) 1.52 
 2.99 
 17.43 
FAXRF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
HGDPF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
AULRF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 

Third Point Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Third Point pink sheet to make a market-neutral strategy. Peer analysis of Third Point could also be used in its relative valuation, which is a method of valuing Third Point by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Still Interested in Third Point Investors?

Investing in delisted pink sheets can be risky, as the pink sheet is no longer traded on a public exchange and can therefore be difficult to sell. Delisting typically occurs when a company has failed to meet exchange requirements or has been acquired. Before investing, it's important to thoroughly research the company, including its financial health and prospects for the future, as well as the reasons for its delisting. Additionally, it may be difficult to find accurate and up-to-date information on the company and its stock.