Value Line Correlations

VALSX Fund

USD 31.93 0.19 0.60%

The current 90-days correlation between Value Line Premier and Green Century Balanced is 0.13 (i.e., Average diversification). The correlation of Value Line 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Value Line Correlation With Market

Modest diversification

The correlation between Value Line Premier and DJI is 0.26 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Value Line Premier and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Value Line Premier. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in population.

For more information on how to buy Value Mutual Fund please use our How to Invest in Value Line guide.

Moving together with Value Mutual Fund

0.88	VALIX	Value Line Income	Pair Corr
0.69	VALLX	Value Line Larger	Pair Corr
0.99	VLAAX	Value Line Asset	Pair Corr
0.99	VLAIX	Value Line Asset	Pair Corr
0.84	VLEIX	Value Line Small	Pair Corr
0.84	VLEOX	Value Line Small	Pair Corr
0.88	VLIIX	Value Line Income	Pair Corr
0.87	VLMIX	Value Line Mid	Pair Corr
0.9	AGTHX	Growth Fund	Pair Corr
0.95	GFACX	Growth Fund	Pair Corr
0.94	GFAFX	Growth Fund	Pair Corr
0.94	CGFFX	Growth Fund	Pair Corr
0.95	CGFCX	Growth Fund	Pair Corr
0.91	CGFAX	Growth Fund	Pair Corr
0.94	CGFEX	Growth Fund	Pair Corr
0.74	SGDLX	Sprott Gold Equity	Pair Corr
0.68	FIJDX	Gold Portfolio Fidelity Steady Growth	Pair Corr
0.71	IOGYX	Invesco Gold Special Steady Growth	Pair Corr
0.71	OGMIX	Oppenheimer Gold Special Steady Growth	Pair Corr
0.71	FEGOX	First Eagle Gold Steady Growth	Pair Corr
0.91	VWIAX	Vanguard Wellesley Income	Pair Corr
0.74	BDBKX	Blackrock Small Cap	Pair Corr
0.85	VEIPX	Vanguard Equity Income	Pair Corr
0.89	DGAGX	Dreyfus Appreciation	Pair Corr
0.78	SEQUX	Sequoia Fund	Pair Corr
0.94	SVOAX	Simt Managed Volatility	Pair Corr
0.91	SCGPX	Strategic Asset Mana	Pair Corr
0.79	OSMYX	Oppenheimer Intl Small	Pair Corr

Moving against Value Mutual Fund

0.79	FAFGX	American Funds	Pair Corr
0.79	FFAFX	American Funds	Pair Corr

Related Correlations Analysis

	GCBLX	PRLAX	SWHRX	CSSZX	TRRVX	TRFOX	WMKGX	WOGSX	WMICX	MVF
GCBLX		-0.31	0.84	-0.2	-0.41	-0.33	0.0	0.61	0.01	-0.12	GCBLX
PRLAX	-0.31		-0.38	0.81	0.76	0.8	0.67	0.45	0.59	-0.31	PRLAX
SWHRX	0.84	-0.38		-0.33	-0.55	-0.52	-0.14	0.45	-0.23	-0.3	SWHRX
CSSZX	-0.2	0.81	-0.33		0.77	0.82	0.58	0.42	0.87	-0.07	CSSZX
TRRVX	-0.41	0.76	-0.55	0.77		0.99	0.64	0.1	0.7	-0.02	TRRVX
TRFOX	-0.33	0.8	-0.52	0.82	0.99		0.72	0.2	0.78	0.01	TRFOX
WMKGX	0.0	0.67	-0.14	0.58	0.64	0.72		0.4	0.6	-0.02	WMKGX
WOGSX	0.61	0.45	0.45	0.42	0.1	0.2	0.4		0.4	-0.32	WOGSX
WMICX	0.01	0.59	-0.23	0.87	0.7	0.78	0.6	0.4		0.19	WMICX
MVF	-0.12	-0.31	-0.3	-0.07	-0.02	0.01	-0.02	-0.32	0.19		MVF
	GCBLX	PRLAX	SWHRX	CSSZX	TRRVX	TRFOX	WMKGX	WOGSX	WMICX	MVF

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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

TRFOX	+ 0.99	TRRVX
WMICX	+ 0.87	CSSZX
SWHRX	+ 0.84	GCBLX
TRFOX	+ 0.82	CSSZX
CSSZX	+ 0.81	PRLAX
TRFOX	+ 0.8	PRLAX

High negative correlations

TRRVX	- 0.55	SWHRX
TRFOX	- 0.52	SWHRX
TRRVX	- 0.41	GCBLX
SWHRX	- 0.38	PRLAX
CSSZX	- 0.33	SWHRX
TRFOX	- 0.33	GCBLX

Risk-Adjusted Indicators

There is a big difference between Value Mutual Fund performing well and Value Line Mutual Fund 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 Value Line'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
GCBLX	0.43	(0.10)	0.00	(0.09)	0.00	0.00	0.73	(0.99)	5.59
PRLAX	0.90	0.21	0.13	0.36	1.09	(0.95)	1.92	(1.56)	6.81
SWHRX	0.43	(0.14)	0.00	(0.42)	0.00	0.00	0.57	(0.57)	10.47
CSSZX	0.96	0.11	0.11	0.19	0.90	(1.20)	2.05	(1.56)	8.90
TRRVX	0.31	0.05	0.01	0.22	0.00	(0.41)	0.62	(0.47)	4.53
TRFOX	0.57	0.05	0.05	0.15	0.56	(0.62)	1.13	(1.04)	4.61
WMKGX	0.68	0.04	(0.03)	0.39	0.95	(0.70)	1.24	(1.46)	4.12
WOGSX	0.86	(0.08)	(0.03)	0.02	1.71	(0.82)	1.53	(1.50)	9.89
WMICX	0.94	0.01	0.02	0.09	1.06	(1.07)	2.04	(2.00)	4.64
MVF	0.35	0.02	(0.13)	0.28	0.33	(0.41)	1.02	(0.71)	2.03

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