Shengkai Innovations Correlations

VALV Stock  USD 0.0001  0.00  0.00%   
The correlation of Shengkai Innovations 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.
  
The ability to find closely correlated positions to Shengkai Innovations could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Shengkai Innovations 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 Shengkai Innovations - 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 Shengkai Innovations to buy it.

Moving together with Shengkai Pink Sheet

  0.7CSCO Cisco SystemsPairCorr
  0.75MMM 3M CompanyPairCorr
  0.69DD Dupont De NemoursPairCorr
  0.82KO Coca ColaPairCorr
  0.75CAT CaterpillarPairCorr
  0.68BAC Bank of AmericaPairCorr

Moving against Shengkai Pink Sheet

  0.62T ATT IncPairCorr
  0.47HCMC Healthier ChoicesPairCorr
  0.45MSFT MicrosoftPairCorr
  0.37PG Procter GamblePairCorr
  0.35VZ Verizon CommunicationsPairCorr
  0.32CMWCF Cromwell PropertyPairCorr

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

ASPWCIWT
KARECIWT
AIFMCIWT
TRULCIWT
AMGYCIWT
KAREASPW
  

High negative correlations

AFIIQATTOF
AFIIQAMGY
AFIIQTRUL
AFIIQAIFM
AFIIQKARE
AFIIQASPW

Risk-Adjusted Indicators

There is a big difference between Shengkai Pink Sheet performing well and Shengkai Innovations 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 Shengkai Innovations' 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
TRITF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
CIWT  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
ATTOF  2.98  1.80  0.00 (0.29) 0.00 
 0.00 
 100.00 
WLOLQ  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
ASPW  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
KARE  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
AIFM  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
TRUL  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
AMGY  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
AFIIQ  28.31  10.79  0.16 (0.37) 18.96 
 100.00 
 480.00 

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Our tools can tell you how much better you can do entering a position in Shengkai Innovations 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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Shengkai Innovations Corporate Executives

Elected by the shareholders, the Shengkai Innovations' board of directors comprises two types of representatives: Shengkai Innovations inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Shengkai. The board's role is to monitor Shengkai Innovations' management team and ensure that shareholders' interests are well served. Shengkai Innovations' inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Shengkai Innovations' outside directors are responsible for providing unbiased perspectives on the board's policies.
Linbin ZhangInterim CFO and Treasury ManagerProfile