Valens Correlations

VLN Stock

USD 1.56 0.14 9.86%

The current 90-days correlation between Valens and AXT Inc is 0.33 (i.e., Weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Valens moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Valens moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Valens Correlation With Market

Very weak diversification

The correlation between Valens and DJI is 0.52 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Valens and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Valens Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Valens. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

To learn how to invest in Valens Stock, please use our How to Invest in Valens guide.

Moving together with Valens Stock

0.7	MX	MagnaChip Semiconductor	Pair Corr
0.8	GCTS	GCT Semiconductor Holding	Pair Corr
0.66	INDI	indie Semiconductor	Pair Corr
0.75	OLED	Universal Display	Pair Corr
0.7	UCTT	Ultra Clean Holdings	Pair Corr
0.84	JD	JD Inc Adr Aggressive Push	Pair Corr
0.75	MSFT	Microsoft	Pair Corr

Moving against Valens Stock

0.7	MU	Micron Technology Aggressive Push	Pair Corr
0.7	TSEM	Tower Semiconductor	Pair Corr
0.57	LRCX	Lam Research Corp Aggressive Push	Pair Corr
0.57	VLKAF	Volkswagen AG	Pair Corr
0.56	AMAT	Applied Materials	Pair Corr
0.5	ACN	Accenture plc	Pair Corr
0.49	AMKR	Amkor Technology	Pair Corr
0.47	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.35	UMC	United Microelectronics Sell-off Trend	Pair Corr
0.74	ADAMI	New York Mortgage Symbol Change	Pair Corr
0.73	JNJ	Johnson Johnson	Pair Corr
0.73	DD	Dupont De Nemours	Pair Corr
0.71	FTV	Fortive Corp	Pair Corr
0.71	CSCO	Cisco Systems	Pair Corr
0.68	TRV	The Travelers Companies	Pair Corr
0.67	AA	Alcoa Corp	Pair Corr
0.67	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.65	BAC	Bank of America	Pair Corr
0.65	KO	Coca Cola	Pair Corr
0.58	CAT	Caterpillar	Pair Corr
0.54	VWAGY	Volkswagen AG 110	Pair Corr
0.53	MCD	McDonalds	Pair Corr
0.43	VLKPF	Volkswagen AG VZO	Pair Corr
0.31	MMM	3M Company	Pair Corr

Related Correlations Analysis

	AXTI	SQNS	ATOM	DMRC	TCX	GSIT	SVCO	LTRX	AISP	DUOT
AXTI		-0.82	-0.79	-0.61	0.89	-0.13	-0.84	0.72	-0.87	0.64	AXTI
SQNS	-0.82		0.9	0.76	-0.84	-0.1	0.78	-0.33	0.93	-0.64	SQNS
ATOM	-0.79	0.9		0.62	-0.8	-0.2	0.8	-0.26	0.92	-0.62	ATOM
DMRC	-0.61	0.76	0.62		-0.69	0.26	0.73	-0.19	0.74	-0.29	DMRC
TCX	0.89	-0.84	-0.8	-0.69		-0.2	-0.85	0.53	-0.87	0.49	TCX
GSIT	-0.13	-0.1	-0.2	0.26	-0.2		0.29	-0.27	0.01	0.28	GSIT
SVCO	-0.84	0.78	0.8	0.73	-0.85	0.29		-0.41	0.88	-0.37	SVCO
LTRX	0.72	-0.33	-0.26	-0.19	0.53	-0.27	-0.41		-0.37	0.48	LTRX
AISP	-0.87	0.93	0.92	0.74	-0.87	0.01	0.88	-0.37		-0.53	AISP
DUOT	0.64	-0.64	-0.62	-0.29	0.49	0.28	-0.37	0.48	-0.53		DUOT
	AXTI	SQNS	ATOM	DMRC	TCX	GSIT	SVCO	LTRX	AISP	DUOT

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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

AISP	+ 0.93	SQNS
AISP	+ 0.92	ATOM
ATOM	+ 0.9	SQNS
TCX	+ 0.89	AXTI
AISP	+ 0.88	SVCO
SVCO	+ 0.8	ATOM

High negative correlations

AISP	- 0.87	TCX
AISP	- 0.87	AXTI
SVCO	- 0.85	TCX
TCX	- 0.84	SQNS
SVCO	- 0.84	AXTI
SQNS	- 0.82	AXTI

Risk-Adjusted Indicators

There is a big difference between Valens Stock performing well and Valens 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 Valens' 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
AXTI	5.29	2.00	0.30	0.51	5.88	(6.22)	13.35	(8.52)	32.30
SQNS	3.65	(1.07)	0.00	(0.35)	0.00	0.00	6.30	(7.19)	22.79
ATOM	4.51	(0.94)	0.00	(0.19)	0.00	0.00	9.55	(8.51)	47.13
DMRC	3.65	(0.77)	0.00	(0.15)	0.00	0.00	6.97	(7.94)	25.20
TCX	2.16	0.23	0.09	0.27	2.31	(2.45)	5.20	(4.30)	13.11
GSIT	9.27	1.86	0.27	0.34	6.87	(12.13)	18.69	(11.40)	174.49
SVCO	3.44	(0.48)	0.00	(0.12)	0.00	0.00	5.39	(9.11)	17.51
LTRX	3.31	0.39	0.12	0.20	3.55	(3.72)	9.25	(5.41)	29.07
AISP	4.42	(0.82)	0.00	(0.17)	0.00	0.00	8.46	(8.70)	30.60
DUOT	3.56	0.61	0.14	0.54	3.94	(3.66)	7.81	(7.61)	21.94

Valens Corporate Management

Michael Linse	Independent Director	Profile
Amir Boim	Senior PMO	Profile
Yahal Zilka	Independent Director	Profile
Adi YarelToledano	Independent Director	Profile

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