Valens Correlations

VLN Stock

USD 1.54 0.11 7.69%

The current 90-days correlation between Valens and AXT Inc is -0.15 (i.e., Good 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 0.47 (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 metropolitan statistical area.

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

Moving together with Valens Stock

0.62

INTC

Intel Aggressive Push

Pair Corr

Moving against Valens Stock

0.35

MOBX

Mobix Labs

Pair Corr

Related Correlations Analysis

	AXTI	SQNS	ATOM	DMRC	TCX	GSIT	SVCO	LTRX	AISP	DUOT
AXTI		-0.23	0.11	-0.34	0.67	0.39	0.23	0.68	-0.34	0.32	AXTI
SQNS	-0.23		-0.27	0.79	0.14	0.12	0.26	-0.4	0.22	-0.08	SQNS
ATOM	0.11	-0.27		-0.29	0.0	0.23	0.13	0.62	0.37	0.38	ATOM
DMRC	-0.34	0.79	-0.29		-0.07	-0.34	0.02	-0.46	0.04	-0.18	DMRC
TCX	0.67	0.14	0.0	-0.07		0.32	0.57	0.43	-0.18	0.35	TCX
GSIT	0.39	0.12	0.23	-0.34	0.32		0.48	0.32	0.35	0.25	GSIT
SVCO	0.23	0.26	0.13	0.02	0.57	0.48		0.2	0.17	0.28	SVCO
LTRX	0.68	-0.4	0.62	-0.46	0.43	0.32	0.2		0.05	0.59	LTRX
AISP	-0.34	0.22	0.37	0.04	-0.18	0.35	0.17	0.05		0.35	AISP
DUOT	0.32	-0.08	0.38	-0.18	0.35	0.25	0.28	0.59	0.35		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

DMRC	+ 0.79	SQNS
LTRX	+ 0.68	AXTI
TCX	+ 0.67	AXTI
LTRX	+ 0.62	ATOM
DUOT	+ 0.59	LTRX
SVCO	+ 0.57	TCX

High negative correlations

LTRX	- 0.46	DMRC
LTRX	- 0.4	SQNS
GSIT	- 0.34	DMRC
AISP	- 0.34	AXTI
DMRC	- 0.34	AXTI
DMRC	- 0.29	ATOM

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	6.17	1.68	0.29	0.76	5.45	(7.42)	17.70	(9.58)	35.11
SQNS	4.21	(0.90)	0.00	(0.40)	0.00	0.00	6.80	(7.96)	29.29
ATOM	4.36	(0.15)	0.00	(0.01)	0.00	0.00	9.55	(7.04)	31.96
DMRC	3.72	(0.79)	0.00	(0.21)	0.00	0.00	6.01	(8.01)	25.20
TCX	2.56	0.16	0.06	0.23	2.80	(2.89)	5.31	(4.36)	16.41
GSIT	4.96	(0.19)	0.00	(0.24)	0.00	0.00	9.15	(10.17)	40.45
SVCO	3.27	(0.50)	0.00	(0.18)	0.00	0.00	5.99	(7.38)	15.65
LTRX	3.23	0.27	0.07	0.22	4.38	(3.24)	6.19	(6.58)	26.34
AISP	4.63	(0.79)	0.00	(0.19)	0.00	0.00	10.98	(9.30)	32.14
DUOT	3.89	(0.11)	0.00	(0.02)	0.00	0.00	8.00	(7.61)	28.15

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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