SATS Correlations

W1J Stock  EUR 2.56  0.02  0.79%   
The current 90-days correlation between SATS and Accenture plc is -0.05 (i.e., Good diversification). The correlation of SATS 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.

SATS Correlation With Market

Very poor diversification

The correlation between SATS and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SATS and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to SATS could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace SATS 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 SATS - 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 SATS to buy it.

Moving together with SATS Stock

  0.78OTP OTP Bank NyrtPairCorr
  0.77MKT MKS Instruments Earnings Call TomorrowPairCorr
  0.68TM9 NorAm Drilling ASPairCorr
  0.76G1MN Globex Mining EnterprisesPairCorr
  0.914FO Industrias Penoles SabPairCorr
  0.9TOM Toyota MotorPairCorr
  0.776HW BANK HANDLOWYPairCorr
  0.88SSUN Samsung ElectronicsPairCorr
  0.74NVPF IRPC PCL NVDRPairCorr
  0.79ASME ASML Holding NVPairCorr
  0.73CWT Curtiss WrightPairCorr
  0.64KSB3 KSB SEPairCorr
  0.82ST2 Sturm Ruger Earnings Call This WeekPairCorr
  0.77HKT HK Electric InvestmentsPairCorr
  0.87NOEJ Norma Group AGPairCorr
  0.78DFA1 Dairy Farm InternationalPairCorr
  0.92SF Sparebank 1 OstlandetPairCorr
  0.64EMD ENM Holdings LimitedPairCorr
  0.72PD0 Pebblebrook Hotel TrustPairCorr

Moving against SATS Stock

  0.69BRH Berkshire HathawayPairCorr
  0.66BRYN Berkshire HathawayPairCorr
  0.63BRYN Berkshire HathawayPairCorr
  0.53LSPP Chocoladefabriken LindtPairCorr
  0.86DBPD Xtrackers ShortDAXPairCorr

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

WMTWMT
AMZAMZ
013C013A
AMZ1AMZ
BY6ABY6
AMZAMZ1
  

High negative correlations

013AWMT
013AWMT
013CWMT
013CWMT
AMZWMT
AMZWMT

Risk-Adjusted Indicators

There is a big difference between SATS Stock performing well and SATS 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 SATS'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
WMT  1.22  0.35  0.26  1.11  0.89 
 3.77 
 10.70 
WMT  1.20  0.35  0.29  0.66  0.73 
 3.26 
 9.82 
AMZ  1.48 (0.35) 0.00 (0.90) 0.00 
 2.32 
 11.65 
AMZ1  2.71 (0.26) 0.00 (2.70) 0.00 
 6.37 
 23.77 
AMZ  1.35 (0.38) 0.00 (0.66) 0.00 
 2.25 
 9.94 
BY6  1.59 (0.07) 0.00 (0.06) 0.00 
 3.69 
 13.38 
BY6A  2.21  0.10  0.00 (0.12) 2.72 
 4.98 
 15.26 
013A  1.29 (0.29) 0.00 (0.61) 0.00 
 2.39 
 7.52 
013C  1.68 (0.26) 0.00 (0.39) 0.00 
 2.85 
 10.00 
CSA  1.65 (0.18) 0.00 (0.13) 0.00 
 3.49 
 15.34 

Be your own money manager

Our tools can tell you how much better you can do entering a position in SATS 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.

Did you try this?

Run Watchlist Optimization Now

   

Watchlist Optimization

Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm
All  Next Launch Module

SATS Corporate Management

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