Demant A/S Correlations

WILLF Stock  USD 30.00  6.53  17.88%   
The correlation of Demant A/S 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.

Demant A/S Correlation With Market

Very weak diversification

The correlation between Demant AS and DJI is 0.42 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Demant AS and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Demant A/S could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Demant A/S 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 Demant A/S - 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 Demant AS to buy it.

Moving together with Demant Pink Sheet

  0.62USAS Americas Silver CorpPairCorr
  0.6968389XAE5 ORACLE P 65PairCorr
  0.61BNEFF Bonterra Energy CorpPairCorr
  0.62PLX Protalix BiotherapeuticsPairCorr
  0.65THXPF Thor ExplorationsPairCorr
  0.62TOELF Tokyo ElectronPairCorr
  0.67ASML ASML Holding NVPairCorr
  0.64MXCHY Orbia Advance CorpPairCorr
  0.67HNI HNI CorpPairCorr

Moving against Demant Pink Sheet

  0.72ABT Abbott LaboratoriesPairCorr
  0.6EW Edwards Lifesciences Corp Sell-off TrendPairCorr
  0.51BSX Boston Scientific CorpPairCorr

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

SHTDYSSMXF
SSMXYGNGBY
GIFOFSSMXF
GNGBYGIFOF
ESALFGNGBY
SHPMFGIFOF
  

High negative correlations

BDUUFSHTDY
MSMKFSHPMF
SSMXYESAIY
SHPMFSSMXF
BDUUFSSMXF
SHTDYSHPMF

Risk-Adjusted Indicators

There is a big difference between Demant Pink Sheet performing well and Demant A/S 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 Demant A/S'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
SSMXF  0.20 (0.01) 0.00  0.11  0.00 
 0.00 
 5.89 
GIFOF  0.21  0.09  0.00  1.02  0.00 
 0.00 
 6.91 
SHPMF  0.95  0.44  0.00  0.59  0.00 
 0.00 
 32.57 
SHTDY  0.82 (0.01)(0.04)(0.03) 1.04 
 1.83 
 4.03 
GNGBY  1.13 (0.09) 0.00 (0.11) 0.00 
 2.24 
 7.94 
MSMKF  0.25 (0.14) 0.00 (0.95) 0.00 
 0.00 
 8.28 
ESAIY  1.69  0.21  0.11  0.34  1.72 
 3.39 
 11.65 
ESALF  1.63  0.28  0.03 (1.16) 2.21 
 5.56 
 19.43 
BDUUF  0.32 (0.02) 0.00  0.18  0.00 
 0.00 
 20.61 
SSMXY  1.57 (0.37) 0.00 (0.40) 0.00 
 2.09 
 17.97 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Demant A/S 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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