Yoma Strategic Correlations

YMAIF Stock

USD 0.06 0.01 19.50%

The current 90-days correlation between Yoma Strategic Holdings and 1847 Holdings LLC is -0.01 (i.e., Good diversification). The correlation of Yoma Strategic 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.

Yoma Strategic Correlation With Market

Significant diversification

The correlation between Yoma Strategic Holdings and DJI is 0.03 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Yoma Strategic Holdings and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Yoma Strategic could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Yoma Strategic 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 Yoma Strategic - 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 Yoma Strategic Holdings to buy it.

Moving together with Yoma Pink Sheet

0.89

CTPCY

Citic Ltd ADR

Pair Corr

Moving against Yoma Pink Sheet

0.52	ITOCY	Itochu Corp ADR	Pair Corr
0.39	MMM	3M Company Fiscal Year End 28th of January 2025	Pair Corr
0.37	MSBHF	Mitsubishi Corp	Pair Corr

Related Correlations Analysis

	DMCHY	SGHIF	TINLY	HLMAF	KPELY	AYALY	CKHUY	EFSH	MMM	BLJZY
DMCHY		-0.26	-0.35	-0.24	0.03	-0.5	-0.24	-0.25	-0.22	-0.1	DMCHY
SGHIF	-0.26		0.87	0.08	0.39	-0.26	0.71	0.84	0.56	0.14	SGHIF
TINLY	-0.35	0.87		0.15	0.43	-0.2	0.7	0.71	0.55	0.11	TINLY
HLMAF	-0.24	0.08	0.15		0.48	-0.15	0.47	-0.03	0.42	0.05	HLMAF
KPELY	0.03	0.39	0.43	0.48		-0.3	0.7	0.18	0.5	-0.13	KPELY
AYALY	-0.5	-0.26	-0.2	-0.15	-0.3		-0.26	-0.17	-0.23	-0.24	AYALY
CKHUY	-0.24	0.71	0.7	0.47	0.7	-0.26		0.5	0.6	0.0	CKHUY
EFSH	-0.25	0.84	0.71	-0.03	0.18	-0.17	0.5		0.39	0.12	EFSH
MMM	-0.22	0.56	0.55	0.42	0.5	-0.23	0.6	0.39		0.08	MMM
BLJZY	-0.1	0.14	0.11	0.05	-0.13	-0.24	0.0	0.12	0.08		BLJZY
	DMCHY	SGHIF	TINLY	HLMAF	KPELY	AYALY	CKHUY	EFSH	MMM	BLJZY

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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

TINLY	+ 0.87	SGHIF
EFSH	+ 0.84	SGHIF
CKHUY	+ 0.71	SGHIF
EFSH	+ 0.71	TINLY
CKHUY	+ 0.7	TINLY
CKHUY	+ 0.7	KPELY

High negative correlations

AYALY	- 0.5	DMCHY
TINLY	- 0.35	DMCHY
AYALY	- 0.3	KPELY
CKHUY	- 0.26	AYALY
AYALY	- 0.26	SGHIF
SGHIF	- 0.26	DMCHY

Risk-Adjusted Indicators

There is a big difference between Yoma Pink Sheet performing well and Yoma Strategic 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 Yoma Strategic'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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DMCHY	0.24	0.01	0.00	0.27	0.00	0.00	0.00	0.00	7.14
SGHIF	0.62	(0.30)	0.00	0.92	0.00	0.00	0.00	0.00	20.69
TINLY	1.74	(0.17)	0.00	(0.39)	0.00	0.00	5.46	(5.17)	18.47
HLMAF	1.41	0.04	0.01	0.11	1.66	(2.31)	3.74	(3.02)	10.85
KPELY	2.41	0.16	0.02	(0.52)	2.97	(2.72)	6.06	(4.72)	14.68
AYALY	2.45	0.56	0.04	5.87	4.02	(20.80)	4.98	(2.87)	91.63
CKHUY	1.19	(0.03)	0.00	(0.38)	0.00	0.00	2.23	(2.77)	8.16
EFSH	17.41	(2.95)	0.00	(1.15)	0.00	0.00	24.44	(46.23)	260.66
MMM	0.95	(0.13)	0.00	(0.06)	0.00	0.00	2.08	(1.54)	7.84
BLJZY	1.00	(0.53)	0.00	(4.98)	0.00	0.00	0.00	0.00	33.61

Be your own money manager

Our tools can tell you how much better you can do entering a position in Yoma Strategic 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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Yoma Strategic Corporate Management

Theim Wai	Ex Land	Profile
Jane Kwa	Head Relations	Profile
Gerhard Hartzenberg	Head Equipment	Profile
Rita Nguyen	Chief Officer	Profile
Chin See	Group Counsel	Profile
Thandar Shwe	Head HR	Profile

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