America Great Correlations

AAGH Stock

USD 0.0006 0.0003 100.00%

The current 90-days correlation between America Great Health and Boston Properties is -0.12 (i.e., Good diversification). The correlation of America Great 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.

America Great Correlation With Market

Very good diversification

The correlation between America Great Health and DJI is -0.21 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding America Great Health and DJI in the same portfolio, assuming nothing else is changed.

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

Moving against America Pink Sheet

0.76	KB	KB Financial Group Earnings Call This Week	Pair Corr
0.74	SHG	Shinhan Financial Earnings Call This Week	Pair Corr
0.72	PTHL	Pheton Holdings	Pair Corr
0.7	WF	Woori Financial Group Earnings Call This Week	Pair Corr
0.62	LTRY	Lottery, Common Stock	Pair Corr
0.6	FPAFF	First Pacific	Pair Corr
0.45	INTC	Intel Earnings Call This Week	Pair Corr
0.43	GITS	Global Interactive Symbol Change	Pair Corr
0.34	PBCRF	PT Bank Central Earnings Call This Week	Pair Corr
0.31	PPERF	Bank Mandiri Persero	Pair Corr
0.31	BKRKY	Bank Rakyat Earnings Call This Week	Pair Corr
0.81	CSCO	Cisco Systems	Pair Corr
0.75	GE	GE Aerospace Earnings Call This Week	Pair Corr
0.74	DIS	Walt Disney	Pair Corr
0.72	CAT	Caterpillar	Pair Corr
0.72	BAC	Bank of America	Pair Corr
0.71	JPM	JPMorgan Chase	Pair Corr
0.67	PFE	Pfizer Inc	Pair Corr
0.65	AA	Alcoa Corp	Pair Corr
0.64	BA	Boeing	Pair Corr
0.61	MMM	3M Company	Pair Corr
0.58	CVX	Chevron Corp	Pair Corr
0.54	DD	Dupont De Nemours	Pair Corr
0.53	T	ATT Inc Earnings Call This Week	Pair Corr
0.36	WMT	Walmart Sell-off Trend	Pair Corr
0.33	XOM	Exxon Mobil Corp	Pair Corr

Related Correlations Analysis

	BXP	KRC	SLG	VNO	HIW	ARE	DEI	BDN	HPP
BXP		0.82	0.91	0.78	0.86	-0.02	0.69	0.86	0.58	BXP
KRC	0.82		0.86	0.49	0.8	0.45	0.85	0.74	0.8	KRC
SLG	0.91	0.86		0.79	0.96	0.03	0.73	0.92	0.69	SLG
VNO	0.78	0.49	0.79		0.81	-0.34	0.55	0.87	0.32	VNO
HIW	0.86	0.8	0.96	0.81		-0.05	0.75	0.92	0.63	HIW
ARE	-0.02	0.45	0.03	-0.34	-0.05		0.43	-0.13	0.54	ARE
DEI	0.69	0.85	0.73	0.55	0.75	0.43		0.69	0.69	DEI
BDN	0.86	0.74	0.92	0.87	0.92	-0.13	0.69		0.47	BDN
HPP	0.58	0.8	0.69	0.32	0.63	0.54	0.69	0.47		HPP
	BXP	KRC	SLG	VNO	HIW	ARE	DEI	BDN	HPP

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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

HIW	+ 0.96	SLG
BDN	+ 0.92	SLG
BDN	+ 0.92	HIW
SLG	+ 0.91	BXP
BDN	+ 0.87	VNO
HIW	+ 0.86	BXP

High negative correlations

ARE	- 0.34	VNO
BDN	- 0.13	ARE
ARE	- 0.05	HIW
ARE	- 0.02	BXP

Risk-Adjusted Indicators

There is a big difference between America Pink Sheet performing well and America Great 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 America Great'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
BXP	1.29	0.26	0.05	(0.87)	1.58	(1.31)	3.63	(2.18)	9.39
KRC	1.23	0.17	0.09	0.31	1.31	(1.26)	2.85	(2.10)	6.85
SLG	1.58	0.10	0.06	0.21	2.01	(1.68)	3.71	(4.08)	11.18
VNO	1.49	0.24	0.04	(2.09)	1.95	(1.48)	3.34	(3.36)	10.36
HIW	1.02	0.10	0.05	0.27	1.04	(1.12)	2.10	(2.38)	5.40
ARE	1.50	(0.14)	(0.06)	0.01	2.20	(1.31)	2.64	(2.69)	7.49
DEI	1.41	0.29	0.08	(1.64)	1.41	(1.59)	3.33	(2.36)	7.68
BDN	1.33	0.16	0.08	0.35	1.20	(1.59)	3.23	(2.17)	7.34
HPP	2.42	0.11	0.04	0.23	3.00	(2.76)	6.55	(5.91)	15.46

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Our tools can tell you how much better you can do entering a position in America Great 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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