Quadratic Deflation Correlations

BNDD Etf

USD 12.10 0.03 0.25%

The current 90-days correlation between Quadratic Deflation ETF and Quadratic Interest Rate is -0.37 (i.e., Very good diversification). The correlation of Quadratic Deflation 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.

Quadratic Deflation Correlation With Market

Very weak diversification

The correlation between Quadratic Deflation ETF and DJI is 0.5 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Quadratic Deflation ETF and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Quadratic Etf

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Quadratic Deflation ETF. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with Quadratic Etf

0.72	TLT	iShares 20 Year	Pair Corr
0.61	TLH	iShares 10 20	Pair Corr
0.81	EDV	Vanguard Extended	Pair Corr
0.87	GOVZ	iShares 25 Year	Pair Corr
0.68	SCHQ	Schwab Long Term	Pair Corr

Moving against Quadratic Etf

0.69	BITU	ProShares Trust	Pair Corr
0.69	BTFX	Valkyrie Bitcoin Futures	Pair Corr
0.67	BTCL	T Rex 2X Low Volatility	Pair Corr
0.67	BITX	Volatility Shares Trust Low Volatility	Pair Corr
0.63	DFEN	Direxion Daily Aerospace	Pair Corr
0.62	SRLN	SPDR Blackstone Senior Sell-off Trend	Pair Corr
0.59	BUFD	FT Cboe Vest	Pair Corr
0.58	QTOC	Innovator ETFs Trust	Pair Corr
0.58	PFUT	Putnam Sustainable Future	Pair Corr
0.58	CGGO	Capital Group Global	Pair Corr
0.57	KGRN	KraneShares MSCI China	Pair Corr
0.53	MYMF	SPDR SSGA My2026	Pair Corr
0.5	VABS	Virtus Newfleet ABSMBS	Pair Corr
0.48	MSTY	YieldMax MSTR Option	Pair Corr
0.47	NFLX	Netflix Earnings Call Today	Pair Corr
0.42	KWEB	KraneShares CSI China Aggressive Push	Pair Corr
0.41	SPIB	SPDR Barclays Interm	Pair Corr
0.37	VBF	Invesco Van Kampen	Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.98	0.85	0.82	0.61	0.93	0.34	0.95	0.24	0.58	META
MSFT	0.98		0.88	0.86	0.61	0.91	0.37	0.96	0.24	0.59	MSFT
UBER	0.85	0.88		0.91	0.51	0.82	0.59	0.9	0.22	0.56	UBER
F	0.82	0.86	0.91		0.5	0.86	0.35	0.91	0.43	0.72	F
T	0.61	0.61	0.51	0.5		0.57	0.21	0.6	0.3	0.25	T
A	0.93	0.91	0.82	0.86	0.57		0.24	0.91	0.33	0.7	A
CRM	0.34	0.37	0.59	0.35	0.21	0.24		0.32	-0.22	-0.01	CRM
JPM	0.95	0.96	0.9	0.91	0.6	0.91	0.32		0.32	0.67	JPM
MRK	0.24	0.24	0.22	0.43	0.3	0.33	-0.22	0.32		0.55	MRK
XOM	0.58	0.59	0.56	0.72	0.25	0.7	-0.01	0.67	0.55		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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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

MSFT	+ 0.98	META
JPM	+ 0.96	MSFT
JPM	+ 0.95	META
A	+ 0.93	META
A	+ 0.91	MSFT
F	+ 0.91	UBER

High negative correlations

MRK	- 0.22	CRM
XOM	- 0.01	CRM

Quadratic Deflation Competition Risk-Adjusted Indicators

There is a big difference between Quadratic Etf performing well and Quadratic Deflation ETF 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 Quadratic Deflation'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
META	1.54	0.18	0.15	0.31	1.18	(1.86)	3.99	(2.35)	10.48
MSFT	0.91	0.29	0.25	0.49	0.51	(1.11)	2.33	(1.08)	8.85
UBER	1.66	0.22	0.14	0.37	1.43	(2.11)	4.19	(2.54)	10.87
F	1.38	0.21	0.10	0.42	1.45	(1.54)	2.90	(2.61)	7.88
T	1.06	(0.02)	(0.08)	0.11	1.33	(1.11)	2.35	(2.35)	5.71
A	1.56	0.17	(0.03)	(0.22)	2.16	(1.57)	2.54	(3.38)	12.09
CRM	1.31	(0.19)	(0.08)	0.02	1.69	(1.31)	2.95	(3.19)	9.31
JPM	0.95	0.20	0.18	0.39	0.64	(1.09)	2.28	(1.36)	7.15
MRK	1.37	(0.04)	(0.02)	0.12	1.84	(1.34)	2.88	(3.31)	10.58
XOM	1.19	0.13	(0.03)	(0.97)	1.58	(1.18)	2.62	(2.58)	6.25

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