Christian Dior Correlations

CHDRF Stock

USD 504.29 11.00 2.13%

The current 90-days correlation between Christian Dior SE and Hermes International SA is 0.07 (i.e., Significant diversification). The correlation of Christian Dior 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.

Christian Dior Correlation With Market

Modest diversification

The correlation between Christian Dior SE and DJI is 0.2 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Christian Dior SE and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Christian Pink Sheet

0.91	LVMHF	LVMH Mot Hennessy	Pair Corr
0.76	HESAY	Hermes International	Pair Corr
0.75	HESAF	Hermes International SCA	Pair Corr
0.88	CHDRY	Christian Dior SE	Pair Corr
0.84	SWGAY	Swatch Group AG Earnings Call This Week	Pair Corr
0.87	CFRUY	Compagnie Financiere	Pair Corr
0.88	CFRHF	Compagnie Financière	Pair Corr
0.9	PPRUF	Kering SA	Pair Corr
0.9	PPRUY	Kering SA	Pair Corr
0.8	38143CAV3	GOLDMAN SACHS GROUP	Pair Corr
0.73	03937LAA3	ARCH CAP GROUP	Pair Corr

Moving against Christian Pink Sheet

0.55	TOITF	Topicus	Pair Corr
0.36	SVNLY	Svenska Handelsbanken	Pair Corr
0.74	RGLXY	RTL Group SA	Pair Corr
0.71	TETE	Technology Telecommunicatio	Pair Corr
0.69	IPOAF	Industrias Penoles Sab	Pair Corr
0.65	ALMTF	Almonty Industries	Pair Corr
0.52	013104AL8	NEWALB 8 01	Pair Corr
0.49	AUMTF	Aurelia Metals	Pair Corr
0.36	SRLZF	Salazar Resources	Pair Corr

Related Correlations Analysis

	HESAY	PPRUY	PPRUF	PRDSF	CFRUY	SWGAY	PRDSY	BBRYF	BURBY	CFRHF
HESAY		0.82	0.79	0.74	0.91	0.81	0.79	0.79	0.82	0.89	HESAY
PPRUY	0.82		0.99	0.95	0.9	0.91	0.96	0.92	0.93	0.92	PPRUY
PPRUF	0.79	0.99		0.95	0.9	0.91	0.97	0.92	0.93	0.92	PPRUF
PRDSF	0.74	0.95	0.95		0.86	0.86	0.97	0.89	0.89	0.89	PRDSF
CFRUY	0.91	0.9	0.9	0.86		0.92	0.91	0.87	0.9	0.98	CFRUY
SWGAY	0.81	0.91	0.91	0.86	0.92		0.87	0.85	0.85	0.92	SWGAY
PRDSY	0.79	0.96	0.97	0.97	0.91	0.87		0.92	0.94	0.93	PRDSY
BBRYF	0.79	0.92	0.92	0.89	0.87	0.85	0.92		0.99	0.9	BBRYF
BURBY	0.82	0.93	0.93	0.89	0.9	0.85	0.94	0.99		0.92	BURBY
CFRHF	0.89	0.92	0.92	0.89	0.98	0.92	0.93	0.9	0.92		CFRHF
	HESAY	PPRUY	PPRUF	PRDSF	CFRUY	SWGAY	PRDSY	BBRYF	BURBY	CFRHF

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Risk-Adjusted Indicators

There is a big difference between Christian Pink Sheet performing well and Christian Dior 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 Christian Dior'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
HESAY	1.36	0.05	0.05	0.00	2.09	(1.22)	2.73	(2.66)	9.36
PPRUY	2.22	(0.17)	0.00	(0.42)	0.00	0.00	4.73	(4.92)	17.94
PPRUF	2.42	(0.24)	0.00	(1.49)	0.00	0.00	5.58	(5.35)	14.21
PRDSF	2.51	(0.18)	0.00	(0.37)	0.00	0.00	7.43	(7.86)	20.82
CFRUY	1.69	(0.11)	0.00	21.08	0.00	0.00	2.90	(4.39)	11.78
SWGAY	1.64	(0.14)	0.00	0.71	0.00	0.00	3.91	(3.29)	14.55
PRDSY	2.50	(0.25)	0.00	(0.49)	0.00	0.00	5.17	(5.24)	20.44
BBRYF	2.26	(0.52)	0.00	(1.79)	0.00	0.00	4.90	(9.46)	17.80
BURBY	2.54	(0.62)	0.00	3.13	0.00	0.00	6.10	(4.62)	16.20
CFRHF	1.56	(0.10)	0.00	(0.74)	0.00	0.00	3.34	(5.06)	14.41

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