Chimera Investment Correlations

CIMO Stock

25.43 0.01 0.04%

The current 90-days correlation between Chimera Investment and Sonida Senior Living is 0.3 (i.e., Weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Chimera Investment moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Chimera Investment moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Chimera Investment Correlation With Market

Weak diversification

The correlation between Chimera Investment and DJI is 0.3 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Chimera Investment and DJI in the same portfolio, assuming nothing else is changed.

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

To learn how to invest in Chimera Stock, please use our How to Invest in Chimera Investment guide.

Moving together with Chimera Stock

0.68	DHIL	Diamond Hill Investment	Pair Corr
0.89	AB	AllianceBernstein	Pair Corr
0.84	AC	Associated Capital	Pair Corr
0.75	BX	Blackstone Group	Pair Corr
0.83	CG	Carlyle Group Normal Trading	Pair Corr
0.77	DX	Dynex Capital	Pair Corr
0.62	FR	First Industrial Realty Earnings Call This Week	Pair Corr
0.88	GS	Goldman Sachs Group	Pair Corr
0.79	MC	Moelis Normal Trading	Pair Corr
0.91	MS	Morgan Stanley	Pair Corr
0.84	SF	Stifel Financial	Pair Corr
0.65	TW	Tradeweb Markets	Pair Corr
0.83	WT	WisdomTree	Pair Corr
0.91	XP	Xp Inc	Pair Corr
0.66	AHT-PI	Ashford Hospitality Trust	Pair Corr
0.83	AHT-PD	Ashford Hospitality Trust	Pair Corr
0.83	AHT-PG	Ashford Hospitality Trust	Pair Corr
0.88	DMAA	Drugs Made In	Pair Corr
0.84	VACH	Voyager Acquisition Corp	Pair Corr
0.79	DMYY	dMY Squared Technology	Pair Corr
0.88	YHNAU	YHN Acquisition I	Pair Corr
0.71	NOEMU	CO2 Energy Transition	Pair Corr
0.87	VCIC	Vine Hill Capital	Pair Corr
0.91	VNO-PL	Vornado Realty Trust	Pair Corr
0.87	VCTR	Victory Capital Holdings	Pair Corr
0.88	VNO-PM	Vornado Realty Trust	Pair Corr

Moving against Chimera Stock

0.51

GCMGW

GCM Grosvenor

Pair Corr

Related Correlations Analysis

	SNDA	PFLT	BTI	DH	RDNT	BUD	JAPAY
SNDA		0.66	0.45	0.74	0.89	0.7	0.45	SNDA
PFLT	0.66		0.6	0.66	0.5	0.59	0.14	PFLT
BTI	0.45	0.6		0.81	0.48	0.85	0.29	BTI
DH	0.74	0.66	0.81		0.71	0.82	0.19	DH
RDNT	0.89	0.5	0.48	0.71		0.7	0.37	RDNT
BUD	0.7	0.59	0.85	0.82	0.7		0.58	BUD
JAPAY	0.45	0.14	0.29	0.19	0.37	0.58		JAPAY
	SNDA	PFLT	BTI	DH	RDNT	BUD	JAPAY

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Risk-Adjusted Indicators

There is a big difference between Chimera Stock performing well and Chimera Investment 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 Chimera Investment'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
SNDA	2.01	0.02	0.02	0.10	2.13	(2.35)	4.69	(3.97)	15.75
PFLT	1.23	(0.11)	0.00	(0.04)	0.00	0.00	2.05	(2.83)	10.23
BTI	1.15	0.27	0.12	2.30	1.34	(1.27)	2.69	(2.08)	9.08
DH	2.63	0.68	0.19	1.11	2.37	(3.21)	5.68	(4.33)	36.59
RDNT	1.92	0.06	0.03	0.14	2.16	(2.14)	3.73	(3.49)	16.74
BUD	1.03	0.16	0.08	0.54	1.03	(1.12)	2.29	(2.04)	6.90
JAPAY	1.19	0.05	(0.02)	(7.98)	1.62	(1.25)	2.25	(1.92)	7.82

Chimera Investment Corporate Executives

Elected by the shareholders, the Chimera Investment's board of directors comprises two types of representatives: Chimera Investment inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Chimera. The board's role is to monitor Chimera Investment's management team and ensure that shareholders' interests are well served. Chimera Investment's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Chimera Investment's outside directors are responsible for providing unbiased perspectives on the board's policies.

Subramaniam Viswanathan

CFO Officer

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