CompoSecure, Correlations
| CMPO Stock | USD 19.30 0.23 1.18% |
The current 90-days correlation between CompoSecure, and First Advantage Corp is 0.1 (i.e., Average diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as CompoSecure, moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CompoSecure, moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
CompoSecure, Correlation With Market
Very weak diversification
The correlation between CompoSecure, and DJI is 0.46 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CompoSecure, and DJI in the same portfolio, assuming nothing else is changed.
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Related Correlations Analysis
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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between CompoSecure, Stock performing well and CompoSecure, 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 CompoSecure,'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FA | 1.88 | (0.14) | 0.00 | (0.07) | 0.00 | 3.67 | 11.96 | |||
| PCT | 3.64 | (0.91) | 0.00 | (0.27) | 0.00 | 8.20 | 20.99 | |||
| UPWK | 3.03 | 0.37 | 0.12 | 0.42 | 2.86 | 7.75 | 20.70 | |||
| SBLK | 1.35 | (0.13) | 0.00 | (0.15) | 0.00 | 3.10 | 8.47 | |||
| AMRC | 2.85 | 0.00 | 0.01 | 0.06 | 3.29 | 7.68 | 21.09 | |||
| BWLP | 1.63 | (0.39) | 0.00 | (1.07) | 0.00 | 3.37 | 8.94 | |||
| LUNR | 4.12 | 0.18 | 0.06 | 0.12 | 5.10 | 8.28 | 23.55 | |||
| HUBG | 1.66 | 0.20 | 0.10 | 0.23 | 1.88 | 4.43 | 10.93 | |||
| ALG | 1.17 | (0.25) | 0.00 | (0.28) | 0.00 | 2.28 | 5.02 | |||
| PSIX | 3.99 | (0.61) | 0.00 | (0.19) | 0.00 | 7.03 | 29.92 |
CompoSecure, Corporate Management
| Gregoire Maes | Chief Officer | Profile | |
| Steven Esq | General Secretary | Profile | |
| Timothy Fitzsimmons | Chief Officer | Profile | |
| Anthony Piniella | Head Communications | Profile | |
| Stacey Gutman | Chief Officer | Profile |