Castellum Correlations

CTM Stock

USD 1.34 0.15 10.07%

The current 90-days correlation between Castellum and Data Storage Corp is -0.03 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Castellum moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Castellum moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Castellum Correlation With Market

Modest diversification

The correlation between Castellum and DJI is 0.24 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Castellum and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Castellum Stock

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

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

Moving together with Castellum Stock

0.64	SAIHW	SAIHEAT Limited Symbol Change	Pair Corr
0.62	VNET	VNET Group DRC Downward Rally	Pair Corr
0.68	GDS	GDS Holdings	Pair Corr
0.64	IBM	International Business Earnings Call This Week	Pair Corr
0.62	JFU	9F Inc	Pair Corr
0.78	PSN	Parsons Corp Earnings Call Next Week	Pair Corr
0.8	VYX	NCR Voyix	Pair Corr
0.66	IBEX	IBEX	Pair Corr
0.65	INOD	Innodata	Pair Corr

Moving against Castellum Stock

0.54	IT	Gartner	Pair Corr
0.47	FI	Fiserv, Earnings Call Tomorrow	Pair Corr
0.43	MFH	Mercurity Fintech Holding	Pair Corr
0.36	AUR	Aurora Innovation Aggressive Push	Pair Corr
0.64	GDYN	Grid Dynamics Holdings	Pair Corr
0.6	JDZG	JIADE LIMITED Common	Pair Corr
0.55	AUROW	Aurora Innovation Tech Boost	Pair Corr
0.53	GLOB	Globant SA	Pair Corr
0.4	HCKT	Hackett Group	Pair Corr

Related Correlations Analysis

	WYY	DTST	USIO	FOXO	FRGT	LASE	PXMD	BIAF
WYY		0.1	0.07	0.35	0.67	0.28	0.0	-0.35	WYY
DTST	0.1		0.3	-0.05	0.02	0.31	0.0	-0.01	DTST
USIO	0.07	0.3		0.0	0.1	0.81	0.0	0.34	USIO
FOXO	0.35	-0.05	0.0		0.77	0.22	0.0	0.43	FOXO
FRGT	0.67	0.02	0.1	0.77		0.35	0.0	0.21	FRGT
LASE	0.28	0.31	0.81	0.22	0.35		0.0	0.24	LASE
PXMD	0.0	0.0	0.0	0.0	0.0	0.0		0.0	PXMD
BIAF	-0.35	-0.01	0.34	0.43	0.21	0.24	0.0		BIAF
	WYY	DTST	USIO	FOXO	FRGT	LASE	PXMD	BIAF

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

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

LASE	+ 0.81	USIO
FRGT	+ 0.77	FOXO
FRGT	+ 0.67	WYY
BIAF	+ 0.43	FOXO
FOXO	+ 0.35	WYY
LASE	+ 0.35	FRGT

High negative correlations

BIAF	- 0.35	WYY
FOXO	- 0.05	DTST
BIAF	- 0.01	DTST
BIAF	- 0.0	PXMD
PXMD	- 0.0	LASE
PXMD	- 0.0	FRGT

Risk-Adjusted Indicators

There is a big difference between Castellum Stock performing well and Castellum 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 Castellum'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
WYY	4.36	0.17	0.04	0.23	5.84	(4.51)	9.13	(8.59)	41.83
DTST	3.27	0.43	0.15	0.40	2.78	(4.07)	4.55	(5.26)	65.67
USIO	2.13	0.32	0.07	3.26	2.63	(2.41)	5.19	(3.87)	17.49
FOXO	7.75	(1.73)	0.00	0.84	0.00	0.00	6.67	(15.38)	204.36
FRGT	7.03	(0.54)	0.00	(0.04)	0.00	0.00	10.33	(11.02)	141.46
LASE	4.69	0.26	0.06	0.28	5.19	(5.33)	13.39	(7.66)	38.35
PXMD	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
BIAF	8.11	0.26	0.01	1.86	10.02	(10.99)	17.24	(15.56)	65.80

Castellum Corporate Management

Amanda Douglas	Corporate Controller	Profile
Andrew Merriman	Chief Officer	Profile
Glen Ives	Chief Officer	Profile
Ian Gerrard	Head Accounting	Profile

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC