Graham Correlations

GHM Stock

USD 34.97 0.08 0.23%

The current 90-days correlation between Graham and Luxfer Holdings PLC is -0.1 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Graham moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Graham moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Graham Correlation With Market

Poor diversification

The correlation between Graham and DJI is 0.62 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Graham and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Graham Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Graham. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in rate.

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

Moving together with Graham Stock

0.69	BW	Babcock Wilcox Enter	Pair Corr
0.77	CR	Crane Company	Pair Corr
0.72	HI	Hillenbrand	Pair Corr
0.74	IR	Ingersoll Rand	Pair Corr
0.76	PH	Parker Hannifin	Pair Corr
0.65	RR	Richtech Robotics Class	Pair Corr
0.69	MKDWW	MKDWELL Tech Warrants	Pair Corr
0.77	ENOV	Enovis Corp	Pair Corr
0.74	CVV	CVD Equipment	Pair Corr
0.79	CXT	Crane NXT	Pair Corr
0.62	DCI	Donaldson	Pair Corr
0.74	DOV	Dover	Pair Corr
0.76	EMR	Emerson Electric	Pair Corr
0.8	ETN	Eaton PLC	Pair Corr
0.82	FLS	Flowserve	Pair Corr
0.76	IEX	IDEX	Pair Corr
0.76	ITT	ITT Inc	Pair Corr
0.7	MIR	Mirion Technologies	Pair Corr
0.79	XMTR	Xometry	Pair Corr
0.73	NNE	Nano Nuclear Energy Sell-off Trend	Pair Corr
0.79	PNR	Pentair PLC	Pair Corr
0.82	RRX	Regal Beloit	Pair Corr
0.84	SMR	Nuscale Power Corp	Pair Corr

Moving against Graham Stock

0.44	CYD	China Yuchai Interna	Pair Corr
0.52	HCAI	Hauchen AI Parking	Pair Corr
0.32	XCH	XCHG Limited American	Pair Corr

Related Correlations Analysis

	LXFR	EPAC	KAI	OFLX	HLIO	NPO	HURC	GRC
LXFR		0.84	0.83	0.74	0.93	0.94	0.91	0.8	LXFR
EPAC	0.84		0.82	0.75	0.86	0.88	0.7	0.84	EPAC
KAI	0.83	0.82		0.78	0.87	0.89	0.75	0.73	KAI
OFLX	0.74	0.75	0.78		0.81	0.75	0.58	0.64	OFLX
HLIO	0.93	0.86	0.87	0.81		0.92	0.87	0.82	HLIO
NPO	0.94	0.88	0.89	0.75	0.92		0.8	0.85	NPO
HURC	0.91	0.7	0.75	0.58	0.87	0.8		0.69	HURC
GRC	0.8	0.84	0.73	0.64	0.82	0.85	0.69		GRC
	LXFR	EPAC	KAI	OFLX	HLIO	NPO	HURC	GRC

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Risk-Adjusted Indicators

There is a big difference between Graham Stock performing well and Graham 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 Graham'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
LXFR	2.02	(0.25)	0.00	2.98	0.00	0.00	2.91	(5.51)	13.86
EPAC	1.94	0.10	0.00	(0.03)	0.00	0.00	3.34	(3.37)	16.25
KAI	2.22	(0.32)	0.00	1.84	0.00	0.00	4.03	(5.03)	19.38
OFLX	1.84	(0.32)	0.00	(8.04)	0.00	0.00	3.18	(3.36)	11.85
HLIO	2.25	(0.28)	0.00	(0.29)	0.00	0.00	7.16	(4.83)	20.69
NPO	2.33	(0.06)	0.00	0.23	0.00	0.00	4.42	(4.78)	18.84
HURC	2.47	(0.44)	0.00	(2.44)	0.00	0.00	4.92	(6.09)	16.07
GRC	1.53	0.14	0.05	0.02	2.34	(1.40)	2.67	(3.28)	12.21

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