MF International Correlations

MFI Stock

24.99 3.13 11.13%

The current 90-days correlation between mF International and CapitaLand Investment Limited is 0.23 (i.e., Modest diversification). The correlation of MF International 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.

MF International Correlation With Market

Significant diversification

The correlation between mF International Limited and DJI is 0.01 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding mF International Limited and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with MFI Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in mF International Limited. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in census.

Moving together with MFI Stock

0.75	AZ	A2Z Smart Technologies	Pair Corr
0.61	BL	Blackline	Pair Corr
0.64	DT	Dynatrace Holdings LLC	Pair Corr
0.76	DV	DoubleVerify Holdings	Pair Corr
0.74	VS	Versus Systems	Pair Corr
0.79	DOMO	Domo Inc Tech Boost	Pair Corr
0.62	VERB	Verb Technology	Pair Corr
0.72	AMODW	Alpha Modus Holdings, Symbol Change	Pair Corr
0.75	VTSI	VirTra Inc	Pair Corr
0.9	EGAN	eGain	Pair Corr
0.66	EGHT	8x8 Common Stock	Pair Corr
0.73	ETWO	E2open Parent Holdings	Pair Corr
0.63	API	Agora Inc	Pair Corr
0.74	BMR	Beamr Imaging	Pair Corr
0.82	BSY	Bentley Systems	Pair Corr

Moving against MFI Stock

0.78	VERX	Vertex	Pair Corr
0.59	VBIX	Viewbix Common Stock	Pair Corr
0.55	DOCU	DocuSign Sell-off Trend	Pair Corr
0.39	WK	Workiva	Pair Corr
0.35	PD	Pagerduty	Pair Corr
0.85	VMEO	Vimeo Inc	Pair Corr
0.75	WETO	Webus International	Pair Corr
0.74	EPWK	EPWK Holdings	Pair Corr
0.59	DSGX	Descartes Systems	Pair Corr
0.42	FICO	Fair Isaac Earnings Call Next Week	Pair Corr
0.41	ILLRW	Triller Group Symbol Change	Pair Corr
0.36	EXFY	Expensify	Pair Corr
0.32	WDAY	Workday	Pair Corr
0.79	HKD	AMTD Digital Earnings Call This Week	Pair Corr
0.73	FRGT	Freight Technologies	Pair Corr
0.36	DSP	Viant Technology	Pair Corr

Related Correlations Analysis

	CLILF	MTG	COTY	PG	IPAR	CHD	ATH-PD
CLILF		0.43	-0.09	-0.61	0.46	-0.17	0.8	CLILF
MTG	0.43		-0.09	-0.2	0.76	-0.46	0.62	MTG
COTY	-0.09	-0.09		-0.05	0.03	0.02	0.12	COTY
PG	-0.61	-0.2	-0.05		-0.21	0.56	-0.53	PG
IPAR	0.46	0.76	0.03	-0.21		-0.22	0.71	IPAR
CHD	-0.17	-0.46	0.02	0.56	-0.22		-0.25	CHD
ATH-PD	0.8	0.62	0.12	-0.53	0.71	-0.25		ATH-PD
	CLILF	MTG	COTY	PG	IPAR	CHD	ATH-PD

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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

ATH-PD	+ 0.8	CLILF
IPAR	+ 0.76	MTG
ATH-PD	+ 0.71	IPAR
ATH-PD	+ 0.62	MTG
CHD	+ 0.56	PG
IPAR	+ 0.46	CLILF

High negative correlations

PG	- 0.61	CLILF
ATH-PD	- 0.53	PG
CHD	- 0.46	MTG
ATH-PD	- 0.25	CHD
CHD	- 0.22	IPAR
IPAR	- 0.21	PG

Risk-Adjusted Indicators

There is a big difference between MFI Stock performing well and MF International 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 MF International'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
CLILF	0.64	0.23	0.00	2.51	0.00	0.00	0.00	0.00	10.53
MTG	1.17	(0.08)	(0.04)	0.06	1.53	(1.18)	2.42	(2.46)	7.29
COTY	2.01	(0.22)	0.00	(0.03)	0.00	0.00	5.47	(3.76)	14.59
PG	0.86	(0.17)	0.00	(0.26)	0.00	0.00	1.29	(1.90)	6.28
IPAR	1.21	0.25	0.15	0.64	1.00	(1.44)	2.58	(2.08)	12.00
CHD	0.92	(0.21)	0.00	(0.21)	0.00	0.00	1.82	(2.01)	9.36
ATH-PD	0.46	0.05	(0.10)	0.43	0.41	(0.54)	1.15	(0.94)	2.68

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