PEPKOR Correlations
| S1VA Stock | EUR 1.31 0.02 1.55% |
The current 90-days correlation between PEPKOR LTD and EBRO FOODS is -0.16 (i.e., Good diversification). The correlation of PEPKOR 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.
PEPKOR Correlation With Market
Good diversification
The correlation between PEPKOR LTD and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding PEPKOR LTD and DJI in the same portfolio, assuming nothing else is changed.
PEPKOR |
The ability to find closely correlated positions to PEPKOR could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace PEPKOR when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back PEPKOR - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling PEPKOR LTD to buy it.
Moving together with PEPKOR Stock
| 0.63 | HY7 | Shoprite Holdings | PairCorr |
| 0.66 | DL7A | Dillards | PairCorr |
| 0.74 | 4HP | Isetan Mitsukoshi | PairCorr |
| 0.74 | 74F | LIFE BANC SPLIT | PairCorr |
| 0.81 | E908 | Lyxor 1 | PairCorr |
| 0.81 | DBPE | Xtrackers LevDAX | PairCorr |
Moving against PEPKOR Stock
Related Correlations Analysis
| 0.76 | 0.24 | 0.83 | 0.57 | 0.76 | 28Y | ||
| 0.76 | 0.61 | 0.75 | 0.9 | 0.92 | CAI | ||
| 0.24 | 0.61 | 0.14 | 0.66 | 0.6 | PG4 | ||
| 0.83 | 0.75 | 0.14 | 0.63 | 0.72 | AZU | ||
| 0.57 | 0.9 | 0.66 | 0.63 | 0.83 | RN7 | ||
| 0.76 | 0.92 | 0.6 | 0.72 | 0.83 | EBO | ||
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between PEPKOR Stock performing well and PEPKOR 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 PEPKOR'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| 28Y | 1.20 | 0.13 | 0.01 | 0.66 | 1.30 | 2.79 | 12.11 | |||
| CAI | 0.62 | 0.31 | 0.27 | (3.08) | 0.00 | 1.66 | 3.63 | |||
| PG4 | 1.14 | 0.18 | 0.01 | (0.55) | 1.20 | 2.32 | 10.16 | |||
| AZU | 0.69 | 0.04 | (0.06) | 0.32 | 0.80 | 1.47 | 3.51 | |||
| RN7 | 1.30 | 0.24 | 0.13 | 0.44 | 1.09 | 3.28 | 10.33 | |||
| EBO | 1.35 | 0.41 | 0.18 | (1.62) | 0.94 | 3.68 | 9.68 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in PEPKOR without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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PEPKOR Corporate Management
Elected by the shareholders, the PEPKOR's board of directors comprises two types of representatives: PEPKOR inside directors who are chosen from within the company, and outside directors, selected externally and held independent of PEPKOR. The board's role is to monitor PEPKOR's management team and ensure that shareholders' interests are well served. PEPKOR'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, PEPKOR's outside directors are responsible for providing unbiased perspectives on the board's policies.
| Jayendra Naidoo | Non-Executive Chairman of the Board | Profile | |
| Mark Harris | Non-Executive Independent Director | Profile | |
| Jacob Wiese | Non-Executive Director | Profile | |
| Louis Preez | Non-Executive Director | Profile | |
| Stephanus Muller | Non-Executive Independent Director | Profile |