SF Urban Correlations

SFPN Stock

CHF 97.80 0.20 0.20%

The current 90-days correlation between SF Urban Properties and Warteck Invest is 0.03 (i.e., Significant diversification). The correlation of SF Urban 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. If the correlation is 0, the equities are not correlated; they are entirely random.

SF Urban Correlation With Market

Significant diversification

The correlation between SF Urban Properties and DJI is 0.06 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SF Urban Properties and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to SF Urban could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace SF Urban 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 SF Urban - 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 SF Urban Properties to buy it.

Moving together with SFPN Stock

0.62	SPSN	Swiss Prime Site	Pair Corr
0.85	BANB	Bachem Holding AG Earnings Call This Week	Pair Corr
0.67	MOBN	Mobimo Hldg	Pair Corr
0.66	OERL	OC Oerlikon Corp	Pair Corr
0.74	ADXN	Addex Therapeutics	Pair Corr
0.76	UBSG	UBS Group AG	Pair Corr
0.73	INRN	Interroll Holding	Pair Corr
0.63	SCHN	Schindler Holding	Pair Corr
0.78	ABBN	ABB	Pair Corr
0.86	SWON	SoftwareONE Holding	Pair Corr
0.74	ALSN	Also Holding AG Earnings Call This Week	Pair Corr
0.81	MEDX	medmix AG Earnings Call This Week	Pair Corr
0.8	COTN	Comet Holding AG	Pair Corr
0.83	BUCN	Bucher Industries	Pair Corr
0.89	UBXN	U Blox Holding	Pair Corr
0.89	IFCN	Inficon Holding	Pair Corr
0.84	BEKN	Berner Kantonalbank	Pair Corr
0.87	CICN	Cicor Technologies Earnings Call This Week	Pair Corr
0.79	KLIN	Klingelnberg AG	Pair Corr
0.65	SWTQ	Schweiter Technologies Earnings Call This Week	Pair Corr
0.73	SLHN	Swiss Life Holding	Pair Corr
0.89	IMPN	Implenia AG	Pair Corr
0.87	CPHN	CPH Chemie und	Pair Corr
0.82	FHZN	Flughafen Zurich	Pair Corr
0.88	BRKN	Burkhalter Holding	Pair Corr
0.8	HELN	Helvetia Holding	Pair Corr

Related Correlations Analysis

	MOBN	ALLN	WARN	ZUGN	HIAG
MOBN		0.88	0.72	0.6	0.64	MOBN
ALLN	0.88		0.75	0.6	0.51	ALLN
WARN	0.72	0.75		0.63	0.62	WARN
ZUGN	0.6	0.6	0.63		0.55	ZUGN
HIAG	0.64	0.51	0.62	0.55		HIAG
	MOBN	ALLN	WARN	ZUGN	HIAG

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Risk-Adjusted Indicators

There is a big difference between SFPN Stock performing well and SF Urban 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 SF Urban'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
MOBN	0.60	0.10	(0.08)	(0.33)	0.60	(0.75)	1.40	(1.23)	3.48
ALLN	0.56	0.07	(0.11)	(0.19)	0.67	(0.62)	1.29	(1.09)	3.73
WARN	0.47	0.08	(0.04)	0.49	0.23	(0.82)	1.25	(0.99)	4.12
ZUGN	0.95	0.04	(0.06)	0.54	1.02	(1.27)	2.35	(2.28)	5.62
HIAG	0.88	0.28	0.09	(0.67)	0.80	(1.08)	2.04	(1.09)	6.59

Be your own money manager

Our tools can tell you how much better you can do entering a position in SF Urban 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.

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