SOS Correlations

SOS Stock

USD 8.13 0.06 0.74%

The correlation of SOS 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.

SOS Correlation With Market

Modest diversification

The correlation between SOS Limited and DJI is 0.2 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SOS Limited and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with SOS Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SOS 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 persons.

Moving together with SOS Stock

0.66	BTM	Bitcoin Depot	Pair Corr
0.65	CLH	Clean Harbors	Pair Corr
0.85	FOUR	Shift4 Payments	Pair Corr

Moving against SOS Stock

0.67	VCIG	VCI Global Limited	Pair Corr
0.64	VIRC	Virco Manufacturing	Pair Corr
0.51	NL	NL Industries	Pair Corr
0.44	AWX	Avalon Holdings	Pair Corr
0.37	G	Genpact Limited	Pair Corr
0.49	GEO	Geo Group	Pair Corr
0.49	GFL	Gfl Environmental	Pair Corr
0.49	KBR	KBR Inc Earnings Call This Week	Pair Corr
0.31	DSS	DSS Inc	Pair Corr

Related Correlations Analysis

	BKKT	MARK	MOGO	KPLT	EBON	CAN	MARA	BTBT	OCGN
BKKT		0.0	0.87	0.34	0.37	0.4	0.92	0.91	0.62	BKKT
MARK	0.0		0.0	0.0	0.0	0.0	0.0	0.0	0.0	MARK
MOGO	0.87	0.0		0.4	0.36	0.26	0.84	0.82	0.5	MOGO
KPLT	0.34	0.0	0.4		0.42	-0.02	0.38	0.42	0.6	KPLT
EBON	0.37	0.0	0.36	0.42		0.53	0.5	0.37	0.14	EBON
CAN	0.4	0.0	0.26	-0.02	0.53		0.56	0.42	-0.08	CAN
MARA	0.92	0.0	0.84	0.38	0.5	0.56		0.88	0.54	MARA
BTBT	0.91	0.0	0.82	0.42	0.37	0.42	0.88		0.63	BTBT
OCGN	0.62	0.0	0.5	0.6	0.14	-0.08	0.54	0.63		OCGN
	BKKT	MARK	MOGO	KPLT	EBON	CAN	MARA	BTBT	OCGN

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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

MARA	+ 0.92	BKKT
BTBT	+ 0.91	BKKT
BTBT	+ 0.88	MARA
MOGO	+ 0.87	BKKT
MARA	+ 0.84	MOGO
BTBT	+ 0.82	MOGO

High negative correlations

OCGN	- 0.08	CAN
CAN	- 0.02	KPLT
OCGN	- 0.0	MARK
BTBT	- 0.0	MARK
MARA	- 0.0	MARK
CAN	- 0.0	MARK

Risk-Adjusted Indicators

There is a big difference between SOS Stock performing well and SOS 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 SOS'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
BKKT	6.58	1.72	0.34	1.07	4.92	(8.65)	15.40	(8.98)	59.83
MARK	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
MOGO	7.71	2.24	0.42	3.03	4.65	(13.11)	20.93	(9.43)	126.79
KPLT	3.43	0.37	0.07	55.49	3.40	(4.57)	13.33	(5.47)	29.23
EBON	3.34	0.49	0.16	0.47	2.82	(4.19)	8.22	(5.21)	43.59
CAN	5.66	0.30	0.10	0.23	5.40	(7.22)	12.64	(10.14)	45.03
MARA	3.44	0.55	0.18	0.37	3.43	(3.83)	10.29	(5.88)	24.01
BTBT	4.77	1.23	0.26	0.86	4.23	(6.17)	13.85	(6.16)	30.85
OCGN	3.44	0.62	0.13	0.85	4.08	(3.80)	7.62	(6.03)	19.13

SOS Corporate Management

Douglas Brown	Non-Executive Independent Director	Profile
Kevin Kong	General Counsel	Profile
Ronggang Zhang	Non-Executive Independent Director	Profile
Edward Yan	Independent Director	Profile
Wenbin Wu	Non-Executive Independent Director	Profile

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