SaverOne 2014 Correlations
| SVREW Stock | USD 0.04 0.00 0.00% |
The current 90-days correlation between SaverOne 2014 and SaverOne 2014 Ltd is 0.07 (i.e., Significant diversification). The correlation of SaverOne 2014 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.
SaverOne 2014 Correlation With Market
Significant diversification
The correlation between SaverOne 2014 Ltd and DJI is 0.02 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SaverOne 2014 Ltd and DJI in the same portfolio, assuming nothing else is changed.
Moving against SaverOne Stock
| 0.38 | FTV | Fortive Corp | PairCorr |
| 0.36 | MLAB | Mesa Laboratories | PairCorr |
| 0.39 | ARQQW | Arqit Quantum Warrants | PairCorr |
| 0.37 | NRDY | Nerdy Inc | PairCorr |
| 0.32 | SOTK | Sono Tek Corp | PairCorr |
Related Correlations Analysis
| 0.69 | -0.71 | -0.42 | 0.81 | SVRE | ||
| 0.69 | -0.71 | -0.59 | 0.42 | RVSNW | ||
| -0.71 | -0.71 | 0.58 | -0.53 | STSSW | ||
| -0.42 | -0.59 | 0.58 | -0.23 | JFBRW | ||
| 0.81 | 0.42 | -0.53 | -0.23 | BIAFW | ||
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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
| High negative correlations
|
Risk-Adjusted Indicators
There is a big difference between SaverOne Stock performing well and SaverOne 2014 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 SaverOne 2014'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SVRE | 6.78 | (0.85) | 0.00 | (0.61) | 0.00 | 15.34 | 59.01 | |||
| RVSNW | 8.73 | 0.05 | 0.01 | 0.16 | 9.89 | 22.36 | 66.13 | |||
| STSSW | 11.25 | 1.94 | 0.19 | 1.94 | 9.27 | 19.01 | 219.82 | |||
| JFBRW | 12.37 | 1.47 | 0.10 | 0.75 | 13.00 | 30.00 | 90.69 | |||
| BIAFW | 11.46 | 0.10 | 0.01 | 0.22 | 11.77 | 46.15 | 165.91 |
SaverOne 2014 Corporate Management
| Alon Refaeli | Head Market | Profile | |
| Yossi Cohen | Founder COO | Profile | |
| Aviram Meidan | VP RD | Profile | |
| Tony Klein | Chief Officer | Profile | |
| Omri Hagai | Chief Officer | Profile | |
| Israel Eybi | Chief Officer | Profile |