Apple Related Correlations

Apple Inc -- USA Stock  

USD 169.98  4.98  2.85%

This module allows you to generate correlation matrix for Apple and other related equities to check the degree to which . Apple Inc price movement is correlated to its related entities. Use comma (,) to separate each symbol. If not specified, the peers will be provided automatically based on Macroaxis sector classification standards for Apple Inc. To filter out specific equities, please toggle its corresponding legend item. Check also Trending Equities.
Investment Horizon     30 Days    Login   to change
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Correlation Matchups

High positive correlations

   

Insignificant Correlation

   

High negative correlations

Weakest Diversification

   

Strongest Diversification

   

Weakest Diversification

Performance Indicators

Mean
Deviation
Jensen
Alpha
Sortino
Ratio
Treynor
Ratio
Semi
Deviation
Information
Ratio
Expected
Shortfall
Potential
Upside
Value
At Risk
Maximum
Drawdown
 0.75 (0.06)  0.00  0.1  0.00 (0.14)  0.00  1.54 (1.25)  1.26 
 1.06  0.47  0.47  1.19  0.38  0.33 (1.46)  2.61 (1.32)  5.09 
 0.92  0.25  0.12 (0.65)  1.3  0.13 (1.01)  2.43 (2.15)  6.49 
 0.84 (0.26)  0.00 (1.22)  0.00 (0.24)  0.00  1.43 (1.67)  4.39 
 0.79  0.23  0.23 (5.63)  0.35  0.15 (1.05)  1.75 (0.7)  6.3 
 0.89 (0.21)  0.00  0.24  0.00 (0.26)  0.00  1.13 (1.74)  5.05