Investor Correlations
| IVSXF Stock | USD 18.72 0.53 2.75% |
The correlation of Investor is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Investor moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Investor AB moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Investor AB. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in banks. Investor |
The ability to find closely correlated positions to Investor could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Investor 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 Investor - 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 Investor AB to buy it.
Moving together with Investor Pink Sheet
| + | 0.7 | VLKPF | Volkswagen AG VZO | PairCorr | ||
| + | 0.69 | VWAPY | Volkswagen AG Pref | PairCorr | ||
| + | 0.67 | VWAGY | Volkswagen AG 110 | PairCorr | ||
| + | 0.66 | VLKAF | Volkswagen AG | PairCorr |
Moving against Investor Pink Sheet
| - | 0.5 | APO | Apollo Global Management | Sell-off Trend | PairCorr | |
| - | 0.47 | MRO | Marathon Oil | Report 1st of November 2023 | PairCorr | |
| - | 0.76 | CSCO | Cisco Systems | Aggressive Push | PairCorr |
Related Correlations Analysis
BX | BLK | APO | AMP | BK | ARES | VZ | ||
BX | 0.12 | 0.89 | 0.51 | 0.14 | 0.94 | -0.48 | BX | |
BLK | 0.12 | -0.28 | 0.78 | 0.59 | -0.04 | 0.11 | BLK | |
APO | 0.89 | -0.28 | 0.21 | -0.04 | 0.93 | -0.49 | APO | |
AMP | 0.51 | 0.78 | 0.21 | 0.73 | 0.4 | -0.27 | AMP | |
BK | 0.14 | 0.59 | -0.04 | 0.73 | 0.06 | 0.02 | BK | |
ARES | 0.94 | -0.04 | 0.93 | 0.4 | 0.06 | -0.5 | ARES | |
VZ | -0.48 | 0.11 | -0.49 | -0.27 | 0.02 | -0.5 | VZ | |
BX | BLK | APO | AMP | BK | ARES | VZ |
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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 | High negative correlations |
Risk-Adjusted Indicators
There is a big difference between Investor Pink Sheet performing well and Investor 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 Investor'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 | Information Ratio | Expected Shortfall | Potential Upside | Value At@Risk | Maximum Drawdown | |
|---|---|---|---|---|---|---|---|---|---|---|
| BX | 1.26 | 0.30 | 0.18 | 0.18 | 1.29 | 0.17 | (1.40) | 3.39 | (2.71) | 9.41 |
| BLK | 0.87 | (0.04) | 0.00 | (0.05) | 0.00 | (0.0457) | 0.00 | 1.90 | (2.02) | 5.13 |
| APO | 1.08 | 0.31 | 0.21 | 0.26 | 1.15 | 0.20 | (1.18) | 2.70 | (1.93) | 10.06 |
| AMP | 0.83 | 0.06 | 0.05 | 0.02 | 0.97 | 0.0485 | (0.88) | 1.40 | (1.79) | 5.06 |
| BK | 1.04 | 0.02 | 0.00 | (0.01) | 0.00 | 0.0083 | 0.00 | 1.82 | (1.73) | 8.11 |
| ARES | 1.02 | 0.18 | 0.12 | 0.12 | 1.26 | 0.12 | (1.01) | 2.08 | (1.99) | 8.56 |
| VZ | 0.95 | (0.14) | 0.00 | (0.23) | 0.00 | (0.09) | 0.00 | 1.46 | (1.91) | 8.05 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Investor 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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Investor Corporate Directors
Investor corporate directors refer to members of an Investor board of directors. The board of directors generally takes responsibility for the Investor's affairs and long-term direction of the entity. A corporate director does not make decisions for the corporation on his own. As a member of the board of directors, she or he must function as a part of a group that makes decisions on behalf of the business only by the board of directors' meetings. To pass a resolution, a majority of Investor's board members must vote for the resolution. The Investor board of directors' duties also include the election, removal, and supervision of officers, including the adoption, amendment, and repeal of bylaws.| Josef Ackermann | Independent Director | Profile | |
| Magdalena Gerger | Director | Profile | |
| Sara Ohrvall | Director | Profile | |
| Gunnar Brock | Director | Profile |
Already Invested in Investor AB?
The danger of trading Investor AB is mainly related to its market volatility and company specific events. As an investor, you must understand the concept of risk-adjusted return before you start trading. The most common way to measure the risk of Investor is by using the Sharpe ratio. The ratio expresses how much excess return you acquire for the extra volatility you endure for holding a more risker asset than Investor. The Shape ratio is calculated by using standard deviation and excess return to determine reward per unit of risk. To understand how volatile Investor AB is, you must compare it to a benchmark. Traditionally, the risk-free rate of return is the rate of return on the shortest-dated U.S. Treasury, such as a 3-year bond.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Investor AB. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in banks. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Complementary Tools for Investor Pink Sheet analysis
When running Investor's price analysis, check to measure Investor's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Investor is operating at the current time. Most of Investor's value examination focuses on studying past and present price action to predict the probability of Investor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investor's price. Additionally, you may evaluate how the addition of Investor to your portfolios can decrease your overall portfolio volatility.
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