China Construction Related Correlations
CICHF Stock | USD 0.64 0.01 1.54% |
Correlations
0.81 | 0.87 | 0.76 | 0.78 | ANZGY | ||
0.81 | 0.92 | 0.63 | 0.81 | BML-PG | ||
0.87 | 0.92 | 0.68 | 0.87 | BML-PJ | ||
0.76 | 0.63 | 0.68 | 0.67 | WFC-PY | ||
0.78 | 0.81 | 0.87 | 0.67 | BML-PL | ||
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Risk-Adjusted Indicators
There is a big difference between China Pink Sheet performing well and China Construction 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 China Construction'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
ANZGY | 0.88 | 0.06 | 0.01 | 0.26 | 1.31 | 1.87 | 7.26 | |||
BML-PG | 0.52 | 0.04 | 0.00 | 0.19 | 0.51 | 1.37 | 3.20 | |||
BML-PJ | 0.31 | 0.03 | (0.03) | 0.23 | 0.29 | 0.98 | 2.23 | |||
WFC-PY | 0.47 | (0.03) | (0.08) | 0.00 | 0.68 | 0.83 | 3.34 | |||
BML-PL | 0.44 | 0.00 | (0.08) | 0.07 | 0.50 | 0.97 | 2.67 |