Coinbase Bitcoin Related Correlations

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Crypto Coinbase Bitcoin USD
COINBASBTC -- Cryptlandia Crypto  

USD 3,597  8.95  0.25%

This module allows you to generate correlation matrix for Coinbase Bitcoin and other related equities to check the degree to which . Coinbase Bitcoin USD 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 Coinbase Bitcoin USD. To filter out specific equities, please toggle its corresponding legend item. Check also Trending Equities.
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Correlation Matchups

High positive correlations

LIVECOIDASH
CEXIODASH
EXMODASH
CEXIODASH
LIVECOIDASH
EXMODASH
YOBITSWING
YOBITBBCC
YOBITBTS
YOBITBBCC
YOBITSWING
YOBITBTS
  

Insignificant Correlation

CEXIODASH
LIVECOICPC
LIVECOIDASH
LIVECOILEO
CEXIODASH
LIVECOILEO
CEXIODASH
LIVECOICPC
LIVECOIDASH
LIVECOICPC
EXMODASH
LIVECOICPC
  

High negative correlations

YOBITEDRC
YOBITSWING
YOBITEDRC
YOBITBTS
YOBITEDRC
YOBITBBCC
YOBITEDRC
LIVECOICPC
EXMODASH
YOBITEDRC
LIVECOILEO
YOBITSWING

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
 6.84  2.47  0.00 (1.90)  0.00  0.09  0.00  0.00  0.00  50.12 
 8.96  1.00  0.00  0.24  0.00  0.06  0.00  0.02 (35.00)  149.99 
 5.12  0.45  0.00  3.16  0.00  0.0235  0.00  9.29 (11.63)  91.21 
 0.90  0.18  0.00 (0.96)  0.00  0.0262  0.00  0.00  0.00  19.92 
 6.44 (1.31)  0.00 (45.95)  0.00 (0.15)  0.00  18.24 (15.21)  45.19 
 7.04  0.93  0.13  0.87  6.56  0.08 (10.70)  18.01 (10.31)  76.03 
 8.48  2.72  0.28  1.36  7.70  0.25 (10.71)  25.00 (14.52)  48.79 
 3.87  0.78  0.18  35.12  3.31  0.12 (4.49)  10.67 (6.74)  27.78 
 3.97  0.74  0.13 (2.10)  4.40  0.10 (4.47)  11.51 (7.66)  34.38 
 4.51  0.94  0.17  18.97  4.47  0.13 (5.39)  13.49 (8.89)  34.52 
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