Sa Real Related Correlations

SAREX Fund

USD 10.09 0.10 0.98%

Generate correlation matrix for Sa Real and other related equities to check the degree to which Sa Real Estate 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 Sa Real Estate. To filter out specific equities, please toggle its corresponding legend item. Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sa Real Estate. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in income.

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Please note, there is a significant difference between Sa Real's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sa Real is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sa Real's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Correlations

	ACSLX	SCRYY	AQUI	MSTSX	ABHYX	LBHIX	ID	VIASP
ACSLX		0.58	0.7	0.88	0.79	0.7	0.71	0.67	ACSLX
SCRYY	0.58		0.38	0.71	0.57	0.52	0.68	0.75	SCRYY
AQUI	0.7	0.38		0.71	0.69	0.3	0.59	0.62	AQUI
MSTSX	0.88	0.71	0.71		0.82	0.72	0.77	0.78	MSTSX
ABHYX	0.79	0.57	0.69	0.82		0.7	0.78	0.65	ABHYX
LBHIX	0.7	0.52	0.3	0.72	0.7		0.53	0.48	LBHIX
ID	0.71	0.68	0.59	0.77	0.78	0.53		0.67	ID
VIASP	0.67	0.75	0.62	0.78	0.65	0.48	0.67		VIASP
	ACSLX	SCRYY	AQUI	MSTSX	ABHYX	LBHIX	ID	VIASP

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Risk-Adjusted Indicators

There is a big difference between SAREX Mutual Fund performing well and Sa Real Mutual Fund 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 Sa Real'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
ACSLX	0.73	(0.06)	(0.05)	0.03	0.89	(0.78)	1.46	(1.59)	4.81
SCRYY	1.67	0.14	0.03	14.88	1.90	(1.88)	4.10	(3.15)	12.54
AQUI	1.32	0.62	0.00	1.04	0.00	0.00	0.00	0.00	25.00
MSTSX	0.46	(0.01)	(0.03)	0.07	0.60	(0.51)	1.03	(1.06)	3.20
ABHYX	0.16	0.01	(0.22)	2.44	0.19	(0.22)	0.45	(0.34)	1.61
LBHIX	0.19	(0.02)	(0.24)	(0.01)	0.21	(0.30)	0.49	(0.48)	1.21
ID	7.89	2.84	0.29	(0.98)	7.01	(11.48)	15.25	(13.79)	120.24
VIASP	1.40	0.18	0.09	0.24	1.87	(1.52)	3.60	(2.72)	13.41

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Sa Real Related Correlations

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