Ambarella Correlations

AMBA Stock

USD 54.02 -1.84 -3.29%

Current 90-days correlation between Ambarella and IPG Photonics is 0.2 (i.e., Modest diversification).A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Ambarella moves, either up or down, the other security will move in the same direction.

Ambarella Market Linkage

Very weak diversification

The correlation between AMBA and DJI is 0.56, which Macroaxis classifies as Very weak diversification for the selected horizon. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.

Build portfolio with Ambarella Stock

Ambarella has a market cap of 2.33 B, operating margin of -17.07%, ROE of -13.12%. Allocation context is available in Trending Equities. Portfolio composition is shown for contextual purposes. The summary draws on available position and value data. This captures an allocation to Ambarella. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics.

For more detail on how to invest in Ambarella Stock please use our How to Invest in Ambarella guide.

Moving together with Ambarella Stock

0.81	QCOM	Qualcomm Incorporated	Pair Corr
0.81	SWKS	Skyworks Solutions	Pair Corr

Moving against Ambarella Stock

0.68	AEHR	Aehr Test Systems	Pair Corr
0.64	NIHK	Video River Networks	Pair Corr
0.64	GLUC	Glucose Health	Pair Corr
0.52	BESI	BE Semiconductor	Pair Corr
0.52	AMAT	Applied Materials	Pair Corr
0.5	ASM	ASM International	Pair Corr
0.49	ASML	ASML Holding NV	Pair Corr
0.47	IMOS	ChipMOS Technologies	Pair Corr
0.43	INTC	Intel	Pair Corr
0.32	KLAC	KLA Corporation	Pair Corr
0.32	SLF	Sun Life Financial	Pair Corr
0.85	ESLT	Elbit Systems	Pair Corr
0.78	NLST	Netlist	Pair Corr
0.72	BAESY	BAE Systems PLC	Pair Corr
0.64	TSSI	TSS Common Stock	Pair Corr
0.64	JOB	GEE Group	Pair Corr
0.62	IPHLF	IPH Limited	Pair Corr
0.56	SUNFF	Sun Life Financial	Pair Corr
0.56	SBRA	Sabra Healthcare REIT	Pair Corr
0.56	TTNMF	Toho Titanium	Pair Corr
0.52	LHGI	Lighthouse Global	Pair Corr
0.44	NPSKY	NSK Ltd ADR	Pair Corr
0.42	CBDW	1606 Corp	Pair Corr
0.36	ILDO	International Daleco Corp	Pair Corr
0.33	EMPPF	EMP Metals Corp	Pair Corr

Related Correlations Analysis

	IPGP	SLAB	SIMO	SYNA	GBTG	NIQ	COMM	NVTS	FORM	VRRM
IPGP		0.9	0.73	0.09	-0.93	-0.83	0.81	0.01	0.9	-0.81	IPGP
SLAB	0.9		0.73	0.05	-0.93	-0.9	0.84	0.07	0.91	-0.84	SLAB
SIMO	0.73	0.73		0.35	-0.74	-0.71	0.74	0.15	0.76	-0.6	SIMO
SYNA	0.09	0.05	0.35		-0.04	0.09	0.3	0.37	0.23	0.24	SYNA
GBTG	-0.93	-0.93	-0.74	-0.04		0.91	-0.87	0.03	-0.9	0.89	GBTG
NIQ	-0.83	-0.9	-0.71	0.09	0.91		-0.81	0.17	-0.76	0.81	NIQ
COMM	0.81	0.84	0.74	0.3	-0.87	-0.81		0.04	0.82	-0.71	COMM
NVTS	0.01	0.07	0.15	0.37	0.03	0.17	0.04		0.29	-0.11	NVTS
FORM	0.9	0.91	0.76	0.23	-0.9	-0.76	0.82	0.29		-0.79	FORM
VRRM	-0.81	-0.84	-0.6	0.24	0.89	0.81	-0.71	-0.11	-0.79		VRRM
	IPGP	SLAB	SIMO	SYNA	GBTG	NIQ	COMM	NVTS	FORM	VRRM

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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

FORM	+ 0.91	SLAB
NIQ	+ 0.91	GBTG
SLAB	+ 0.9	IPGP
FORM	+ 0.9	IPGP
VRRM	+ 0.89	GBTG
COMM	+ 0.84	SLAB

High negative correlations

GBTG	- 0.93	SLAB
GBTG	- 0.93	IPGP
FORM	- 0.9	GBTG
NIQ	- 0.9	SLAB
COMM	- 0.87	GBTG
VRRM	- 0.84	SLAB

Risk-Adjusted Indicators

Strong stock returns do not always mean Ambarella Company is outperforming its peers on a fundamental level. Risk-adjusted metrics allow investors to compare Ambarella's efficiency and downside exposure against peers in a more meaningful way. 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
IPGP	3.04	0.84	0.19	0.64	3.60	-3.27	5.43	-6.04	47.86
SLAB	2.11	0.95	0.55	0.49	0.97	-2.80	4.49	-2.79	49.65
SIMO	2.52	0.71	0.20	0.50	2.96	-2.78	6.97	-4.53	23.47
SYNA	2.07	0.12	0.00	-0.03	0.00	0.00	5.55	-4.56	15.72
GBTG	2.23	-0.39	0.00	-0.37	0.00	0.00	3.42	-6.13	17.40
NIQ	2.63	-0.46	0.00	-1.76	0.00	0.00	4.92	-5.95	25.33
COMM	1.99	0.30	0.18	-0.43	2.44	-2.16	4.14	-4.01	15.17
NVTS	5.40	0.82	0.09	0.09	5.49	-6.54	17.37	-9.39	32.82
FORM	3.04	1.00	0.25	0.46	3.21	-3.50	6.39	-6.40	24.82
VRRM	1.37	-0.57	0.00	-2.13	0.00	0.00	1.72	-3.62	17.39

Ambarella Corporate Management

John Young	Chief Officer	Profile
Amee OrozcoGuiriba	Vice Resources	Profile
Chan Lee	Chief Officer	Profile
Michael Morehead	General Secretary	Profile
Alberto Broggi	General VisLab	Profile
ChiHong Ju	Senior Centers	Profile

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