Banque Cantonale Correlations

BCVN Stock

CHF 119.90 1.90 1.61%

The current 90-days correlation between Banque Cantonale Vaudoise and Swissquote Group Holding is 0.17 (i.e., Average diversification).The correlation matrix placing Banque Cantonale alongside other assets in a portfolio reveals concentration risks and helps optimize allocation to achieve target diversification.

Banque Cantonale Correlation With Broad Market

Very weak diversification

Across the chosen horizon, BCVN and DJI show a correlation of 0.42 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

The correlation view summarizes how Banque Cantonale aligns with comparable exposures. Where wash sale rules apply, substantially identical replacements can be restricted; this view is informational context only.

Moving together with Banque Stock

0.73	LISN	Chocoladefabriken Lindt Earnings Call Today	Pair Corr
0.94	ZUGER	Zuger Kantonalbank	Pair Corr
0.63	LISP	Chocoladefabriken Lindt	Pair Corr
0.89	GRKP	Graubuendner Kantonalbank	Pair Corr
0.91	ZUGN	Zug Estates Holding	Pair Corr
0.9	BLKB	Basellandschaftliche	Pair Corr
0.71	BVZN	BVZ Holding AG	Pair Corr
0.63	SGSN	SGS SA	Pair Corr
0.77	DKSH	DKSH Holding AG	Pair Corr

Moving against Banque Stock

0.69	GIVN	Givaudan SA	Pair Corr
0.51	SNBN	Schweizerische Nationalbank	Pair Corr

Related Correlations Analysis

	SQN	LUKN	ZUGER	VZN	EFGN	CMBN	SGKN	LLBN
SQN		-0.82	-0.93	0.45	0.2	-0.13	-0.86	-0.79	SQN
LUKN	-0.82		0.93	-0.15	0.14	0.46	0.98	0.88	LUKN
ZUGER	-0.93	0.93		-0.32	-0.01	0.28	0.95	0.88	ZUGER
VZN	0.45	-0.15	-0.32		0.85	0.37	-0.23	-0.05	VZN
EFGN	0.2	0.14	-0.01	0.85		0.59	0.06	0.32	EFGN
CMBN	-0.13	0.46	0.28	0.37	0.59		0.41	0.48	CMBN
SGKN	-0.86	0.98	0.95	-0.23	0.06	0.41		0.87	SGKN
LLBN	-0.79	0.88	0.88	-0.05	0.32	0.48	0.87		LLBN
	SQN	LUKN	ZUGER	VZN	EFGN	CMBN	SGKN	LLBN

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

SGKN	+ 0.98	LUKN
SGKN	+ 0.95	ZUGER
ZUGER	+ 0.93	LUKN
LLBN	+ 0.88	LUKN
LLBN	+ 0.88	ZUGER
LLBN	+ 0.87	SGKN

High negative correlations

ZUGER	- 0.93	SQN
SGKN	- 0.86	SQN
LUKN	- 0.82	SQN
LLBN	- 0.79	SQN
VZN	- 0.32	ZUGER
SGKN	- 0.23	VZN

Risk-Adjusted Indicators

There is a big difference between Banque Stock performing well and Banque Cantonale 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 Banque Cantonale'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
SQN	1.37	-0.26	0.00	-0.60	0.00	0.00	2.19	-3.67	8.97
LUKN	0.85	0.30	0.28	-3.25	0.68	-1.05	1.92	-1.30	7.04
ZUGER	0.47	0.18	0.30	1.09	0.14	-0.63	1.10	-0.83	2.26
VZN	1.00	0.00	0.00	0.00	1.31	-1.19	2.12	-1.88	7.64
EFGN	0.99	0.00	0.00	0.00	1.37	-1.07	2.17	-2.41	8.63
CMBN	1.14	0.06	0.04	0.18	1.65	-1.17	2.57	-1.64	11.14
SGKN	0.69	0.28	0.30	173.27	0.60	-0.83	1.81	-1.14	5.87
LLBN	0.98	0.34	0.24	-5.35	1.03	-1.16	2.29	-1.56	8.91

Be your own money manager

Optimization tools can help investors judge whether capital allocated to Banque Cantonale Vaudoise is being used efficiently relative to other opportunities in the same equity universe. This is most useful when investors want to improve risk-adjusted return instead of simply owning more ideas at once.

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Banque Cantonale Corporate Management

Governance review matters for Banque Cantonale Vaudoise because boards and executives shape oversight, strategic discipline, and how shareholder interests are represented. This becomes more valuable when investors want to compare oversight quality across firms that may otherwise look financially similar.

Christian Meixenberger	Head Board	Profile
Pascal Kiener	CEO Board	Profile
Thomas Paulsen	Head CFO	Profile
Andreas Diemant	Head Board	Profile
Fabrice Welsch	Head Board	Profile
Christian Steinmann	Head Board	Profile
Grard Haeberli	Head Board	Profile

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