BetaPro SAMPPTSX Correlations

CNDD Etf

14.05 -0.52 -3.57%

Correlations tend to spike during dislocations, so the stock's calm-market pairing may not hold under stress. The current 90-days correlation between BetaPro SAMPPTSX and BetaPro SAMPPTSX Capped is -0.16 (i.e., Excellent diversification).

Market Correlation Signal - BetaPro SAMPPTSX

Strong inverse diversification

For the present investment horizon, the measured correlation between BetaPro SAMPPTSX and Dow Jones stands at -0.3, or Strong inverse diversification. A -0.3 reading means BetaPro SAMPPTSX and Dow Jones have partial price overlap, offering some diversification benefit.

The correlation structure for BetaPro SAMPPTSX captures its relationship with related exposures. The figures are based on observed return co-movement across time frames.

Moving together with BetaPro Etf

0.89

HXD

BetaPro SAMPPTSX

Pair Corr

Moving against BetaPro Etf

1.0	XIU	iShares SAMPPTSX	Pair Corr
0.98	XIC	iShares Core SAMPPTSX	Pair Corr
0.98	ZCN	BMO SAMPPTSX Capped	Pair Corr
0.86	ZEB	BMO SAMPPTSX Equal	Pair Corr
0.79	ZAG	BMO Aggregate Bond	Pair Corr
0.79	TCLB	TD Canadian Long	Pair Corr
0.78	XBB	iShares Canadian Universe	Pair Corr
0.66	FHE	First Trust Indxx	Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.25	0.1	0.43	-0.13	0.3	0.16	0.39	-0.16	-0.26	META
MSFT	0.25		0.84	0.29	-0.93	0.83	0.96	0.67	-0.89	-0.95	MSFT
UBER	0.1	0.84		0.22	-0.9	0.79	0.83	0.53	-0.77	-0.8	UBER
F	0.43	0.29	0.22		-0.3	0.65	0.18	0.59	0.02	-0.39	F
T	-0.13	-0.93	-0.9	-0.3		-0.85	-0.87	-0.56	0.86	0.88	T
A	0.3	0.83	0.79	0.65	-0.85		0.76	0.79	-0.63	-0.87	A
CRM	0.16	0.96	0.83	0.18	-0.87	0.76		0.69	-0.89	-0.95	CRM
JPM	0.39	0.67	0.53	0.59	-0.56	0.79	0.69		-0.44	-0.75	JPM
MRK	-0.16	-0.89	-0.77	0.02	0.86	-0.63	-0.89	-0.44		0.84	MRK
XOM	-0.26	-0.95	-0.8	-0.39	0.88	-0.87	-0.95	-0.75	0.84		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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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

CRM	+ 0.96	MSFT
XOM	+ 0.88	T
MRK	+ 0.86	T
UBER	+ 0.84	MSFT
XOM	+ 0.84	MRK
A	+ 0.83	MSFT

High negative correlations

XOM	- 0.95	CRM
XOM	- 0.95	MSFT
T	- 0.93	MSFT
T	- 0.9	UBER
MRK	- 0.89	CRM
MRK	- 0.89	MSFT

BetaPro SAMPPTSX Competition Risk-Adjusted Indicators

Evaluating BetaPro Etf requires separating price momentum from underlying operating strength versus competitors. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
META	1.52	-0.06	0.00	-0.13	0.00	0.00	2.33	-2.82	14.24
MSFT	1.31	-0.32	0.00	-0.68	0.00	0.00	2.19	-2.87	13.28
UBER	1.55	-0.09	0.00	-0.22	0.00	0.00	3.18	-3.60	11.09
F	1.36	-0.08	0.00	-0.14	0.00	0.00	3.61	-3.07	10.01
T	1.11	0.27	0.23	-1.68	1.13	-1.23	3.87	-1.92	8.53
A	1.22	-0.32	0.00	-5.94	0.00	0.00	2.48	-3.01	7.20
CRM	1.87	-0.45	0.00	-0.77	0.00	0.00	3.41	-6.09	9.78
JPM	1.12	-0.02	0.00	-0.08	0.00	0.00	2.02	-2.63	8.17
MRK	1.10	0.28	0.23	0.52	1.15	-1.26	2.54	-1.94	7.29
XOM	1.27	0.54	0.39	13.33	1.04	-1.49	2.90	-2.12	6.83

Be your own money manager

A disciplined portfolio workflow around BetaPro SAMPPTSX 60 should test whether the position strengthens diversification, return efficiency, and overall portfolio fit. The practical goal is to remove redundancy, improve diversification, and keep risk aligned with the intended return target.

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