FEC Resources Correlations

FECOF Stock  USD 0.0012  -0.0004  -25.00%   
The rolling correlation of FEC Resources with major benchmarks helps investors assess how its diversification benefit changes during periods of stress versus calm markets.

Market Correlation Summary - FEC Resources

Very weak diversification

Across the chosen horizon, FECOF and DJI show a correlation of 0.48 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.
  
Correlation context here can be used to compare FEC Resources with related instruments. Wash sale rules may restrict substantially identical replacements in some jurisdictions; this view is informational only.

Moving together with FEC Pink Sheet

  0.61IBM International BusinessPairCorr

Moving against FEC Pink Sheet

  0.69TRV The Travelers CompaniesPairCorr
  0.6MCD McDonaldsPairCorr
  0.53VZ Verizon CommunicationsPairCorr
  0.51NIHK Video River NetworksPairCorr
  0.4SUNFF Sun Life FinancialPairCorr
  0.39KO Coca Cola Aggressive PushPairCorr
  0.35JNJ Johnson JohnsonPairCorr
  0.33PG Procter GamblePairCorr

Related Correlations Analysis


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

GRGUFTMCGF
GPIPFCGRA
MGUYCGRA
WTXRGPIPF
GPIPFMGUY
WTXRCGRA
  

High negative correlations

GRGUFCGRA
TMCGFCGRA
MGUYTMCGF
WTXRHRST
HRSTGPIPF
GRGUFGPIPF

Risk-Adjusted Indicators

There is a big difference between FEC Pink Sheet performing well and FEC Resources 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 FEC Resources' 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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
CGRA 12.55 1.56 0.05 -0.27 14.08
42.86
150.00
TMCGF 28.57 13.85  0.00 -1.16  0.00 
 0.00 
962.55
TBDYF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
SDXEF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
TRXO  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
MGUY 8.07 0.67 0.04 2.47 9.57
32.26
90.70
GPIPF 4.04 -0.92  0.00 -0.77  0.00 
 0.00 
71.43
HRST 0.17  0.00  0.00 -0.04  0.00 
 0.00 
6.61
WTXR 3.47 0.45 0.04 -3.18 4.73
11.76
59.70
GRGUF 8.31 2.94  0.00  1.48  0.00 
7.14
194.69

Be your own money manager

Optimization tools can help investors judge whether capital allocated to FEC Resources 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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