First National Correlations

FINN Stock  USD 14,542  470.00  3.34%   
The current 90-days correlation between First National and Bank Of Cyprus is 0.03 (i.e., Significant diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as First National moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if First National of moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

First National Correlation With Market

Average diversification

The correlation between First National of and DJI is 0.13 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding First National of and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to First National could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace First National when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back First National - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling First National of to buy it.

Moving together with First Pink Sheet

  0.63TRV The Travelers CompaniesPairCorr

Moving against First Pink Sheet

  0.71MSFT Microsoft Sell-off TrendPairCorr
  0.59FNMFO Federal National MortgagePairCorr
  0.51GE GE AerospacePairCorr
  0.47HPQ HP IncPairCorr
  0.43BA BoeingPairCorr

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

BKEAYBKEAF
TMBBYBKEAY
TMBBYBKEAF
TMBBYBKCYF
BKEAYBKCYF
SYANYBKCYF
  

High negative correlations

GIVSYTMBBY
GIVSYBKEAY
GIVSYBKCYF
GIVSYBKEAF
BKEAFBKCYF
GIVSYBKZHF

Risk-Adjusted Indicators

There is a big difference between First Pink Sheet performing well and First National 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 First National'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
BKCYF  0.07  0.02  0.00  0.53  0.00 
 0.00 
 2.24 
SYANY  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
BKEAF  0.44  0.02  0.00  0.12  0.00 
 1.24 
 7.45 
FKKFF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
JYSKF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
BXRBF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
BKZHF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
BKEAY  1.57  0.24  0.04  0.45  1.94 
 4.97 
 17.13 
TMBBY  0.18  0.08  0.00  2.04  0.00 
 0.00 
 5.97 
GIVSY  0.54 (0.24) 0.00  0.44  0.00 
 0.00 
 17.14 

Be your own money manager

Our tools can tell you how much better you can do entering a position in First National without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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