GCM Grosvenor Correlations

GCMGW Stock

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The current 90-days correlation between GCM Grosvenor and VisionWave Holdings, Common is -0.03 (i.e., Good diversification). The correlation of GCM Grosvenor is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

GCM Grosvenor Correlation With Market

Average diversification

The correlation between GCM Grosvenor and DJI is 0.1 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding GCM Grosvenor and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with GCM Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in census.

Moving together with GCM Stock

0.94	VRTS	Virtus Investment	Pair Corr
0.83	AMP	Ameriprise Financial	Pair Corr
0.61	IGI	Western Asset Investment	Pair Corr
0.68	PNNT	PennantPark Investment	Pair Corr
0.7	RAND	Rand Capital Corp	Pair Corr
0.87	SEIC	SEI Investments	Pair Corr

Moving against GCM Stock

0.87	LNDNF	Lundin Energy AB	Pair Corr
0.85	IBT	International Biotechnology	Pair Corr
0.61	OAKU	Oak Woods Acquisition	Pair Corr
0.51	RMCO	Royalty Management	Pair Corr
0.46	FINS	Angel Oak Financial	Pair Corr
0.36	ATMC	AlphaTime Acquisition	Pair Corr
0.87	KO	Coca Cola	Pair Corr
0.87	MMLTF	MMG Limited	Pair Corr
0.87	TVE	Tennessee Valley Aut	Pair Corr
0.86	RWEOY	RWE AG PK	Pair Corr
0.84	AB	AllianceBernstein	Pair Corr
0.79	EW	Edwards Lifesciences Corp	Pair Corr
0.77	JPDYY	Japan Display ADR	Pair Corr
0.76	VWDRY	Vestas Wind Systems	Pair Corr
0.75	MBGYY	Mercedes Benz Group	Pair Corr
0.74	AHFI	Absolute Health	Pair Corr
0.71	WILC	G Willi Food	Pair Corr
0.69	DSHK	Drive Shack Upward Rally	Pair Corr
0.63	CRNX	Crinetics Pharmaceuticals	Pair Corr
0.62	GLOB	Globant SA	Pair Corr
0.56	FJTSF	Fujitsu Limited Downward Rally	Pair Corr
0.55	PREC	Prestige Cars Intern	Pair Corr

Related Correlations Analysis

	VWAV	CGCT	SSEAU	FERA	DAIC	SHFS	AMTD	SZZLR	IPOD
VWAV		0.2	0.36	0.32	0.05	-0.32	-0.16	0.12	0.12	VWAV
CGCT	0.2		0.57	0.82	-0.84	-0.77	-0.75	0.54	0.89	CGCT
SSEAU	0.36	0.57		0.52	-0.33	-0.26	-0.53	0.11	0.46	SSEAU
FERA	0.32	0.82	0.52		-0.73	-0.68	-0.66	0.52	0.81	FERA
DAIC	0.05	-0.84	-0.33	-0.73		0.59	0.61	-0.42	-0.89	DAIC
SHFS	-0.32	-0.77	-0.26	-0.68	0.59		0.51	-0.57	-0.66	SHFS
AMTD	-0.16	-0.75	-0.53	-0.66	0.61	0.51		-0.36	-0.72	AMTD
SZZLR	0.12	0.54	0.11	0.52	-0.42	-0.57	-0.36		0.44	SZZLR
IPOD	0.12	0.89	0.46	0.81	-0.89	-0.66	-0.72	0.44		IPOD
	VWAV	CGCT	SSEAU	FERA	DAIC	SHFS	AMTD	SZZLR	IPOD

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

IPOD	+ 0.89	CGCT
FERA	+ 0.82	CGCT
IPOD	+ 0.81	FERA
AMTD	+ 0.61	DAIC
SHFS	+ 0.59	DAIC
SSEAU	+ 0.57	CGCT

High negative correlations

IPOD	- 0.89	DAIC
DAIC	- 0.84	CGCT
SHFS	- 0.77	CGCT
AMTD	- 0.75	CGCT
DAIC	- 0.73	FERA
IPOD	- 0.72	AMTD

Risk-Adjusted Indicators

There is a big difference between GCM Stock performing well and GCM Grosvenor 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 GCM Grosvenor'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
VWAV	5.96	0.11	0.02	0.14	6.34	(7.50)	13.83	(10.78)	37.69
CGCT	0.07	0.00	(0.48)	(0.25)	0.00	(0.17)	0.20	(0.10)	0.59
SSEAU	0.10	0.00	(0.10)	0.03	0.20	(0.32)	0.49	(0.10)	2.34
FERA	0.26	0.03	(0.04)	(0.30)	0.41	(0.57)	0.49	(0.39)	4.72
DAIC	4.51	(1.42)	0.00	(0.31)	0.00	0.00	8.21	(9.27)	30.78
SHFS	7.66	(0.77)	0.00	(1.11)	0.00	0.00	11.07	(18.51)	154.17
AMTD	2.90	0.13	0.01	1.51	3.98	(3.45)	6.14	(4.85)	41.87
SZZLR	7.35	0.65	0.05	(2.60)	8.51	(11.18)	23.53	(12.50)	48.57
IPOD	0.08	0.01	(0.21)	(0.15)	0.00	(0.18)	0.20	(0.29)	0.89

GCM Grosvenor Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with GCM Grosvenor stock to make a market-neutral strategy. Peer analysis of GCM Grosvenor could also be used in its relative valuation, which is a method of valuing GCM Grosvenor by comparing valuation metrics with similar companies.

VisionWave Holdings, Common Cartesian Growth Starry Sea Acquisition Fifth Era Acquisition CID HoldCo, Common SHF Holdings AMTD IDEA Group Sizzle Acquisition Corp Dune Acquisition American Airlines Group Alcoa Corp Apple Inc Best Buy Co Citigroup SentinelOne

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