IRSA Inversiones Correlations

IRS Stock

USD 17.40 0.99 5.38%

The current 90-days correlation between IRSA Inversiones Y and Mint Incorporation Limited is 0.15 (i.e., Average diversification). The correlation of IRSA Inversiones 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.

IRSA Inversiones Correlation With Market

Poor diversification

The correlation between IRSA Inversiones Y and DJI is 0.74 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding IRSA Inversiones Y and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with IRSA Stock

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

Moving together with IRSA Stock

0.75	GRP-UN	Granite Real Estate	Pair Corr
0.85	TIA	Tian An Australia	Pair Corr
0.78	STRW	Strawberry Fields REIT	Pair Corr
0.88	STRS	Stratus Properties	Pair Corr
0.75	5NU	CapitaLand Investment	Pair Corr
0.69	DBRG	Digitalbridge Group Sell-off Trend	Pair Corr
0.71	TUXS	Tuxis	Pair Corr
0.81	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.87	SAR	Saratoga Investment Corp	Pair Corr
0.74	ACN	Accenture plc	Pair Corr
0.67	VLKAF	Volkswagen AG	Pair Corr
0.65	VWAGY	Volkswagen AG 110	Pair Corr
0.75	VLKPF	Volkswagen AG VZO	Pair Corr
0.85	CUEN	Cuentas	Pair Corr
0.91	NGKIF	NGK Insulators	Pair Corr
0.69	DGWPF	Drgerwerk AG	Pair Corr
0.78	EPD	Enterprise Products Earnings Call Today	Pair Corr

Moving against IRSA Stock

0.84	ASPS	Altisource Portfolio	Pair Corr
0.79	LLC	Lendlease Group	Pair Corr
0.72	WI8	Infrastrutture Wireless	Pair Corr
0.58	SHS	Shenzhen Investment	Pair Corr
0.49	CUG	Chuangs China Investments	Pair Corr
0.42	ONL	Orion Office Reit	Pair Corr
0.42	IMO1	Immofinanz AG	Pair Corr
0.79	OPINL	Office Properties Income	Pair Corr
0.63	HNHPF	Hon Hai Precision	Pair Corr
0.59	JD	JD Inc Adr	Pair Corr

Related Correlations Analysis

	TUSK	MATH	ESP	NNBR	SNT	HURC	HQI	OPXS	RITR	MIMI
TUSK		-0.42	0.58	0.54	0.19	0.47	0.51	0.51	-0.17	0.15	TUSK
MATH	-0.42		-0.87	0.08	-0.04	0.06	-0.77	0.06	0.42	0.46	MATH
ESP	0.58	-0.87		-0.09	-0.04	0.02	0.78	-0.03	-0.6	-0.37	ESP
NNBR	0.54	0.08	-0.09		0.66	0.8	0.11	0.83	0.6	0.69	NNBR
SNT	0.19	-0.04	-0.04	0.66		0.74	0.41	0.37	0.59	0.4	SNT
HURC	0.47	0.06	0.02	0.8	0.74		0.34	0.59	0.37	0.55	HURC
HQI	0.51	-0.77	0.78	0.11	0.41	0.34		-0.04	-0.33	-0.34	HQI
OPXS	0.51	0.06	-0.03	0.83	0.37	0.59	-0.04		0.45	0.67	OPXS
RITR	-0.17	0.42	-0.6	0.6	0.59	0.37	-0.33	0.45		0.62	RITR
MIMI	0.15	0.46	-0.37	0.69	0.4	0.55	-0.34	0.67	0.62		MIMI
	TUSK	MATH	ESP	NNBR	SNT	HURC	HQI	OPXS	RITR	MIMI

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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

OPXS	+ 0.83	NNBR
HURC	+ 0.8	NNBR
HQI	+ 0.78	ESP
HURC	+ 0.74	SNT
MIMI	+ 0.69	NNBR
MIMI	+ 0.67	OPXS

High negative correlations

ESP	- 0.87	MATH
HQI	- 0.77	MATH
RITR	- 0.6	ESP
MATH	- 0.42	TUSK
MIMI	- 0.37	ESP
MIMI	- 0.34	HQI

Risk-Adjusted Indicators

There is a big difference between IRSA Stock performing well and IRSA Inversiones 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 IRSA Inversiones' 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
TUSK	3.23	0.19	0.06	0.24	3.17	(3.91)	7.65	(4.84)	27.95
MATH	3.53	(0.59)	0.00	(0.58)	0.00	0.00	7.94	(6.21)	19.54
ESP	1.82	0.49	0.19	1.38	1.80	(1.84)	4.38	(3.02)	10.00
NNBR	3.24	(0.34)	0.00	(0.31)	0.00	0.00	5.43	(5.59)	21.64
SNT	3.26	(0.17)	0.00	(0.41)	0.00	0.00	7.06	(7.90)	27.00
HURC	1.56	(0.16)	0.00	(0.13)	0.00	0.00	3.10	(3.44)	11.27
HQI	2.79	0.50	0.17	0.50	2.54	(3.30)	8.40	(4.99)	23.30
OPXS	2.81	(0.17)	0.00	(0.11)	0.00	0.00	5.44	(6.22)	19.02
RITR	5.07	(0.84)	0.00	(0.72)	0.00	0.00	14.95	(12.00)	39.01
MIMI	9.02	(3.57)	0.00	(0.82)	0.00	0.00	15.63	(18.75)	96.53

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