Valhi Correlations

VHI Stock

USD 14.53 0.24 1.62%

The current 90-days correlation between Valhi Inc and Lsb Industries is 0.39 (i.e., Weak diversification). The correlation of Valhi 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.

Valhi Correlation With Market

Weak diversification

The correlation between Valhi Inc and DJI is 0.39 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Valhi Inc and DJI in the same portfolio, assuming nothing else is changed.

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Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Valhi Inc. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in rate.

Moving together with Valhi Stock

0.7

CLF

Cleveland Cliffs Aggressive Push

Pair Corr

Moving against Valhi Stock

0.57	X	United States Steel	Pair Corr
0.56	OR	Osisko Gold Ro	Pair Corr
0.54	CDE	Coeur Mining Aggressive Push	Pair Corr
0.52	AU	AngloGold Ashanti plc	Pair Corr
0.4	AEM	Agnico Eagle Mines	Pair Corr
0.38	BTG	B2Gold Corp Aggressive Push	Pair Corr
0.32	DC	Dakota Gold Corp	Pair Corr
0.32	IE	Ivanhoe Electric	Pair Corr
0.31	RS	Reliance Steel Aluminum	Pair Corr
0.52	EGO	Eldorado Gold Corp	Pair Corr
0.45	KGC	Kinross Gold	Pair Corr
0.44	CNL	Collective Mining	Pair Corr
0.42	GFI	Gold Fields	Pair Corr
0.37	IAG	IAMGold Aggressive Push	Pair Corr
0.34	HMY	Harmony Gold Mining Downward Rally	Pair Corr
0.33	FNV	Franco Nevada	Pair Corr
0.33	HBM	Hudbay Minerals	Pair Corr
0.32	DRD	DRDGOLD Limited ADR	Pair Corr

Related Correlations Analysis

	HUN	UNVR	LXU	WLKP	GPRE	ASIX	MEOH	TROX	SIRE	CE
HUN		0.0	0.02	0.55	0.71	0.23	0.63	0.89	0.0	0.39	HUN
UNVR	0.0		0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	UNVR
LXU	0.02	0.0		0.09	0.6	0.87	0.71	0.36	0.0	0.87	LXU
WLKP	0.55	0.0	0.09		0.4	0.35	0.58	0.54	0.0	0.26	WLKP
GPRE	0.71	0.0	0.6	0.4		0.72	0.87	0.8	0.0	0.8	GPRE
ASIX	0.23	0.0	0.87	0.35	0.72		0.84	0.49	0.0	0.82	ASIX
MEOH	0.63	0.0	0.71	0.58	0.87	0.84		0.82	0.0	0.86	MEOH
TROX	0.89	0.0	0.36	0.54	0.8	0.49	0.82		0.0	0.68	TROX
SIRE	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0		0.0	SIRE
CE	0.39	0.0	0.87	0.26	0.8	0.82	0.86	0.68	0.0		CE
	HUN	UNVR	LXU	WLKP	GPRE	ASIX	MEOH	TROX	SIRE	CE

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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

TROX	+ 0.89	HUN
ASIX	+ 0.87	LXU
CE	+ 0.87	LXU
MEOH	+ 0.87	GPRE
CE	+ 0.86	MEOH
MEOH	+ 0.84	ASIX

High negative correlations

CE	- 0.0	SIRE
SIRE	- 0.0	TROX
SIRE	- 0.0	MEOH
SIRE	- 0.0	ASIX
SIRE	- 0.0	GPRE
SIRE	- 0.0	WLKP

Risk-Adjusted Indicators

There is a big difference between Valhi Stock performing well and Valhi 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 Valhi'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
HUN	2.58	(0.56)	0.00	(0.38)	0.00	0.00	3.60	(5.75)	25.76
UNVR	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
LXU	2.56	0.22	0.06	0.15	3.55	(2.57)	5.35	(5.86)	15.57
WLKP	0.84	(0.08)	0.00	(0.19)	0.00	0.00	2.16	(2.23)	8.24
GPRE	3.86	(0.31)	0.00	(0.16)	0.00	0.00	8.53	(8.23)	22.66
ASIX	1.88	(0.10)	0.00	(0.08)	0.00	0.00	4.72	(4.63)	17.55
MEOH	2.43	(0.25)	0.00	(0.14)	0.00	0.00	4.58	(7.59)	30.32
TROX	3.75	(0.14)	0.00	(0.06)	0.00	0.00	8.02	(7.51)	27.02
SIRE	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
CE	3.06	0.15	0.03	0.06	4.85	(3.21)	6.83	(7.46)	31.52

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