Amundi SA Related Correlations
Generate correlation matrix for Amundi SA and other related equities to check the degree to which Amundi SA price movement is correlated to its related entities. Use comma (,) to separate each symbol. If not specified, the peers will be provided automatically based on Macroaxis sector classification standards for Amundi SA. To filter out specific equities, please toggle its corresponding legend item. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as various price indices.
Correlations
0.24 | 0.94 | 0.84 | 0.43 | CGBD | ||
0.24 | 0.37 | 0.53 | 0.28 | TSLX | ||
0.94 | 0.37 | 0.89 | 0.37 | GBDC | ||
0.84 | 0.53 | 0.89 | 0.58 | FDUS | ||
0.43 | 0.28 | 0.37 | 0.58 | NMFC | ||
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Risk-Adjusted Indicators
There is a big difference between Amundi Pink Sheet performing well and Amundi SA 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 Amundi SA'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
CGBD | 0.76 | 0.19 | 0.10 | (2.89) | 0.68 | 1.61 | 7.78 | |||
TSLX | 0.68 | 0.02 | (0.08) | (0.02) | 0.99 | 1.17 | 5.34 | |||
GBDC | 0.62 | 0.21 | 0.15 | (5.21) | 0.46 | 1.71 | 3.16 | |||
FDUS | 0.67 | 0.10 | 0.02 | (16.02) | 0.60 | 1.21 | 4.72 | |||
NMFC | 0.54 | 0.00 | (0.12) | 0.04 | 0.69 | 1.13 | 3.86 |