SOHO China Related Correlations

SOHOF Stock

USD 0.09 0.01 12.50%

Generate correlation matrix for SOHO China and other related equities to check the degree to which SOHO China Limited 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 SOHO China Limited. To filter out specific equities, please toggle its corresponding legend item. Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SOHO China Limited. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in persons.

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Please note, there is a significant difference between SOHO China's value and its price as these two are different measures arrived at by different means. Investors typically determine if SOHO China is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SOHO China's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Correlations

	IRS	HOUS	NMRK	WRFRF	NYC	CBRE	FRPH	MMI	JLL
IRS		-0.35	-0.1	-0.09	-0.58	0.14	-0.01	-0.44	0.17	IRS
HOUS	-0.35		-0.09	-0.29	0.72	-0.47	-0.07	0.89	-0.41	HOUS
NMRK	-0.1	-0.09		0.03	0.0	0.88	0.48	0.02	0.85	NMRK
WRFRF	-0.09	-0.29	0.03		-0.05	0.05	0.1	-0.2	-0.03	WRFRF
NYC	-0.58	0.72	0.0	-0.05		-0.36	-0.16	0.8	-0.34	NYC
CBRE	0.14	-0.47	0.88	0.05	-0.36		0.45	-0.37	0.94	CBRE
FRPH	-0.01	-0.07	0.48	0.1	-0.16	0.45		-0.04	0.46	FRPH
MMI	-0.44	0.89	0.02	-0.2	0.8	-0.37	-0.04		-0.3	MMI
JLL	0.17	-0.41	0.85	-0.03	-0.34	0.94	0.46	-0.3		JLL
	IRS	HOUS	NMRK	WRFRF	NYC	CBRE	FRPH	MMI	JLL

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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

JLL	+ 0.94	CBRE
MMI	+ 0.89	HOUS
CBRE	+ 0.88	NMRK
JLL	+ 0.85	NMRK
MMI	+ 0.8	NYC
NYC	+ 0.72	HOUS

High negative correlations

NYC	- 0.58	IRS
CBRE	- 0.47	HOUS
MMI	- 0.44	IRS
JLL	- 0.41	HOUS
MMI	- 0.37	CBRE
CBRE	- 0.36	NYC

Risk-Adjusted Indicators

There is a big difference between SOHO Pink Sheet performing well and SOHO China 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 SOHO China'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
IRS	2.33	0.12	0.08	0.14	2.38	(2.62)	6.06	(3.83)	11.83
HOUS	3.43	(0.47)	0.00	(0.05)	0.00	0.00	6.90	(6.59)	18.58
NMRK	1.96	(0.20)	(0.02)	0.01	2.45	(2.13)	4.63	(4.58)	13.40
WRFRF	2.75	0.25	0.00	0.55	0.00	0.00	20.00	(11.44)	44.05
NYC	2.20	(0.48)	0.00	(0.37)	0.00	0.00	4.98	(5.50)	15.79
CBRE	1.22	(0.13)	(0.03)	0.02	1.52	(1.34)	2.31	(2.32)	13.59
FRPH	1.44	(0.11)	(0.01)	0.03	2.00	(1.38)	3.34	(3.05)	9.29
MMI	1.66	(0.38)	0.00	(0.11)	0.00	0.00	2.97	(3.61)	9.24
JLL	1.51	(0.09)	0.00	0.04	1.67	(1.81)	3.07	(2.48)	14.24

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SOHO China Related Correlations

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Correlations

Correlation Matchups

Risk-Adjusted Indicators

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