Vestas Wind Related Correlations
VWSYF Stock | USD 27.90 0.60 2.11% |
Correlations
GE | ETN | ITW | PH | EMR | LYFT | ||
GE | 0.97 | 0.59 | 0.94 | 0.95 | 0.87 | GE | |
ETN | 0.97 | 0.5 | 0.98 | 0.94 | 0.81 | ETN | |
ITW | 0.59 | 0.5 | 0.42 | 0.53 | 0.62 | ITW | |
PH | 0.94 | 0.98 | 0.42 | 0.92 | 0.76 | PH | |
EMR | 0.95 | 0.94 | 0.53 | 0.92 | 0.87 | EMR | |
LYFT | 0.87 | 0.81 | 0.62 | 0.76 | 0.87 | LYFT | |
GE | ETN | ITW | PH | EMR | LYFT |
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Risk-Adjusted Indicators
There is a big difference between Vestas Pink Sheet performing well and Vestas Wind 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 Vestas Wind'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
GE | 0.90 | 0.37 | 0.39 | 0.40 | 0.37 | 2.26 | 6.39 | |||
ETN | 0.96 | 0.23 | 0.27 | 0.27 | 0.55 | 2.09 | 9.12 | |||
ITW | 0.64 | (0.04) | (0.09) | 0.06 | 0.81 | 1.08 | 3.43 | |||
PH | 0.83 | 0.11 | 0.21 | 0.19 | 0.51 | 2.04 | 9.08 | |||
EMR | 0.85 | 0.11 | 0.13 | 0.21 | 0.73 | 1.50 | 12.09 | |||
LYFT | 3.37 | (0.11) | 0.11 | 0.10 | 2.95 | 5.78 | 41.71 |