CHS Correlations

CHSCN Preferred Stock

USD 25.16 0.24 0.96%

The current 90-days correlation between CHS Inc CN and CHS Inc CM is 0.53 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as CHS moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CHS Inc CN moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

CHS Correlation With Market

Significant diversification

The correlation between CHS Inc CN and DJI is 0.07 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CHS Inc CN and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to CHS could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CHS when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back CHS - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling CHS Inc CN to buy it.

Moving together with CHS Preferred Stock

0.83	CHSCL	CHS Inc CL	Pair Corr
0.85	CHSCO	CHS Inc Pref	Pair Corr
0.7	CHSCP	CHS Inc CP	Pair Corr
0.83	CHSCM	CHS Inc CM	Pair Corr
0.63	BG	Bunge Limited	Pair Corr
0.66	GO	Grocery Outlet Holding	Pair Corr
0.79	MO	Altria Group	Pair Corr
0.8	TR	Tootsie Roll Industries	Pair Corr
0.83	DISTR	Distoken Acquisition	Pair Corr
0.7	FARM	Farmer Bros	Pair Corr

Moving against CHS Preferred Stock

0.81	CL	Colgate Palmolive	Pair Corr
0.76	EDBL	Edible Garden AG	Pair Corr
0.73	FC	Franklin Covey	Pair Corr
0.71	PM	Philip Morris Intern	Pair Corr
0.61	SANW	SW Seed Company	Pair Corr
0.55	BJ	BJs Wholesale Club	Pair Corr
0.54	KO	Coca Cola	Pair Corr
0.41	KR	Kroger Company	Pair Corr
0.4	DG	Dollar General	Pair Corr
0.8	ACI	Albertsons Companies	Pair Corr
0.78	BUD	Anheuser Busch Inbev Sell-off Trend	Pair Corr
0.75	BOF	BranchOut Food Common	Pair Corr
0.73	WVVI	Willamette Valley	Pair Corr
0.67	CHD	Church Dwight	Pair Corr
0.66	CCU	Compania Cervecerias	Pair Corr
0.55	BRLSW	Borealis Foods	Pair Corr
0.53	CAG	ConAgra Foods	Pair Corr
0.42	FIZZ	National Beverage Corp	Pair Corr
0.39	XAGE	Longevity Health Hol Symbol Change	Pair Corr
0.37	CLX	Clorox	Pair Corr

Related Correlations Analysis

	CHSCM	CHSCL	CHSCO	CHSCP	FITBI
CHSCM		0.93	0.97	0.96	0.89	CHSCM
CHSCL	0.93		0.95	0.9	0.84	CHSCL
CHSCO	0.97	0.95		0.93	0.86	CHSCO
CHSCP	0.96	0.9	0.93		0.84	CHSCP
FITBI	0.89	0.84	0.86	0.84		FITBI
	CHSCM	CHSCL	CHSCO	CHSCP	FITBI

Risk-Adjusted Indicators

There is a big difference between CHS Preferred Stock performing well and CHS 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 CHS'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
CHSCM	0.37	0.07	0.03	0.41	0.36	(0.40)	0.81	(0.88)	2.56
CHSCL	0.27	0.05	(0.04)	0.41	0.19	(0.30)	0.63	(0.46)	1.74
CHSCO	0.29	0.07	0.00	2.90	0.19	(0.35)	0.71	(0.45)	2.31
CHSCP	0.40	0.12	0.15	0.72	0.00	(0.49)	0.88	(0.63)	3.04
FITBI	0.22	0.04	(0.06)	3.67	0.28	(0.23)	0.52	(0.52)	2.07

Be your own money manager

Our tools can tell you how much better you can do entering a position in CHS without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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