Graham Correlations

GHM Stock

USD 45.88 0.62 1.33%

The current 90-days correlation between Graham and Luxfer Holdings PLC is 0.69 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Graham moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Graham moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Graham Correlation With Market

Poor diversification

The correlation between Graham and DJI is 0.67 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Graham and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Graham Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Graham. 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.

To learn how to invest in Graham Stock, please use our How to Invest in Graham guide.

Moving together with Graham Stock

0.87	CR	Crane Company	Pair Corr
0.81	PH	Parker Hannifin	Pair Corr
0.61	RR	Richtech Robotics Class	Pair Corr
0.68	AME	Ametek Inc	Pair Corr
0.84	ATS	ATS Corporation	Pair Corr
0.62	CMI	Cummins	Pair Corr
0.67	CXT	Crane NXT	Pair Corr
0.74	DCI	Donaldson	Pair Corr
0.88	EMR	Emerson Electric	Pair Corr
0.91	ETN	Eaton PLC	Pair Corr
0.91	GEV	GE Vernova LLC	Pair Corr
0.65	GGG	Graco Inc	Pair Corr
0.66	GRC	Gorman Rupp	Pair Corr
0.9	ITT	ITT Inc	Pair Corr
0.96	MIR	Mirion Technologies	Pair Corr
0.93	XMTR	Xometry Earnings Call This Week	Pair Corr
0.82	NPO	Enpro Industries	Pair Corr
0.9	PNR	Pentair PLC	Pair Corr
0.93	ROK	Rockwell Automation	Pair Corr
0.86	RRX	Regal Beloit	Pair Corr
0.93	SMR	Nuscale Power Corp Trending	Pair Corr

Moving against Graham Stock

0.5	FBGL	FBS Global Limited	Pair Corr
0.43	HI	Hillenbrand	Pair Corr
0.36	FELE	Franklin Electric	Pair Corr
0.33	ENOV	Enovis Corp	Pair Corr

Related Correlations Analysis

	LXFR	EPAC	KAI	OFLX	HLIO	NPO	HURC	GRC
LXFR		0.81	0.59	0.64	0.88	0.87	0.37	0.9	LXFR
EPAC	0.81		0.6	0.62	0.74	0.66	0.35	0.67	EPAC
KAI	0.59	0.6		0.83	0.83	0.4	0.51	0.4	KAI
OFLX	0.64	0.62	0.83		0.87	0.42	0.61	0.45	OFLX
HLIO	0.88	0.74	0.83	0.87		0.73	0.53	0.74	HLIO
NPO	0.87	0.66	0.4	0.42	0.73		0.09	0.86	NPO
HURC	0.37	0.35	0.51	0.61	0.53	0.09		0.38	HURC
GRC	0.9	0.67	0.4	0.45	0.74	0.86	0.38		GRC
	LXFR	EPAC	KAI	OFLX	HLIO	NPO	HURC	GRC

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Risk-Adjusted Indicators

There is a big difference between Graham Stock performing well and Graham 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 Graham'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
LXFR	2.02	0.05	0.02	0.05	2.61	(2.22)	5.00	(3.61)	13.86
EPAC	1.89	(0.03)	0.00	0.33	0.00	0.00	3.69	(3.37)	16.25
KAI	2.32	(0.15)	0.00	(0.09)	0.00	0.00	4.34	(5.03)	19.38
OFLX	1.94	(0.25)	0.00	(0.34)	0.00	0.00	4.50	(3.40)	12.17
HLIO	2.52	(0.12)	0.00	(0.07)	0.00	0.00	7.45	(5.16)	17.69
NPO	2.30	0.15	0.05	0.10	2.96	(2.33)	4.35	(4.78)	18.84
HURC	2.04	(0.36)	0.00	(0.44)	0.00	0.00	4.91	(4.46)	11.67
GRC	1.51	(0.02)	0.00	(0.01)	0.00	0.00	2.93	(3.29)	12.23

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