Lotte Energy Correlations

020150 Stock

22,300 1,300 6.19%

The current 90-days correlation between Lotte Energy Materials and Dongwon System is 0.57 (i.e., Very weak diversification). The correlation of Lotte Energy is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Lotte Energy Correlation With Market

Good diversification

The correlation between Lotte Energy Materials and DJI is -0.11 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lotte Energy Materials and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Lotte Energy could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Lotte Energy 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 Lotte Energy - 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 Lotte Energy Materials to buy it.

Moving together with Lotte Stock

0.74	005930	Samsung Electronics	Pair Corr
0.71	005935	Samsung Electronics	Pair Corr
0.77	005380	Hyundai Motor	Pair Corr
0.79	005385	Hyundai Motor	Pair Corr
0.78	005387	Hyundai Motor	Pair Corr
0.78	066570	LG Electronics	Pair Corr

Moving against Lotte Stock

0.43

105560

KB Financial Group

Pair Corr

Related Correlations Analysis

	182360	060570	373220	014820	000400	111710	329180	023760
182360		-0.48	-0.37	-0.39	-0.27	0.3	0.64	-0.24	182360
060570	-0.48		0.36	0.35	0.46	-0.18	-0.52	0.39	060570
373220	-0.37	0.36		0.4	0.2	0.01	-0.3	0.23	373220
014820	-0.39	0.35	0.4		-0.19	0.3	-0.11	0.09	014820
000400	-0.27	0.46	0.2	-0.19		-0.69	-0.74	0.73	000400
111710	0.3	-0.18	0.01	0.3	-0.69		0.51	-0.7	111710
329180	0.64	-0.52	-0.3	-0.11	-0.74	0.51		-0.42	329180
023760	-0.24	0.39	0.23	0.09	0.73	-0.7	-0.42		023760
	182360	060570	373220	014820	000400	111710	329180	023760

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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

023760	+ 0.73	000400
329180	+ 0.64	182360
329180	+ 0.51	111710
000400	+ 0.46	060570
014820	+ 0.4	373220
023760	+ 0.39	060570

High negative correlations

329180	- 0.74	000400
023760	- 0.7	111710
111710	- 0.69	000400
329180	- 0.52	060570
060570	- 0.48	182360
023760	- 0.42	329180

Risk-Adjusted Indicators

There is a big difference between Lotte Stock performing well and Lotte Energy 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 Lotte Energy'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
182360	2.21	(0.02)	(0.02)	0.08	2.81	(2.76)	5.83	(5.37)	14.80
060570	2.78	(0.17)	0.00	0.40	0.00	0.00	4.06	(5.85)	39.46
373220	2.27	(0.04)	0.00	0.28	0.00	0.00	4.09	(5.01)	17.72
014820	2.47	0.08	(0.04)	0.00	3.23	(2.40)	5.37	(4.82)	18.79
000400	1.97	(0.51)	0.00	(1.07)	0.00	0.00	4.69	(3.77)	14.28
111710	1.16	0.13	0.01	1.34	1.54	(1.31)	2.84	(2.74)	8.50
329180	2.52	0.02	0.06	0.12	2.89	(2.61)	5.47	(4.60)	20.71
023760	0.56	(0.11)	0.00	(1.76)	0.00	0.00	0.88	(1.61)	6.01

Be your own money manager

Our tools can tell you how much better you can do entering a position in Lotte Energy 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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Lotte Energy Corporate Management

Elected by the shareholders, the Lotte Energy's board of directors comprises two types of representatives: Lotte Energy inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Lotte. The board's role is to monitor Lotte Energy's management team and ensure that shareholders' interests are well served. Lotte Energy's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Lotte Energy's outside directors are responsible for providing unbiased perspectives on the board's policies.

ByungKook Jung	Chief Officer	Profile
YoonGeun Kim	Chief Officer	Profile
JeomSik Yang	Chief Officer	Profile
Kyhoon Ahn	Chief Officer	Profile

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