Allreal Holding Correlations
| ALLN Stock | CHF 180.20 1.60 0.90% |
The current 90-days correlation between Allreal Holding and PSP Swiss Property is 0.79 (i.e., Poor diversification). The correlation of Allreal Holding 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. If the correlation is 0, the equities are not correlated; they are entirely random.
Allreal Holding Correlation With Market
Very good diversification
The correlation between Allreal Holding and DJI is -0.24 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Allreal Holding and DJI in the same portfolio, assuming nothing else is changed.
Allreal |
The ability to find closely correlated positions to Allreal Holding could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Allreal Holding 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 Allreal Holding - 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 Allreal Holding to buy it.
Moving together with Allreal Stock
| 0.65 | MOBN | Mobimo Hldg | PairCorr |
| 0.66 | ISN | Intershop Holding | PairCorr |
| 0.89 | PLAN | Plazza AG | PairCorr |
| 0.68 | FREN | Fundamenta Real Estate | PairCorr |
Moving against Allreal Stock
Related Correlations Analysis
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Risk-Adjusted Indicators
There is a big difference between Allreal Stock performing well and Allreal Holding 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 Allreal Holding'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PSPN | 0.59 | 0.09 | 0.17 | (0.59) | 0.77 | 1.19 | 4.25 | |||
| SPSN | 0.62 | 0.16 | 0.20 | (5.78) | 0.81 | 1.26 | 3.64 | |||
| MOBN | 0.65 | 0.11 | 0.21 | (0.99) | 0.75 | 1.30 | 4.94 | |||
| HELN | 0.61 | 0.34 | 0.51 | 3.53 | 0.00 | 1.93 | 3.83 | |||
| BALN | 0.67 | 0.18 | 0.42 | (10.41) | 0.30 | 1.81 | 4.02 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Allreal Holding 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.Did you try this?
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Analyst AdviceAnalyst recommendations and target price estimates broken down by several categories |
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Allreal Holding Corporate Management
Elected by the shareholders, the Allreal Holding's board of directors comprises two types of representatives: Allreal Holding inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Allreal. The board's role is to monitor Allreal Holding's management team and ensure that shareholders' interests are well served. Allreal Holding'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, Allreal Holding's outside directors are responsible for providing unbiased perspectives on the board's policies.
| Thomas Wapp | Chief Officer | Profile | |
| Stefan Dambacher | Head Devel | Profile | |
| Alain Paratte | Head Estate | Profile | |
| Simon Rbsamen | Head Realisation | Profile | |
| Reto Aregger | Chief Officer | Profile | |
| Roger Herzog | Chief Officer | Profile |