Comstock Holding Correlations
| CHCI Stock | USD 9.64 0.39 3.89% |
The current 90-days correlation between Comstock Holding Com and Stratus Properties is 0.13 (i.e., Average diversification). The correlation of Comstock 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.
Comstock Holding Correlation With Market
Average diversification
The correlation between Comstock Holding Companies and DJI is 0.17 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Comstock Holding Companies and DJI in the same portfolio, assuming nothing else is changed.
Comstock |
Moving together with Comstock Stock
| 0.66 | HOV | Hovnanian Enterprises | PairCorr |
| 0.68 | KTB | Kontoor Brands | PairCorr |
| 0.64 | OXM | Oxford Industries | PairCorr |
| 0.61 | TPH | TRI Pointe Homes | PairCorr |
| 0.62 | GIII | G III Apparel | PairCorr |
| 0.61 | LGIH | LGI Homes | PairCorr |
| 0.65 | RH | RH | PairCorr |
| 0.65 | WING | Wingstop | PairCorr |
| 0.61 | DKS | Dicks Sporting Goods | PairCorr |
| 0.73 | XELB | Xcel Brands Trending | PairCorr |
| 0.65 | GLBE | Global E Online | PairCorr |
| 0.64 | KIRK | Kirklands | PairCorr |
Moving against Comstock Stock
| 0.4 | JD | JD Inc Adr | PairCorr |
| 0.6 | YUM | Yum Brands | PairCorr |
| 0.53 | NATH | Nathans Famous | PairCorr |
| 0.48 | MCD | McDonalds | PairCorr |
| 0.36 | XOSWW | Xos Equity Warrants | PairCorr |
| 0.33 | PDD | PDD Holdings | PairCorr |
| 0.31 | MELI | MercadoLibre Downward Rally | PairCorr |
Related Correlations Analysis
| 0.0 | -0.22 | 0.0 | 0.64 | -0.48 | JOE | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | HHC | ||
| -0.22 | 0.0 | 0.0 | -0.47 | 0.19 | STRS | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | HLDVF | ||
| 0.64 | 0.0 | -0.47 | 0.0 | -0.28 | MTSFY | ||
| -0.48 | 0.0 | 0.19 | 0.0 | -0.28 | NDVLY | ||
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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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Comstock Stock performing well and Comstock 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 Comstock 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| JOE | 1.17 | 0.01 | 0.01 | 0.02 | 1.50 | 2.83 | 8.28 | |||
| HHC | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| STRS | 1.88 | (0.39) | 0.00 | (0.33) | 0.00 | 3.65 | 12.43 | |||
| HLDVF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MTSFY | 1.31 | 0.26 | 0.17 | 0.31 | 1.25 | 3.26 | 7.89 | |||
| NDVLY | 7.33 | 0.16 | 0.02 | (0.28) | 7.72 | 18.18 | 40.00 |
Comstock Holding Corporate Management
| Paul Schwartz | Senior Resources | Profile | |
| Christopher Facas | Senior Services | Profile | |
| Jubal Thompson | General Counsel and Secretary | Profile | |
| John Harrison | Executive Development | Profile | |
| Tracy Schar | Senior Design | Profile |