El Puerto Correlations
| ELPQF Stock | USD 5.24 0.24 4.80% |
The current 90-days correlation between El Puerto de and Tenaris SA ADR is -0.06 (i.e., Good diversification). The correlation of El Puerto 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.
El Puerto Correlation With Market
Good diversification
The correlation between El Puerto de and DJI is -0.17 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding El Puerto de and DJI in the same portfolio, assuming nothing else is changed.
ELPQF |
The ability to find closely correlated positions to El Puerto could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace El Puerto 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 El Puerto - 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 El Puerto de to buy it.
Moving together with ELPQF Pink Sheet
| 0.8 | AONNY | Aeon Co | PairCorr |
| 0.88 | TOKUY | Tokyu Corp ADR | PairCorr |
| 0.71 | LNDNF | Lundin Energy AB | PairCorr |
| 0.69 | BKLRF | Berkeley Energy | PairCorr |
Moving against ELPQF Pink Sheet
| 0.79 | DDS | Dillards | PairCorr |
| 0.67 | SVTMF | SM Investments | PairCorr |
| 0.64 | SRHGF | Shoprite Holdings | PairCorr |
| 0.45 | AONNF | Aeon | PairCorr |
| 0.35 | AWCMF | Alumina Limited | PairCorr |
| 0.87 | BLK | BlackRock Fiscal Year End 10th of January 2025 | PairCorr |
| 0.86 | KKR | KKR Co LP | PairCorr |
| 0.83 | C | Citigroup Fiscal Year End 10th of January 2025 | PairCorr |
| 0.81 | SMLR | Semler Scientific | PairCorr |
| 0.8 | BMY | Bristol Myers Squibb Aggressive Push | PairCorr |
| 0.75 | RCMT | RCM Technologies | PairCorr |
| 0.7 | LIEN | Chicago Atlantic BDC, Symbol Change | PairCorr |
| 0.7 | NTRA | Natera Inc | PairCorr |
| 0.69 | TSLA | Tesla Inc Fiscal Year End 22nd of January 2025 | PairCorr |
| 0.6 | GLABF | Gemina Laboratories Earnings Call This Week | PairCorr |
| 0.59 | GOOGL | Alphabet Class A | PairCorr |
| 0.54 | GMNFF | GobiMin | PairCorr |
| 0.53 | YMM | Full Truck Alliance | PairCorr |
| 0.48 | THCP | Thunder Bridge Capital | PairCorr |
| 0.38 | WBA | Walgreens Boots Alliance | PairCorr |
| 0.91 | SUM | Summit Materials | PairCorr |
| 0.83 | CSSV | Caspian Services | PairCorr |
| 0.83 | RBCAA | Republic Bancorp | PairCorr |
| 0.82 | VULNF | Vulcan Energy Resources | PairCorr |
| 0.74 | GBXI | GBX International | PairCorr |
| 0.68 | DYAI | Dyadic International | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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 ELPQF Pink Sheet performing well and El Puerto 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 El Puerto'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HIHO | 1.68 | 0.08 | 0.02 | 0.26 | 2.80 | 2.09 | 41.88 | |||
| ELVA | 3.02 | 0.02 | 0.01 | 0.05 | 3.82 | 8.76 | 25.67 | |||
| TS | 1.09 | 0.34 | 0.21 | 0.31 | 1.12 | 2.46 | 11.55 | |||
| ENS | 1.24 | (0.17) | 0.00 | (0.19) | 0.00 | 2.61 | 8.89 | |||
| GFF | 1.72 | 0.06 | 0.04 | 0.06 | 1.91 | 3.03 | 22.89 | |||
| PDS | 1.72 | (0.26) | 0.00 | (0.48) | 0.00 | 3.44 | 11.68 | |||
| PTEN | 2.16 | (0.14) | 0.00 | (0.07) | 0.00 | 3.86 | 18.37 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in El Puerto 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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El Puerto Corporate Management
| Jose Diego | Investor Officer | Profile | |
| Antonino G | Chief Officer | Profile | |
| Mauricio Braverman | Chief Officer | Profile | |
| Enrique Guijosa | CFO Officer | Profile | |
| Graciano G | Director Director | Profile | |
| Zahie Edid | Director Capital | Profile |