Intermediate Capital Correlations
| ICGUF Stock | USD 27.14 0.00 0.00% |
The current 90-days correlation between Intermediate Capital and Sixth Street Specialty is 0.06 (i.e., Significant diversification). The correlation of Intermediate Capital 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.
Intermediate Capital Correlation With Market
Significant diversification
The correlation between Intermediate Capital Group and DJI is 0.07 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Intermediate Capital Group and DJI in the same portfolio, assuming nothing else is changed.
Intermediate |
The ability to find closely correlated positions to Intermediate Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Intermediate Capital 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 Intermediate Capital - 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 Intermediate Capital Group to buy it.
Moving together with Intermediate Pink Sheet
| 0.68 | BX | Blackstone Group Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.72 | BLK | BlackRock Earnings Call This Week | PairCorr |
| 0.73 | BK | Bank of New York Earnings Call This Week | PairCorr |
| 0.65 | ARES | Ares Management LP | PairCorr |
| 0.66 | AMP | Ameriprise Financial Fiscal Year End 22nd of January 2025 | PairCorr |
| 0.61 | TRV | The Travelers Companies Fiscal Year End 17th of January 2025 | PairCorr |
| 0.66 | BAC | Bank of America Fiscal Year End 10th of January 2025 | PairCorr |
Moving against Intermediate Pink Sheet
| 0.57 | IVSBF | Investor AB ser | PairCorr |
| 0.51 | BKRKY | Bank Rakyat | PairCorr |
| 0.48 | BAMGF | Brookfield Asset Man | PairCorr |
| 0.44 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.43 | PPERF | Bank Mandiri Persero | PairCorr |
| 0.39 | SHG | Shinhan Financial | PairCorr |
| 0.35 | IVSXF | Investor AB | PairCorr |
| 0.33 | PBCRY | Bank Central Asia | PairCorr |
| 0.62 | HOLO | MicroCloud Hologram Trending | PairCorr |
| 0.6 | KO | Coca Cola Sell-off Trend | PairCorr |
| 0.46 | DD | Dupont De Nemours Fiscal Year End 4th of February 2025 | PairCorr |
| 0.46 | MMM | 3M Company Fiscal Year End 28th of January 2025 | PairCorr |
| 0.44 | PFE | Pfizer Inc Sell-off Trend | PairCorr |
| 0.41 | VZ | Verizon Communications Fiscal Year End 28th of January 2025 | PairCorr |
| 0.35 | 674599CY9 | Occidental Petroleum | PairCorr |
| 0.32 | JNJ | Johnson Johnson Fiscal Year End 28th of January 2025 | PairCorr |
Related Correlations Analysis
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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 Intermediate Pink Sheet performing well and Intermediate Capital 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 Intermediate Capital'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CGBD | 0.74 | 0.15 | 0.14 | 0.60 | 0.82 | 1.39 | 4.67 | |||
| TSLX | 0.56 | 0.10 | 0.13 | 0.81 | 0.53 | 1.29 | 4.04 | |||
| HTGC | 0.85 | 0.08 | 0.07 | (1.33) | 0.86 | 1.55 | 5.45 | |||
| TCPC | 1.19 | 0.18 | 0.12 | (1.40) | 1.25 | 2.03 | 13.02 | |||
| TRIN | 0.84 | 0.19 | 0.17 | 0.79 | 0.86 | 1.97 | 5.95 | |||
| TPVG | 1.48 | 0.23 | 0.11 | 0.49 | 1.93 | 4.41 | 19.59 | |||
| CSWC | 0.83 | (0.15) | 0.00 | 0.50 | 0.00 | 1.39 | 8.57 | |||
| ARCC | 0.51 | 0.13 | 0.18 | 0.83 | 0.42 | 1.08 | 3.63 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Intermediate Capital 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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Intermediate Capital Corporate Management
| Chris Hunt | MD Relations | Profile | |
| Rosine Vitman | Managing London | Profile | |
| Max Mitchell | Managing London | Profile | |
| Andreas Mondovits | MD Relations | Profile | |
| Hadj Djema | Equity Europe | Profile | |
| Clare Glynn | Head Communications | Profile |