Informa PLC Correlations

IEA Stock

EUR 10.20 0.10 0.97%

The current 90-days correlation between Informa PLC and INVITATION HOMES DL is -0.04 (i.e., Good diversification). The correlation of Informa PLC 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.

Informa PLC Correlation With Market

Average diversification

The correlation between Informa PLC and DJI is 0.13 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Informa PLC and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Informa Stock

0.63	RDEB	RELX PLC	Pair Corr
0.69	PES	Pearson plc	Pair Corr
0.72	PESA	Pearson plc	Pair Corr
0.61	XPG	Schibsted ASA A	Pair Corr
0.67	ESLC	ESSILORLUXOTTICA 12ON	Pair Corr
0.7	GLE	Gladstone Commercial	Pair Corr
0.61	BAC	Verizon Communications	Pair Corr

Moving against Informa Stock

0.72	99Q	ENTREPARTICULIERS EO	Pair Corr
0.63	CJ8A	CARGOJET INC VAR	Pair Corr
0.57	6FO	GOODTECH ASA A	Pair Corr
0.39	BOSS	Hugo Boss AG	Pair Corr
0.39	C4X	Onxeo SA	Pair Corr

Related Correlations Analysis

	HTG	4IV	JATA	BMT	1QK	ITB	GS2C
HTG		-0.19	-0.49	-0.07	0.48	0.48	0.34	HTG
4IV	-0.19		0.28	0.65	-0.55	0.22	0.34	4IV
JATA	-0.49	0.28		0.43	-0.41	0.17	0.12	JATA
BMT	-0.07	0.65	0.43		-0.54	0.72	0.74	BMT
1QK	0.48	-0.55	-0.41	-0.54		0.0	-0.05	1QK
ITB	0.48	0.22	0.17	0.72	0.0		0.9	ITB
GS2C	0.34	0.34	0.12	0.74	-0.05	0.9		GS2C
	HTG	4IV	JATA	BMT	1QK	ITB	GS2C

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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

GS2C	+ 0.9	ITB
GS2C	+ 0.74	BMT
ITB	+ 0.72	BMT
BMT	+ 0.65	4IV
1QK	+ 0.48	HTG
ITB	+ 0.48	HTG

High negative correlations

1QK	- 0.55	4IV
1QK	- 0.54	BMT
JATA	- 0.49	HTG
1QK	- 0.41	JATA
4IV	- 0.19	HTG
BMT	- 0.07	HTG

Risk-Adjusted Indicators

There is a big difference between Informa Stock performing well and Informa PLC 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 Informa PLC'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
HTG	1.98	0.28	0.06	(0.62)	1.89	(2.87)	4.61	(3.74)	16.06
4IV	1.12	(0.14)	0.00	(0.03)	0.00	0.00	1.95	(1.90)	8.54
JATA	1.10	(0.09)	0.00	(0.81)	0.00	0.00	1.67	(3.20)	5.61
BMT	0.99	0.02	(0.03)	0.18	1.30	(1.00)	2.41	(2.50)	6.32
1QK	1.30	0.11	0.02	0.72	1.40	(1.66)	3.45	(2.96)	9.07
ITB	0.90	0.29	0.16	(1.80)	0.66	(0.97)	2.31	(1.36)	5.79
GS2C	2.52	0.63	0.21	2.46	2.18	(2.96)	8.05	(3.77)	19.42

Be your own money manager

Our tools can tell you how much better you can do entering a position in Informa PLC 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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Informa PLC Corporate Management

Elected by the shareholders, the Informa PLC's board of directors comprises two types of representatives: Informa PLC inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Informa. The board's role is to monitor Informa PLC's management team and ensure that shareholders' interests are well served. Informa PLC'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, Informa PLC's outside directors are responsible for providing unbiased perspectives on the board's policies.

Andrew Mullins	Chief Connect	Profile
Simon Hollins	Group CISO	Profile
Stephen CBE	Group Director	Profile
Charles McCurdy	Chief Markets	Profile
Sally Ashford	Group Director	Profile
Rupert Hopley	Company Secretary	Profile

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