Marubeni Correlations
| MARA Stock | EUR 16.00 1.17 7.89% |
The current 90-days correlation between Marubeni and Tyson Foods is 0.16 (i.e., Average diversification). The correlation of Marubeni 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.
Marubeni Correlation With Market
Average diversification
The correlation between Marubeni 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 Marubeni and DJI in the same portfolio, assuming nothing else is changed.
Marubeni |
The ability to find closely correlated positions to Marubeni could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Marubeni 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 Marubeni - 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 Marubeni to buy it.
Moving together with Marubeni Stock
| 0.64 | MBI | Mitsubishi | PairCorr |
| 0.69 | CPF | CITIC Limited Earnings Call This Week | PairCorr |
| 0.69 | CPF0 | CITIC LTD ADR5 Earnings Call This Week | PairCorr |
| 0.77 | SUMA | Sumitomo | PairCorr |
| 0.74 | KONN | Komercn banka as | PairCorr |
| 0.73 | AV6 | Avista | PairCorr |
| 0.62 | CN6 | BII Railway Transpor | PairCorr |
| 0.73 | ZHJ | Zhejiang Expressway Earnings Call This Week | PairCorr |
| 0.62 | QB3 | Quebecor | PairCorr |
| 0.74 | ALVE | ALLIANZ SE UNSPADR | PairCorr |
| 0.73 | DEZ | Deutz AG Earnings Call Tomorrow | PairCorr |
Moving against Marubeni Stock
| 0.78 | 27J | Impinj Inc | PairCorr |
| 0.76 | 27J | Impinj Inc | PairCorr |
| 0.69 | ALD | Honeywell International | PairCorr |
| 0.67 | ADH2 | Air Canada | PairCorr |
| 0.56 | CXT | Carmat SA | PairCorr |
| 0.44 | IOC | ITOCHU | 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 Marubeni Stock performing well and Marubeni 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 Marubeni'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| 28Y | 1.81 | 0.01 | 0.03 | 0.89 | 2.44 | 5.10 | 15.00 | |||
| 39M | 1.44 | (0.04) | 0.00 | 0.04 | 0.00 | 2.42 | 7.73 | |||
| M1L | 1.30 | 0.09 | 0.13 | (0.90) | 1.15 | 3.53 | 10.34 | |||
| 7D2A | 3.87 | 0.50 | 0.17 | 7.81 | 3.20 | 7.95 | 36.08 | |||
| TF7A | 1.25 | (0.11) | 0.00 | 0.64 | 0.00 | 2.81 | 8.11 | |||
| COP | 1.34 | 0.57 | 0.80 | (4.83) | 0.00 | 1.71 | 36.02 | |||
| PH4 | 3.62 | 0.78 | 0.16 | (1.75) | 3.33 | 11.11 | 23.38 | |||
| CFH | 1.91 | 0.28 | 0.08 | (6.39) | 2.21 | 3.57 | 16.04 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Marubeni 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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Marubeni Corporate Management
Elected by the shareholders, the Marubeni's board of directors comprises two types of representatives: Marubeni inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Marubeni. The board's role is to monitor Marubeni's management team and ensure that shareholders' interests are well served. Marubeni'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, Marubeni's outside directors are responsible for providing unbiased perspectives on the board's policies.
| Koichi Ariizumi | Ex Dept | Profile | |
| Daisuke Tsuchiya | Ex Div | Profile | |
| Fumiya Kokubu | Ex Chairman | Profile | |
| Mutsumi Ishizuki | Sr Officer | Profile | |
| Akira Terakawa | CEO EVP | Profile | |
| Hajime Kawamura | Sr Group | Profile | |
| Takayuki Furuya | CFO, Officer | Profile |