Mosaic Correlations

MOS Stock

USD 25.09 0.13 0.52%

The current 90-days correlation between Mosaic and Nutrien is 0.8 (i.e., Very poor diversification). The correlation of Mosaic 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Mosaic Correlation With Market

Weak diversification

The correlation between The Mosaic and DJI is 0.31 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding The Mosaic and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in The Mosaic. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in persons.

Moving together with Mosaic Stock

0.62	AVD	American Vanguard	Pair Corr
0.74	IPI	Intrepid Potash Earnings Call This Week	Pair Corr
0.78	NTR	Nutrien	Pair Corr
0.73	UAN	CVR Partners LP	Pair Corr
0.82	CTVA	Corteva	Pair Corr
0.63	MP	MP Materials Corp	Pair Corr

Moving against Mosaic Stock

0.56	LVRO	Lavoro Limited Class	Pair Corr
0.37	IE	Ivanhoe Electric	Pair Corr
0.4	ELBM	Electra Battery Materials	Pair Corr
0.34	FEAM	5E Advanced Materials	Pair Corr

Related Correlations Analysis

	NTR	IPI	CTVA	FMC	CF	ICL	AVD	UAN	SMG
NTR		0.54	0.78	-0.31	0.13	0.91	0.32	0.77	-0.24	NTR
IPI	0.54		0.79	0.31	0.43	0.26	0.79	0.4	0.53	IPI
CTVA	0.78	0.79		-0.08	0.15	0.65	0.69	0.62	0.15	CTVA
FMC	-0.31	0.31	-0.08		0.7	-0.57	0.29	-0.09	0.8	FMC
CF	0.13	0.43	0.15	0.7		-0.1	0.27	0.35	0.58	CF
ICL	0.91	0.26	0.65	-0.57	-0.1		0.06	0.72	-0.51	ICL
AVD	0.32	0.79	0.69	0.29	0.27	0.06		0.22	0.56	AVD
UAN	0.77	0.4	0.62	-0.09	0.35	0.72	0.22		-0.13	UAN
SMG	-0.24	0.53	0.15	0.8	0.58	-0.51	0.56	-0.13		SMG
	NTR	IPI	CTVA	FMC	CF	ICL	AVD	UAN	SMG

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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

ICL	+ 0.91	NTR
SMG	+ 0.8	FMC
CTVA	+ 0.79	IPI
AVD	+ 0.79	IPI
CTVA	+ 0.78	NTR
UAN	+ 0.77	NTR

High negative correlations

ICL	- 0.57	FMC
SMG	- 0.51	ICL
FMC	- 0.31	NTR
SMG	- 0.24	NTR
SMG	- 0.13	UAN
ICL	- 0.1	CF

Risk-Adjusted Indicators

There is a big difference between Mosaic Stock performing well and Mosaic 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 Mosaic'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
NTR	1.40	0.26	0.18	0.38	1.25	(1.65)	3.42	(2.42)	9.15
IPI	2.06	(0.04)	0.00	(0.04)	0.00	0.00	3.73	(3.69)	16.60
CTVA	1.15	0.12	0.10	0.17	1.19	(1.35)	2.69	(2.12)	8.42
FMC	1.97	(0.43)	0.00	(8.28)	0.00	0.00	3.80	(3.14)	38.47
CF	1.70	(0.15)	0.00	(0.20)	0.00	0.00	3.13	(4.59)	15.08
ICL	1.71	0.51	0.24	0.63	1.59	(2.03)	4.25	(2.82)	9.55
AVD	2.42	(0.25)	0.00	(0.21)	0.00	0.00	4.83	(5.36)	15.45
UAN	1.21	0.14	0.11	0.25	1.17	(1.35)	3.38	(1.70)	12.05
SMG	1.56	(0.27)	0.00	(0.24)	0.00	0.00	3.39	(2.88)	11.16

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