Semacom Integrated Correlations
| SEMA Stock | 88.00 2.00 2.33% |
The current 90-days correlation between Semacom Integrated Tbk and PT Hasnur Internasional is 0.07 (i.e., Significant diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Semacom Integrated moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Semacom Integrated Tbk moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
Semacom Integrated Correlation With Market
Good diversification
The correlation between Semacom Integrated Tbk and DJI is -0.07 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Semacom Integrated Tbk and DJI in the same portfolio, assuming nothing else is changed.
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The ability to find closely correlated positions to Semacom Integrated could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Semacom Integrated 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 Semacom Integrated - 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 Semacom Integrated Tbk to buy it.
Related Correlations Analysis
| 0.32 | 0.35 | 0.47 | 0.36 | RMKE | ||
| 0.32 | 0.88 | 0.67 | 0.88 | ADMR | ||
| 0.35 | 0.88 | 0.69 | 0.82 | SGER | ||
| 0.47 | 0.67 | 0.69 | 0.71 | HAIS | ||
| 0.36 | 0.88 | 0.82 | 0.71 | SBMA | ||
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Risk-Adjusted Indicators
There is a big difference between Semacom Stock performing well and Semacom Integrated 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 Semacom Integrated'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| RMKE | 1.05 | (0.02) | 0.00 | 0.09 | 0.00 | 1.94 | 15.45 | |||
| ADMR | 1.84 | (0.55) | 0.00 | (1.23) | 0.00 | 3.19 | 8.73 | |||
| SGER | 1.65 | (0.36) | 0.00 | (1.60) | 0.00 | 2.86 | 19.81 | |||
| HAIS | 1.11 | (0.12) | 0.00 | 0.88 | 0.00 | 1.87 | 8.77 | |||
| SBMA | 0.83 | (0.10) | 0.00 | (0.66) | 0.00 | 2.38 | 5.50 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Semacom Integrated 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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Semacom Integrated Corporate Management
Elected by the shareholders, the Semacom Integrated's board of directors comprises two types of representatives: Semacom Integrated inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Semacom. The board's role is to monitor Semacom Integrated's management team and ensure that shareholders' interests are well served. Semacom Integrated'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, Semacom Integrated's outside directors are responsible for providing unbiased perspectives on the board's policies.
| Rudi Intan | Pres Director | Profile | |
| Bob Malano | Marketing Director | Profile | |
| Riany Widjaja | F Director | Profile | |
| Dwi Handaru | Head Unit | Profile | |
| Dian Tresnawati | Co Sec | Profile | |
| Tharmalinga Thaver | Plant Director | Profile |