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Last Update: 24-Jan-2025, 18:22 CST

VFS Correlation Report

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Correlation Plot    ExplainYTD: VFS  -0.5 %  vs. SPX  3.7 % 
VinFast Auto Ltd.

* Correlation: MODEST* Reward: correlation not >= 0.6 or <= -0.6
* Diversifier: MODEST* Risk: HIGH

CC *Alpha *Beta *RR *R-Scatter *% Win *

0.143

-1.428

3.83

-8

1.4

36.7
* Last 60 market days. VFS relative to SPX - S&P 500 Index
Most Correlated Non-ETF Securities:
RankVFS CCTicker Symbol - Security NameSPX CCSPX AlphaSPX Beta
1
0.504 Subscribe first then Login to view complete reports now

0.548

0.198

2.71
2
2
0.478 Subscribe first then Login to view complete reports now

0.210

-1.941

6.58
3
2
0.453 Subscribe first then Login to view complete reports now

0.338

-1.520

6.79
4
2
0.452 Subscribe first then Login to view complete reports now

0.284

-0.143

1.66
5
1
0.451 UP - Wheels Up Experience Inc. Class A

0.234

-0.530

6.26
Least Correlated Non-ETF Securities:
RankVFS CCTicker Symbol - Security NameSPX CCSPX AlphaSPX Beta
1
404
0.000 Subscribe first then Login to view complete reports now

0.448

-0.069

2.05
2
160
0.000 Subscribe first then Login to view complete reports now

0.583

0.007

2.14
3
166
0.000 Subscribe first then Login to view complete reports now

0.498

-0.406

3.63
4
304
0.000 Subscribe first then Login to view complete reports now

0.145

0.027

1.91
5
233
0.000 SKYT - SkyWater Technology Inc.

0.393

-0.671

8.07
Most Anti-Correlated Non-ETF Securities:
RankVFS CCTicker Symbol - Security NameSPX CCSPX AlphaSPX Beta
1
-0.282 Subscribe first then Login to view complete reports now

0.073

-0.894

9.59
2
3
-0.277 Subscribe first then Login to view complete reports now

0.089

-0.314

2.29
3
1
-0.256 Subscribe first then Login to view complete reports now

0.257

0.099

2.80
4
-0.254 Subscribe first then Login to view complete reports now

0.132

-0.442

2.15
5
4
-0.252 BBD - Banco Bradesco Sa American Depositary Shares

0.100

-0.448

2.90




 

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