SW Seed Correlations

SANW Stock

USD 7.05 0.49 6.50%

The current 90-days correlation between SW Seed Company and Alico Inc is 0.19 (i.e., Average diversification). The correlation of SW Seed 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.

SW Seed Correlation With Market

Average diversification

The correlation between SW Seed Company and DJI is 0.15 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SW Seed Company and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SW Seed Company. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

Moving together with SANW Stock

0.77

Procter Gamble Sell-off Trend

Pair Corr

Moving against SANW Stock

0.46	AGRO	Adecoagro SA	Pair Corr
0.41	LW	Lamb Weston Holdings	Pair Corr
0.31	IH	Ihuman Inc	Pair Corr
0.49	BRBMF	Big Rock Brewery	Pair Corr
0.47	FAMI	Farmmi Inc	Pair Corr
0.36	VINE	Fresh Grapes LLC	Pair Corr
0.33	VSTA	Vasta Platform	Pair Corr
0.31	DTCK	Davis Commodities	Pair Corr

Related Correlations Analysis

	FDP	ALCO	AGRO	LND	LMNR	DOLE	CALM	VITL	LOCL	AFRI
FDP		-0.4	-0.02	-0.6	0.45	-0.37	0.64	-0.47	-0.6	-0.65	FDP
ALCO	-0.4		-0.14	0.77	-0.22	0.43	-0.76	-0.23	0.03	0.77	ALCO
AGRO	-0.02	-0.14		0.02	0.14	0.36	-0.01	0.03	-0.01	-0.01	AGRO
LND	-0.6	0.77	0.02		-0.47	0.41	-0.89	-0.15	0.21	0.83	LND
LMNR	0.45	-0.22	0.14	-0.47		0.19	0.66	0.35	-0.21	-0.38	LMNR
DOLE	-0.37	0.43	0.36	0.41	0.19		-0.39	0.31	0.42	0.56	DOLE
CALM	0.64	-0.76	-0.01	-0.89	0.66	-0.39		0.23	-0.26	-0.88	CALM
VITL	-0.47	-0.23	0.03	-0.15	0.35	0.31	0.23		0.51	0.01	VITL
LOCL	-0.6	0.03	-0.01	0.21	-0.21	0.42	-0.26	0.51		0.3	LOCL
AFRI	-0.65	0.77	-0.01	0.83	-0.38	0.56	-0.88	0.01	0.3		AFRI
	FDP	ALCO	AGRO	LND	LMNR	DOLE	CALM	VITL	LOCL	AFRI

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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

AFRI	+ 0.83	LND
LND	+ 0.77	ALCO
AFRI	+ 0.77	ALCO
CALM	+ 0.66	LMNR
CALM	+ 0.64	FDP
AFRI	+ 0.56	DOLE

High negative correlations

CALM	- 0.89	LND
AFRI	- 0.88	CALM
CALM	- 0.76	ALCO
AFRI	- 0.65	FDP
LOCL	- 0.6	FDP
LND	- 0.6	FDP

Risk-Adjusted Indicators

There is a big difference between SANW Stock performing well and SW Seed 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 SW Seed'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
FDP	1.09	0.24	0.11	3.86	0.94	(1.35)	2.30	(1.99)	12.38
ALCO	1.54	(0.29)	0.00	(0.07)	0.00	0.00	4.76	(3.23)	13.25
AGRO	1.22	0.03	(0.06)	0.79	1.54	(1.31)	1.97	(2.68)	8.94
LND	1.14	(0.21)	0.00	(0.56)	0.00	0.00	2.16	(2.42)	6.34
LMNR	1.55	(0.04)	0.04	0.11	1.67	(1.74)	3.82	(3.01)	10.68
DOLE	1.29	(0.19)	0.00	(0.10)	0.00	0.00	2.45	(2.60)	15.22
CALM	1.22	0.43	0.25	0.94	0.84	(1.35)	3.33	(1.86)	9.06
VITL	2.22	(0.06)	0.01	0.09	3.67	(2.20)	3.98	(4.67)	20.42
LOCL	2.80	(0.64)	0.00	(0.71)	0.00	0.00	4.78	(6.90)	26.64
AFRI	1.18	(0.23)	0.00	(0.17)	0.00	0.00	2.22	(2.16)	7.72

SW Seed Corporate Management

Andrea McFarlane	Global Resources	Profile
Christine Hatcher	VP Fin	Profile
Donald Panter	Ex Americas	Profile
Elizabeth Horton	Ex CFO	Profile

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