Aecom Technology Correlations

ACM Stock

USD 96.43 1.13 1.16%

The current 90-days correlation between Aecom Technology and MasTec Inc is 0.02 (i.e., Significant diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Aecom Technology moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Aecom Technology moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Aecom Technology Correlation With Market

Excellent diversification

The correlation between Aecom Technology and DJI is -0.63 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Aecom Technology and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Aecom Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Aecom Technology. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

To learn how to invest in Aecom Stock, please use our How to Invest in Aecom Technology guide.

Moving together with Aecom Stock

0.62	PSGTF	PT Semen Indonesia	Pair Corr
0.84	ATMV	ATMV Old Symbol Change	Pair Corr

Moving against Aecom Stock

0.79	CZNC	Citizens Northern Corp Normal Trading	Pair Corr
0.75	ADHI	Arsenal Digital Holdings	Pair Corr
0.74	FNCHF	FINEOSHoldings Plc	Pair Corr
0.73	RBGPF	Reckitt Benckiser	Pair Corr
0.72	MTZ	MasTec Inc	Pair Corr
0.69	AMKBY	AP Moeller Maersk Earnings Call This Week	Pair Corr
0.62	ARRJF	Arjo AB	Pair Corr
0.61	NVR	NVR Inc	Pair Corr
0.54	BKNG	Booking Holdings	Pair Corr
0.41	ORN	Orion Group Holdings	Pair Corr
0.88	VFC	VF Corporation	Pair Corr
0.81	ACN	Accenture plc	Pair Corr
0.8	GPHOF	Graphite One	Pair Corr
0.79	LSBK	Lake Shore Bancorp	Pair Corr
0.7	KGC	Kinross Gold	Pair Corr
0.57	REX	REX American Resources	Pair Corr
0.52	ITNF	Internet Infinity	Pair Corr
0.5	FTAI	FTAI Aviation	Pair Corr
0.5	AXIA	AXIA Energia Symbol Change	Pair Corr
0.46	LILIF	Argentina Lithium Energy	Pair Corr

Related Correlations Analysis

	MTZ	LII	PNR	SNA	CHRW	EXPD	FTAI	JBHT	APG	STN
MTZ		0.69	0.06	0.9	0.71	0.68	0.84	0.87	0.75	-0.24	MTZ
LII	0.69		0.11	0.72	0.44	0.45	0.65	0.72	0.6	0.05	LII
PNR	0.06	0.11		0.11	-0.2	-0.35	0.06	-0.17	-0.24	0.65	PNR
SNA	0.9	0.72	0.11		0.79	0.77	0.89	0.91	0.83	-0.21	SNA
CHRW	0.71	0.44	-0.2	0.79		0.88	0.75	0.81	0.88	-0.45	CHRW
EXPD	0.68	0.45	-0.35	0.77	0.88		0.63	0.86	0.92	-0.68	EXPD
FTAI	0.84	0.65	0.06	0.89	0.75	0.63		0.73	0.77	-0.03	FTAI
JBHT	0.87	0.72	-0.17	0.91	0.81	0.86	0.73		0.85	-0.48	JBHT
APG	0.75	0.6	-0.24	0.83	0.88	0.92	0.77	0.85		-0.52	APG
STN	-0.24	0.05	0.65	-0.21	-0.45	-0.68	-0.03	-0.48	-0.52		STN
	MTZ	LII	PNR	SNA	CHRW	EXPD	FTAI	JBHT	APG	STN

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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

APG	+ 0.92	EXPD
JBHT	+ 0.91	SNA
SNA	+ 0.9	MTZ
FTAI	+ 0.89	SNA
EXPD	+ 0.88	CHRW
APG	+ 0.88	CHRW

High negative correlations

STN	- 0.68	EXPD
STN	- 0.52	APG
STN	- 0.48	JBHT
STN	- 0.45	CHRW
EXPD	- 0.35	PNR
APG	- 0.24	PNR

Risk-Adjusted Indicators

There is a big difference between Aecom Stock performing well and Aecom Technology 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 Aecom Technology'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
MTZ	1.69	0.17	0.07	0.19	2.40	(1.63)	4.38	(4.58)	13.07
LII	1.32	(0.03)	0.00	(0.05)	0.00	0.00	2.75	(2.66)	8.58
PNR	1.02	(0.11)	0.00	(0.04)	0.00	0.00	2.77	(2.39)	7.55
SNA	0.74	0.07	0.05	0.14	0.81	(0.76)	1.94	(1.45)	3.63
CHRW	1.46	0.65	0.59	0.93	0.44	(1.99)	3.08	(1.70)	22.91
EXPD	1.22	0.45	0.42	0.59	0.61	(1.62)	2.46	(1.63)	13.29
FTAI	2.57	0.64	0.19	0.65	2.79	(2.86)	6.86	(4.53)	17.39
JBHT	1.14	0.28	0.27	0.32	0.77	(1.40)	3.32	(1.54)	6.61
APG	1.35	0.30	0.17	6.55	1.16	(1.56)	3.57	(2.16)	8.44
STN	1.09	(0.22)	0.00	(0.13)	0.00	0.00	1.96	(2.27)	8.69

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