Aecom Technology Correlations

ACM Stock

USD 99.58 0.68 0.69%

The current 90-days correlation between Aecom Technology and MasTec Inc is 0.29 (i.e., Modest 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

Weak diversification

The correlation between Aecom Technology and DJI is 0.39 (i.e., Weak 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

0.85	600769	Wuhan Xianglong Power	Pair Corr
0.84	002551	Shenzhen Glory Medical	Pair Corr
0.69	EME	EMCOR Group	Pair Corr
0.72	FLR	Fluor	Pair Corr
0.68	603176	Huitong Construction	Pair Corr
0.62	LMB	Limbach Holdings	Pair Corr
0.73	600512	Tengda Construction	Pair Corr
0.92	600170	Shanghai Construction	Pair Corr
0.93	600545	Saurer Intelligent	Pair Corr
0.91	601789	Ningbo Construction	Pair Corr
0.86	300732	Henan Provincial Com	Pair Corr
0.72	002062	Hongrun Construction	Pair Corr
0.84	NCRA	Nocera Inc	Pair Corr
0.9	601186	China Railway Constr	Pair Corr
0.93	600491	Long Yuan Construction	Pair Corr
0.91	ONEG	OneConstruction Group	Pair Corr
0.86	601618	Metallurgical	Pair Corr

Moving against Aecom Stock

0.96	DY	Dycom Industries	Pair Corr
0.78	GVA	Granite Construction	Pair Corr
0.76	FER	Ferrovial SE	Pair Corr
0.62	002307	Xinjiang Beixin Road	Pair Corr
0.52	002822	Shenzhen Zhongzhuang	Pair Corr
0.51	ORN	Orion Group Holdings	Pair Corr
0.49	FIX	Comfort Systems USA	Pair Corr
0.46	AGX	Argan Inc	Pair Corr
0.8	NNGPF	NN Group NV	Pair Corr
0.68	NWPX	Northwest Pipe	Pair Corr
0.64	MIELF	Mitsubishi Electric	Pair Corr
0.51	MSP	Minaean SP Construction Split	Pair Corr
0.33	IBM	International Business	Pair Corr

Related Correlations Analysis

	MTZ	LII	PNR	SNA	CHRW	EXPD	FTAI	JBHT	APG	STN
MTZ		0.37	-0.26	0.78	0.47	0.53	0.66	0.71	0.6	-0.42	MTZ
LII	0.37		0.46	0.25	-0.34	-0.3	0.36	-0.09	-0.18	0.41	LII
PNR	-0.26	0.46		-0.38	-0.75	-0.78	-0.29	-0.62	-0.72	0.82	PNR
SNA	0.78	0.25	-0.38		0.58	0.67	0.67	0.88	0.69	-0.46	SNA
CHRW	0.47	-0.34	-0.75	0.58		0.93	0.33	0.8	0.92	-0.81	CHRW
EXPD	0.53	-0.3	-0.78	0.67	0.93		0.36	0.85	0.96	-0.89	EXPD
FTAI	0.66	0.36	-0.29	0.67	0.33	0.36		0.53	0.46	-0.16	FTAI
JBHT	0.71	-0.09	-0.62	0.88	0.8	0.85	0.53		0.83	-0.71	JBHT
APG	0.6	-0.18	-0.72	0.69	0.92	0.96	0.46	0.83		-0.83	APG
STN	-0.42	0.41	0.82	-0.46	-0.81	-0.89	-0.16	-0.71	-0.83		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	+ 0.96	EXPD
EXPD	+ 0.93	CHRW
APG	+ 0.92	CHRW
JBHT	+ 0.88	SNA
JBHT	+ 0.85	EXPD
APG	+ 0.83	JBHT

High negative correlations

STN	- 0.89	EXPD
STN	- 0.83	APG
STN	- 0.81	CHRW
EXPD	- 0.78	PNR
CHRW	- 0.75	PNR
APG	- 0.72	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	1.97	(0.10)	(0.01)	0.03	3.01	(1.79)	4.15	(5.03)	13.07
LII	1.47	(0.15)	0.00	(0.01)	0.00	0.00	2.75	(2.67)	12.85
PNR	1.01	(0.14)	0.00	(0.57)	0.00	0.00	1.84	(2.40)	7.55
SNA	0.87	0.05	0.03	0.16	0.92	(0.90)	2.17	(1.62)	5.32
CHRW	1.45	0.33	0.23	0.46	1.06	(1.81)	2.89	(2.42)	22.91
EXPD	1.28	0.34	0.25	0.47	1.06	(1.60)	2.75	(2.26)	13.29
FTAI	2.62	0.48	0.16	0.39	2.93	(2.92)	6.86	(4.53)	17.39
JBHT	1.63	0.58	0.39	1.10	0.97	(2.14)	4.41	(2.10)	24.93
APG	1.44	0.17	0.14	0.19	1.29	(1.73)	3.57	(2.74)	8.44
STN	1.13	(0.29)	0.00	(0.14)	0.00	0.00	1.76	(2.27)	8.69

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