Booz Allen Correlations

BAH Stock

USD 79.44 0.33 0.41%

The current 90-days correlation between Booz Allen Hamilton and Grupo Aeroportuario del is -0.02 (i.e., Good diversification). The correlation of Booz Allen 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.

Booz Allen Correlation With Market

Modest diversification

The correlation between Booz Allen Hamilton and DJI is 0.2 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Booz Allen Hamilton and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Booz Stock

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

Moving together with Booz Stock

0.71	SOP	Sopra Steria Group	Pair Corr
0.74	AN3	Alten SA	Pair Corr
0.69	MKL	Atea ASA	Pair Corr
0.68	7XT	XTM INC	Pair Corr
0.8	EPAM	EPAM Systems	Pair Corr
0.65	NCR1	NCR Corporation	Pair Corr
0.78	FIGR	Figure Technology	Pair Corr
0.63	LHV	ExlService Holdings	Pair Corr
0.82	ACN	Accenture plc	Pair Corr
0.69	1S3	SeSa SpA	Pair Corr
0.81	DOX	Amdocs Sell-off Trend	Pair Corr
0.76	DXC	DXC Technology	Pair Corr

Moving against Booz Stock

0.49	DM	Datametrex AI Earnings Call This Week	Pair Corr
0.36	MI	NFT Limited	Pair Corr
0.34	BEO	Beonic	Pair Corr
0.31	GNIP	GenIP PLC	Pair Corr

Related Correlations Analysis

	PAC	OC	WMS	SWK	ARMK	ASR	CR	CLH	MLI	AYI
PAC		0.81	0.63	0.83	0.64	0.9	0.57	0.78	0.59	-0.63	PAC
OC	0.81		0.9	0.95	0.75	0.88	0.67	0.88	0.43	-0.74	OC
WMS	0.63	0.9		0.89	0.81	0.83	0.61	0.85	0.2	-0.68	WMS
SWK	0.83	0.95	0.89		0.82	0.89	0.78	0.93	0.49	-0.74	SWK
ARMK	0.64	0.75	0.81	0.82		0.76	0.7	0.87	0.39	-0.73	ARMK
ASR	0.9	0.88	0.83	0.89	0.76		0.52	0.88	0.41	-0.7	ASR
CR	0.57	0.67	0.61	0.78	0.7	0.52		0.74	0.49	-0.59	CR
CLH	0.78	0.88	0.85	0.93	0.87	0.88	0.74		0.55	-0.8	CLH
MLI	0.59	0.43	0.2	0.49	0.39	0.41	0.49	0.55		-0.63	MLI
AYI	-0.63	-0.74	-0.68	-0.74	-0.73	-0.7	-0.59	-0.8	-0.63		AYI
	PAC	OC	WMS	SWK	ARMK	ASR	CR	CLH	MLI	AYI

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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

SWK	+ 0.95	OC
CLH	+ 0.93	SWK
ASR	+ 0.9	PAC
WMS	+ 0.9	OC
SWK	+ 0.89	WMS
ASR	+ 0.89	SWK

High negative correlations

AYI	- 0.8	CLH
AYI	- 0.74	SWK
AYI	- 0.74	OC
AYI	- 0.73	ARMK
AYI	- 0.7	ASR
AYI	- 0.68	WMS

Risk-Adjusted Indicators

There is a big difference between Booz Stock performing well and Booz Allen 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 Booz Allen'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
PAC	1.60	0.21	0.08	0.34	2.11	(1.63)	4.08	(3.43)	13.68
OC	1.54	0.17	0.15	0.22	1.26	(1.82)	4.56	(2.49)	9.87
WMS	1.35	0.17	0.14	0.26	1.01	(1.58)	3.31	(1.85)	9.24
SWK	1.69	0.33	0.23	0.28	1.51	(2.01)	4.60	(2.56)	11.01
ARMK	1.07	0.10	0.06	0.22	1.37	(1.34)	2.58	(1.72)	12.74
ASR	1.12	0.29	0.17	0.61	1.17	(1.27)	2.80	(2.03)	9.05
CR	1.31	0.08	0.05	0.16	2.14	(1.44)	2.71	(1.99)	15.15
CLH	1.13	0.40	0.33	0.50	0.54	(1.31)	3.79	(1.39)	7.76
MLI	1.37	0.12	0.04	0.23	2.69	(1.37)	2.26	(1.65)	13.77
AYI	1.45	(0.27)	0.00	(0.12)	0.00	0.00	2.66	(2.93)	16.54

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