Booz Allen Correlations

BAH Stock

USD 87.50 0.92 1.04%

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

Poor diversification

The correlation between Booz Allen Hamilton and DJI is 0.77 (i.e., Poor 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

0.79	WNC	Wabash National Earnings Call This Week	Pair Corr
0.73	CAT	Caterpillar	Pair Corr
0.77	BA	Boeing	Pair Corr
0.72	AA	Alcoa Corp	Pair Corr
0.71	INTC	Intel Aggressive Push	Pair Corr

Moving against Booz Stock

0.58	TRNR	Interactive Strength	Pair Corr
0.55	APVO	Aptevo Therapeutics	Pair Corr
0.49	TRV	The Travelers Companies	Pair Corr
0.47	BRK-A	Berkshire Hathaway	Pair Corr
0.43	VLCN	Volcon Inc Symbol Change	Pair Corr
0.42	HPQ	HP Inc Aggressive Push	Pair Corr
0.38	MSFT	Microsoft	Pair Corr

Related Correlations Analysis

	PAC	OC	WMS	SWK	ARMK	ASR	CR	CLH	MLI	AYI
PAC		0.78	0.34	0.72	0.58	0.94	0.47	0.9	0.65	-0.38	PAC
OC	0.78		0.44	0.8	0.69	0.76	0.68	0.9	0.68	-0.47	OC
WMS	0.34	0.44		0.78	0.45	0.18	0.49	0.45	0.71	-0.51	WMS
SWK	0.72	0.8	0.78		0.65	0.59	0.72	0.77	0.87	-0.54	SWK
ARMK	0.58	0.69	0.45	0.65		0.61	0.72	0.64	0.61	-0.59	ARMK
ASR	0.94	0.76	0.18	0.59	0.61		0.41	0.85	0.59	-0.36	ASR
CR	0.47	0.68	0.49	0.72	0.72	0.41		0.57	0.52	-0.44	CR
CLH	0.9	0.9	0.45	0.77	0.64	0.85	0.57		0.67	-0.44	CLH
MLI	0.65	0.68	0.71	0.87	0.61	0.59	0.52	0.67		-0.76	MLI
AYI	-0.38	-0.47	-0.51	-0.54	-0.59	-0.36	-0.44	-0.44	-0.76		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

ASR	+ 0.94	PAC
CLH	+ 0.9	PAC
CLH	+ 0.9	OC
MLI	+ 0.87	SWK
CLH	+ 0.85	ASR
SWK	+ 0.8	OC

High negative correlations

AYI	- 0.76	MLI
AYI	- 0.59	ARMK
AYI	- 0.54	SWK
AYI	- 0.51	WMS
AYI	- 0.47	OC
AYI	- 0.44	CLH

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	1.30	0.42	0.29	0.89	0.93	(1.51)	2.70	(1.98)	9.22
OC	1.49	(0.08)	0.00	(0.01)	0.00	0.00	4.03	(2.95)	9.87
WMS	1.35	0.11	0.09	0.15	1.21	(1.55)	3.31	(2.33)	11.59
SWK	1.57	0.08	0.07	0.09	1.60	(1.80)	4.60	(2.67)	10.50
ARMK	0.90	0.00	(0.01)	0.05	1.26	(1.06)	1.78	(1.74)	6.45
ASR	0.99	0.27	0.21	0.76	0.81	(1.11)	2.48	(1.51)	6.46
CR	1.34	(0.11)	0.00	(0.02)	0.00	0.00	2.28	(2.32)	15.15
CLH	1.10	0.33	0.29	0.39	0.65	(1.29)	3.79	(1.44)	7.76
MLI	0.95	0.41	0.32	3.27	0.79	(1.16)	2.11	(1.65)	4.16
AYI	1.35	(0.23)	0.00	(0.22)	0.00	0.00	2.46	(2.66)	16.54

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