Capgemini Correlations

CAPMF Stock

USD 164.63 7.72 4.48%

The current 90-days correlation between Capgemini SE and ZTE Corp H is -0.01 (i.e., Good diversification). The correlation of Capgemini 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.

Capgemini Correlation With Market

Modest diversification

The correlation between Capgemini SE 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 Capgemini SE and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Capgemini could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Capgemini when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Capgemini - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Capgemini SE to buy it.

Moving together with Capgemini Pink Sheet

0.82	ACN	Accenture plc	Pair Corr
0.83	NCRRP	NCR Corp Pref	Pair Corr
0.67	INFY	Infosys Ltd ADR	Pair Corr
0.8	CTSH	Cognizant Technology	Pair Corr
0.95	CGEMY	Capgemini SE ADR	Pair Corr
0.81	FTV	Fortive Corp	Pair Corr
0.62	CAT	Caterpillar	Pair Corr
0.68	DD	Dupont De Nemours	Pair Corr
0.68	MRK	Merck Company	Pair Corr
0.73	BAC	Bank of America	Pair Corr
0.68	CSCO	Cisco Systems	Pair Corr
0.7	JNJ	Johnson Johnson	Pair Corr
0.7	AA	Alcoa Corp	Pair Corr
0.78	WMT	Walmart Common Stock Aggressive Push	Pair Corr

Moving against Capgemini Pink Sheet

0.77	NTNX	Nutanix	Pair Corr
0.46	FISV	Fiserv Common Stock Symbol Change	Pair Corr
0.47	HD	Home Depot	Pair Corr
0.4	T	ATT Inc	Pair Corr

Related Correlations Analysis

	NRILY	NURAF	ZTCOF	PCRFF	CAJPY	NTDTY	KONMY	CAJFF	LNVGY	ERIXF
NRILY		0.74	-0.8	-0.07	0.13	0.21	0.11	-0.22	-0.6	0.16	NRILY
NURAF	0.74		-0.79	0.17	0.36	0.16	-0.19	-0.04	-0.74	0.25	NURAF
ZTCOF	-0.8	-0.79		0.05	-0.15	-0.35	0.02	0.12	0.71	-0.05	ZTCOF
PCRFF	-0.07	0.17	0.05		0.55	-0.15	-0.38	0.35	-0.3	0.27	PCRFF
CAJPY	0.13	0.36	-0.15	0.55		0.19	-0.65	0.49	-0.33	-0.11	CAJPY
NTDTY	0.21	0.16	-0.35	-0.15	0.19		-0.16	0.13	-0.24	-0.35	NTDTY
KONMY	0.11	-0.19	0.02	-0.38	-0.65	-0.16		-0.5	0.31	0.38	KONMY
CAJFF	-0.22	-0.04	0.12	0.35	0.49	0.13	-0.5		-0.04	-0.36	CAJFF
LNVGY	-0.6	-0.74	0.71	-0.3	-0.33	-0.24	0.31	-0.04		-0.19	LNVGY
ERIXF	0.16	0.25	-0.05	0.27	-0.11	-0.35	0.38	-0.36	-0.19		ERIXF
	NRILY	NURAF	ZTCOF	PCRFF	CAJPY	NTDTY	KONMY	CAJFF	LNVGY	ERIXF

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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

NURAF	+ 0.74	NRILY
LNVGY	+ 0.71	ZTCOF
CAJPY	+ 0.55	PCRFF
CAJFF	+ 0.49	CAJPY
ERIXF	+ 0.38	KONMY
CAJPY	+ 0.36	NURAF

High negative correlations

ZTCOF	- 0.8	NRILY
ZTCOF	- 0.79	NURAF
LNVGY	- 0.74	NURAF
KONMY	- 0.65	CAJPY
LNVGY	- 0.6	NRILY
CAJFF	- 0.5	KONMY

Risk-Adjusted Indicators

There is a big difference between Capgemini Pink Sheet performing well and Capgemini 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 Capgemini'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
NRILY	1.47	(0.06)	0.00	(0.03)	0.00	0.00	3.33	(2.62)	11.11
NURAF	1.43	(0.06)	0.00	(0.20)	0.00	0.00	4.12	(4.51)	12.04
ZTCOF	1.73	0.15	0.00	(0.02)	0.00	0.00	4.33	(2.92)	35.43
PCRFF	2.84	0.34	0.08	0.62	3.45	(2.98)	5.62	(5.65)	14.59
CAJPY	0.97	(0.03)	0.00	0.28	0.00	0.00	2.14	(2.30)	6.30
NTDTY	3.96	0.19	0.01	(0.09)	4.80	(8.84)	13.10	(10.42)	32.19
KONMY	1.37	(0.14)	0.00	(1.30)	0.00	0.00	2.45	(3.68)	21.97
CAJFF	1.17	0.06	0.00	(0.11)	2.05	(2.09)	2.29	(5.42)	13.39
LNVGY	1.34	(0.32)	0.00	(1.88)	0.00	0.00	2.33	(2.67)	9.73
ERIXF	1.32	0.27	0.10	0.99	1.01	(3.93)	4.63	(2.76)	15.67

Be your own money manager

Our tools can tell you how much better you can do entering a position in Capgemini without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Capgemini Corporate Management

Fernando Alvarez	Head of Partnerships and Strategic Initiatives	Profile
Franck Greverie	Head of Cloud & Cybersecurity	Profile
Olivier Sevillia	Head of Application Services Two, Member of the Group Management Board and Executive Committee	Profile
Anirban Bose	Head of Bank and Financial Services	Profile

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