EPAM Systems Correlations

EPAM Stock

USD 211.41 2.33 1.11%

The current 90-days correlation between EPAM Systems and Applied Digital is -0.1 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as EPAM Systems moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if EPAM Systems moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

EPAM Systems Correlation With Market

Weak diversification

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

Build AI portfolio with EPAM Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in EPAM Systems. 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.

To learn how to invest in EPAM Stock, please use our How to Invest in EPAM Systems guide.

Moving together with EPAM Stock

0.88	301218	Zhejiang Whyis Technology	Pair Corr
0.84	ACN	Accenture plc	Pair Corr
0.63	DXC	DXC Technology	Pair Corr
0.7	IBM	International Business	Pair Corr
0.74	WIT	Wipro Limited ADR	Pair Corr

Moving against EPAM Stock

0.86	600476	Hunan Copote Science	Pair Corr
0.86	ETHZ	ETHZilla Symbol Change	Pair Corr
0.86	BEO	Beonic	Pair Corr
0.85	002184	Shanghai HiTech Control	Pair Corr
0.85	DUG	DUG Technology	Pair Corr
0.84	WYFI	WhiteFiber, Ordinary Tech Boost	Pair Corr
0.82	GNIP	GenIP PLC	Pair Corr
0.72	002642	Ronglian Group	Pair Corr
0.71	300002	Beijing Ultrapower	Pair Corr
0.68	CD	Chaince Digital Holdings Symbol Change	Pair Corr
0.67	688201	Beijing Infosec Tech	Pair Corr
0.65	300598	ArcherMind Technology	Pair Corr
0.58	DOX	Amdocs	Pair Corr
0.57	KD	Kyndryl Holdings	Pair Corr
0.56	BAH	Booz Allen Hamilton	Pair Corr
0.38	IT	Gartner	Pair Corr
0.33	DVLT	Datavault AI Symbol Change	Pair Corr
0.82	GLE	Global Engine Group	Pair Corr
0.82	301316	Hydsoft Technology	Pair Corr
0.79	UIS	Unisys	Pair Corr
0.78	300287	Beijing Philisense Tech	Pair Corr
0.75	FUSE	Fusemachines Common stock	Pair Corr
0.74	003005	Beijing Jingyeda Tec	Pair Corr
0.72	300469	Trust Alliance Infor	Pair Corr
0.7	301428	Shijihengtong Technology	Pair Corr
0.68	SOC	Soco	Pair Corr
0.67	300419	Beijing InterAct Tec	Pair Corr
0.61	ALYA	Alithya Group inc	Pair Corr

Related Correlations Analysis

	APLD	AUR	JKHY	KD	DOX	G	OTEX	EXLS	DLB	AMKR
APLD		0.37	-0.24	0.17	0.53	-0.52	0.56	-0.27	-0.16	0.09	APLD
AUR	0.37		-0.74	0.91	0.66	-0.65	0.87	0.5	0.74	-0.5	AUR
JKHY	-0.24	-0.74		-0.6	-0.59	0.89	-0.82	-0.08	-0.44	0.86	JKHY
KD	0.17	0.91	-0.6		0.66	-0.46	0.74	0.71	0.78	-0.37	KD
DOX	0.53	0.66	-0.59	0.66		-0.61	0.79	0.27	0.23	-0.36	DOX
G	-0.52	-0.65	0.89	-0.46	-0.61		-0.86	0.16	-0.19	0.68	G
OTEX	0.56	0.87	-0.82	0.74	0.79	-0.86		0.25	0.47	-0.61	OTEX
EXLS	-0.27	0.5	-0.08	0.71	0.27	0.16	0.25		0.74	-0.09	EXLS
DLB	-0.16	0.74	-0.44	0.78	0.23	-0.19	0.47	0.74		-0.38	DLB
AMKR	0.09	-0.5	0.86	-0.37	-0.36	0.68	-0.61	-0.09	-0.38		AMKR
	APLD	AUR	JKHY	KD	DOX	G	OTEX	EXLS	DLB	AMKR

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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

KD	+ 0.91	AUR
G	+ 0.89	JKHY
OTEX	+ 0.87	AUR
AMKR	+ 0.86	JKHY
OTEX	+ 0.79	DOX
DLB	+ 0.78	KD

High negative correlations

OTEX	- 0.86	G
OTEX	- 0.82	JKHY
JKHY	- 0.74	AUR
G	- 0.65	AUR
AMKR	- 0.61	OTEX
G	- 0.61	DOX

Risk-Adjusted Indicators

There is a big difference between EPAM Stock performing well and EPAM Systems 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 EPAM Systems' 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
APLD	4.80	0.20	0.03	0.33	5.94	(4.92)	9.01	(9.36)	33.56
AUR	2.61	(0.75)	0.00	(0.21)	0.00	0.00	3.46	(5.49)	17.82
JKHY	0.93	0.29	0.23	0.70	0.69	(1.07)	2.03	(1.77)	6.84
KD	1.44	(0.31)	0.00	(0.15)	0.00	0.00	2.58	(4.59)	9.16
DOX	0.89	(0.05)	0.00	(0.06)	0.00	0.00	1.38	(1.79)	10.59
G	1.19	0.20	0.17	0.32	0.92	(1.56)	2.16	(2.00)	18.44
OTEX	1.05	(0.21)	0.00	(0.17)	0.00	0.00	1.80	(2.56)	8.18
EXLS	1.02	(0.04)	(0.04)	0.01	1.63	(1.06)	1.84	(1.90)	8.81
DLB	0.89	(0.18)	0.00	(0.17)	0.00	0.00	1.54	(2.40)	5.74
AMKR	2.95	0.37	0.14	0.21	3.23	(3.31)	7.73	(6.83)	25.50

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