EPAM Systems Correlations

EPAM Stock

USD 184.78 1.45 0.79%

The current 90-days correlation between EPAM Systems and Applied Digital is 0.07 (i.e., Significant 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

Poor diversification

The correlation between EPAM Systems and DJI is 0.74 (i.e., Poor 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

0.64	DXYZ	Destiny Tech100	Pair Corr
0.67	BAH	Booz Allen Hamilton	Pair Corr
0.65	CGM	Capgemini SE	Pair Corr
0.65	SHPHF	Sihuan Pharmaceutical	Pair Corr
0.85	FIBK	First Interstate Ban	Pair Corr
0.69	ENS	Enersys Earnings Call This Week	Pair Corr
0.74	JUPGF	Jupiter Gold	Pair Corr
0.66	GGLDF	Getchell Gold Corp	Pair Corr
0.85	BNKHF	BOC Hong Kong	Pair Corr
0.76	OBYCF	Obayashi Earnings Call This Week	Pair Corr

Moving against EPAM Stock

0.88	CN6	BII Railway Transpor	Pair Corr
0.83	ETHZ	ETHZilla Symbol Change	Pair Corr
0.52	CMRC	Commerce Earnings Call This Week	Pair Corr
0.46	CVB	Computer And Technologies	Pair Corr
0.46	CCR	Credit Clear	Pair Corr
0.71	BROGF	BROGF	Pair Corr

Related Correlations Analysis

	APLD	AUR	JKHY	KD	DOX	G	OTEX	EXLS	DLB	AMKR
APLD		0.7	0.11	-0.09	0.54	-0.23	-0.41	-0.11	-0.57	0.65	APLD
AUR	0.7		0.01	0.42	0.57	-0.18	0.13	0.15	-0.18	0.44	AUR
JKHY	0.11	0.01		0.05	0.15	0.84	-0.38	0.63	-0.11	0.74	JKHY
KD	-0.09	0.42	0.05		0.37	0.17	0.76	0.52	0.48	-0.05	KD
DOX	0.54	0.57	0.15	0.37		0.07	0.09	0.49	-0.45	0.42	DOX
G	-0.23	-0.18	0.84	0.17	0.07		-0.09	0.75	0.12	0.42	G
OTEX	-0.41	0.13	-0.38	0.76	0.09	-0.09		0.27	0.6	-0.56	OTEX
EXLS	-0.11	0.15	0.63	0.52	0.49	0.75	0.27		0.05	0.35	EXLS
DLB	-0.57	-0.18	-0.11	0.48	-0.45	0.12	0.6	0.05		-0.49	DLB
AMKR	0.65	0.44	0.74	-0.05	0.42	0.42	-0.56	0.35	-0.49		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

G	+ 0.84	JKHY
OTEX	+ 0.76	KD
EXLS	+ 0.75	G
AMKR	+ 0.74	JKHY
AUR	+ 0.7	APLD
AMKR	+ 0.65	APLD

High negative correlations

DLB	- 0.57	APLD
AMKR	- 0.56	OTEX
AMKR	- 0.49	DLB
DLB	- 0.45	DOX
OTEX	- 0.41	APLD
OTEX	- 0.38	JKHY

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	5.24	0.26	0.04	0.27	5.89	(6.09)	14.29	(9.43)	30.32
AUR	2.72	(0.37)	0.00	(0.10)	0.00	0.00	4.32	(6.15)	19.91
JKHY	1.14	0.19	0.10	0.27	1.50	(1.22)	2.39	(1.97)	12.13
KD	1.67	(0.35)	0.00	(0.21)	0.00	0.00	3.10	(4.70)	10.26
DOX	1.10	(0.22)	0.00	(0.40)	0.00	0.00	1.50	(1.86)	10.32
G	1.37	(0.01)	(0.01)	0.04	2.28	(1.56)	2.16	(2.53)	27.59
OTEX	1.44	(0.76)	0.00	(0.69)	0.00	0.00	1.45	(3.92)	8.74
EXLS	1.36	(0.35)	0.00	(0.31)	0.00	0.00	1.92	(2.90)	21.00
DLB	0.95	(0.06)	0.00	(0.03)	0.00	0.00	1.84	(1.55)	8.34
AMKR	3.30	0.44	0.14	0.23	3.42	(3.66)	8.71	(6.31)	25.50

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