Exponent Correlations
| EXPO Stock | USD 98.04 2.17 2.26% |
The current 90-days correlation between Exponent and ICF International is 0.31 (i.e., Weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Exponent moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Exponent moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
Exponent Correlation With Market
Poor diversification
The correlation between Exponent and DJI is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Exponent and DJI in the same portfolio, assuming nothing else is changed.
Exponent |
Moving together with Exponent Stock
| 0.89 | FA | First Advantage Corp | PairCorr |
| 0.66 | FC | Franklin Covey | PairCorr |
| 0.71 | MG | Mistras Group | PairCorr |
| 0.85 | VLTO | Veralto | PairCorr |
| 0.65 | EFX | Equifax | PairCorr |
| 0.87 | FCN | FTI Consulting | PairCorr |
| 0.7 | MMS | Maximus | PairCorr |
Moving against Exponent Stock
| 0.56 | VRSK | Verisk Analytics | PairCorr |
| 0.54 | SQ | Block Inc | PairCorr |
| 0.52 | LZ | LegalZoom | PairCorr |
| 0.51 | WM | Waste Management | PairCorr |
| 0.44 | DRVN | Driven Brands Holdings | PairCorr |
| 0.39 | G | Genpact Limited | PairCorr |
| 0.35 | KC | Kingsoft Cloud Holdings Trending | PairCorr |
| 0.63 | VSEC | VSE Corporation | PairCorr |
| 0.61 | CBZ | CBIZ Inc | PairCorr |
| 0.46 | EXLS | ExlService Holdings | PairCorr |
| 0.39 | DNB | Dun Bradstreet Holdings | PairCorr |
| 0.37 | ABM | ABM Industries Fiscal Year End 11th of December 2024 | PairCorr |
| 0.37 | ADP | Automatic Data Processing | PairCorr |
| 0.34 | EEFT | Euronet Worldwide | PairCorr |
| 0.72 | RBA | RB Global | PairCorr |
| 0.58 | INOD | Innodata Tech Boost | PairCorr |
| 0.46 | VVI | Viad Corp | PairCorr |
| 0.46 | IIIV | i3 Verticals | PairCorr |
| 0.45 | KAR | KAR Auction Services | PairCorr |
Related Correlations Analysis
| 0.49 | 0.79 | -0.39 | 0.14 | FC | ||
| 0.49 | 0.55 | -0.02 | -0.5 | TRU | ||
| 0.79 | 0.55 | -0.32 | 0.02 | ICFI | ||
| -0.39 | -0.02 | -0.32 | -0.25 | HURN | ||
| 0.14 | -0.5 | 0.02 | -0.25 | RGP | ||
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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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Exponent Stock performing well and Exponent 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 Exponent'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FC | 1.52 | (0.26) | 0.00 | (0.05) | 0.00 | 2.51 | 22.53 | |||
| TRU | 1.24 | (0.08) | (0.03) | 0.05 | 1.79 | 2.48 | 8.10 | |||
| ICFI | 1.25 | (0.36) | 0.00 | (0.26) | 0.00 | 2.26 | 16.28 | |||
| HURN | 1.23 | 0.10 | 0.11 | 0.20 | 0.96 | 2.72 | 14.16 | |||
| RGP | 1.50 | (0.42) | 0.00 | (0.11) | 0.00 | 2.47 | 14.89 |
Exponent Corporate Executives
Elected by the shareholders, the Exponent's board of directors comprises two types of representatives: Exponent inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Exponent. The board's role is to monitor Exponent's management team and ensure that shareholders' interests are well served. Exponent's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Exponent's outside directors are responsible for providing unbiased perspectives on the board's policies.
| Richard Schlenker | CFO, Principal Accounting Officer, Executive VP and Corporate Secretary | Profile |