Capgemini Correlations

CAPMF Stock

USD 119.24 0.01 0.01%

The current 90-days correlation between Capgemini SE and ZTE Corp H is -0.16 (i.e., Good diversification).When Capgemini exhibits high correlation with a broad index, its returns are largely explained by market-wide movements rather than company-specific drivers.

Market Correlation Summary - Capgemini

Average diversification

CAPMF currently posts a 0.17 correlation with DJI, indicating a Average diversification relationship for the active sample. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.

Correlation data for Capgemini reflects how it moves relative to similar exposures. All figures reflect observed co-movement based on historical data inputs. Certain jurisdictions enforce wash sale rules on substantially identical instruments. This view includes regulatory context as part of the dataset.

Moving together with Capgemini Pink Sheet

0.89	IBM	International Business	Pair Corr
0.94	ACN	Accenture plc	Pair Corr
0.92	INFY	Infosys Ltd ADR	Pair Corr
0.82	NECPY	NEC ADR	Pair Corr
0.98	CGEMY	Capgemini SE ADR	Pair Corr
0.86	FISV	Fiserv Common Stock Symbol Change	Pair Corr
0.95	CTSH	Cognizant Technology	Pair Corr
0.71	FJTSF	Fujitsu Limited	Pair Corr
0.78	CNNEF	Canacol Energy	Pair Corr

Moving against Capgemini Pink Sheet

0.89	KB	KB Financial Group	Pair Corr
0.85	SHG	Shinhan Financial	Pair Corr
0.84	WF	Woori Financial Group	Pair Corr
0.74	DTNOY	DNO ASA ADR	Pair Corr
0.52	RIME	Algorhythm Holdings	Pair Corr
0.5	NCRRP	NCR Corp Pref	Pair Corr
0.92	KO	Coca Cola	Pair Corr
0.87	BSM	Black Stone Minerals	Pair Corr
0.85	IRDM	Iridium Communications	Pair Corr
0.83	AVIR	Atea Pharmaceuticals	Pair Corr
0.82	SINGY	Singapore Airlines	Pair Corr
0.8	MRBK	Meridian Bank	Pair Corr
0.73	CSTPF	Arrow Exploration Corp	Pair Corr
0.72	NICOF	NICO Resources	Pair Corr
0.69	HPMCF	Africa Energy Corp Earnings Call This Week	Pair Corr
0.65	LNNGY	Li Ning Earnings Call This Week	Pair Corr
0.64	PLMK	Plum Acquisition Corp	Pair Corr
0.62	XTIA	XTI Aerospace	Pair Corr
0.51	BCLI	Brainstorm Cell	Pair Corr
0.49	INTG	Intergroup	Pair Corr
0.49	AA	Alcoa Corp	Pair Corr
0.33	ISOU	IsoEnergy	Pair Corr

Related Correlations Analysis

	NRILY	NURAF	ZTCOF	PCRFF	CAJPY	KONMY	CAJFF	LNVGY	ERIXF
NRILY		0.89	0.64	-0.84	0.01	0.75	0.16	-0.28	-0.91	NRILY
NURAF	0.89		0.57	-0.87	0.2	0.73	0.31	-0.41	-0.85	NURAF
ZTCOF	0.64	0.57		-0.62	0.4	0.4	0.33	-0.05	-0.75	ZTCOF
PCRFF	-0.84	-0.87	-0.62		-0.13	-0.72	-0.27	0.3	0.77	PCRFF
CAJPY	0.01	0.2	0.4	-0.13		0.0	0.76	-0.09	-0.15	CAJPY
KONMY	0.75	0.73	0.4	-0.72	0.0		0.08	-0.25	-0.61	KONMY
CAJFF	0.16	0.31	0.33	-0.27	0.76	0.08		-0.29	-0.2	CAJFF
LNVGY	-0.28	-0.41	-0.05	0.3	-0.09	-0.25	-0.29		0.23	LNVGY
ERIXF	-0.91	-0.85	-0.75	0.77	-0.15	-0.61	-0.2	0.23		ERIXF
	NRILY	NURAF	ZTCOF	PCRFF	CAJPY	KONMY	CAJFF	LNVGY	ERIXF

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	+ 0.89	NRILY
ERIXF	+ 0.77	PCRFF
CAJFF	+ 0.76	CAJPY
KONMY	+ 0.75	NRILY
KONMY	+ 0.73	NURAF
ZTCOF	+ 0.64	NRILY

High negative correlations

ERIXF	- 0.91	NRILY
PCRFF	- 0.87	NURAF
ERIXF	- 0.85	NURAF
PCRFF	- 0.84	NRILY
ERIXF	- 0.75	ZTCOF
KONMY	- 0.72	PCRFF

Risk-Adjusted Indicators

Surface-level performance for Capgemini Pink Sheet can mask how the business actually stacks up against its competitive set. Risk-adjusted metrics allow investors to compare Capgemini's efficiency and downside exposure against peers in a more meaningful way. 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	1.94	-0.49	0.00	-1.00	0.00	0.00	5.28	-4.74	16.11
NURAF	1.97	-0.53	0.00	1.30	0.00	0.00	4.25	-6.42	38.31
ZTCOF	1.70	-0.47	0.00	-0.60	0.00	0.00	2.86	-3.61	28.23
PCRFF	3.17	0.32	0.08	0.98	3.94	-3.29	6.27	-6.74	20.36
CAJPY	1.04	-0.10	0.00	-0.21	0.00	0.00	2.50	-2.17	10.24
KONMY	2.04	-0.17	0.00	0.42	0.00	0.00	5.84	-6.13	12.83
CAJFF	1.78	-0.05	0.00	-1.92	0.00	0.00	4.46	-5.18	19.18
LNVGY	1.58	0.03	0.00	-0.04	0.00	0.00	3.40	-2.76	9.04
ERIXF	1.30	0.35	0.17	0.44	1.10	-3.60	4.16	-1.91	18.38

Be your own money manager

Optimization tools can help investors judge whether capital allocated to Capgemini SE is being used efficiently relative to other opportunities in the same equity universe. A stronger allocation process asks what the position adds to the portfolio, not just what it might do on its own.

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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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