FTI Consulting Correlations

FCN Stock

USD 165.03 0.60 0.36%

The current 90-days correlation between FTI Consulting and Japan Airlines Ltd is 0.09 (i.e., Significant diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as FTI Consulting moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if FTI Consulting moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

FTI Consulting Correlation With Market

Modest diversification

The correlation between FTI Consulting and DJI is 0.26 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding FTI Consulting and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with FTI Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in FTI Consulting. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in private.

To learn how to invest in FTI Stock, please use our How to Invest in FTI Consulting guide.

Moving against FTI Stock

0.47	NEE-PN	Nextera Energy	Pair Corr
0.41	SHOTW	SHOTW Old Symbol Change	Pair Corr
0.41	FSXLF	Fosterville South	Pair Corr
0.39	NBIS	Nebius Group NV Aggressive Push	Pair Corr
0.33	YZCAY	Yanzhou Coal Mining	Pair Corr
0.32	VCIGF	Vitreous Glass Earnings Call Today	Pair Corr
0.5	IE	Ivanhoe Electric Buyout Trend	Pair Corr
0.4	IDPUF	IDP Education Limited	Pair Corr
0.39	JGLCF	JS Global Lifestyle	Pair Corr
0.36	PSTV	Plus Therapeutics	Pair Corr
0.35	ENIC	Enel Chile SA	Pair Corr
0.34	TSLA	Tesla Inc Aggressive Push	Pair Corr
0.31	ETR	Entergy	Pair Corr

Related Correlations Analysis

	JAPSY	ADLI	GCTS	ICL	TLIS	CRRVF	ICAGY
JAPSY		0.0	0.34	0.14	-0.28	0.0	-0.17	JAPSY
ADLI	0.0		0.0	0.0	0.0	0.0	0.0	ADLI
GCTS	0.34	0.0		0.39	-0.43	0.0	0.05	GCTS
ICL	0.14	0.0	0.39		-0.15	0.0	0.75	ICL
TLIS	-0.28	0.0	-0.43	-0.15		0.0	0.18	TLIS
CRRVF	0.0	0.0	0.0	0.0	0.0		0.0	CRRVF
ICAGY	-0.17	0.0	0.05	0.75	0.18	0.0		ICAGY
	JAPSY	ADLI	GCTS	ICL	TLIS	CRRVF	ICAGY

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

ICAGY	+ 0.75	ICL
ICL	+ 0.39	GCTS
GCTS	+ 0.34	JAPSY
ICAGY	+ 0.18	TLIS
ICL	+ 0.14	JAPSY
ICAGY	+ 0.05	GCTS

High negative correlations

TLIS	- 0.43	GCTS
TLIS	- 0.28	JAPSY
ICAGY	- 0.17	JAPSY
TLIS	- 0.15	ICL
ICAGY	- 0.0	CRRVF
CRRVF	- 0.0	TLIS

Risk-Adjusted Indicators

There is a big difference between FTI Stock performing well and FTI Consulting 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 FTI Consulting'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
JAPSY	1.03	(0.21)	0.00	(0.62)	0.00	0.00	1.94	(2.34)	8.62
ADLI	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
GCTS	3.15	0.05	0.02	0.11	3.90	(3.62)	6.62	(6.29)	23.52
ICL	1.66	(0.16)	0.00	(1.41)	0.00	0.00	3.85	(3.60)	22.75
TLIS	1.41	0.24	0.00	(0.20)	0.00	0.00	0.00	(1.84)	34.08
CRRVF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
ICAGY	1.32	0.01	(0.01)	0.09	2.50	(1.22)	2.32	(2.59)	13.23

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