Integral Correlations

IAS Stock

USD 10.27 0.01 0.1%

The current 90-days correlation between Integral Ad Science and Cimpress NV is 0.08 (i.e., Significant diversification). The correlation of Integral is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Integral Correlation With Market

Good diversification

The correlation between Integral Ad Science and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Integral Ad Science and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Integral Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Integral Ad Science. 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.

Moving together with Integral Stock

0.78	000917	Hunan TV Broadcast	Pair Corr
0.63	CCO	Clear Channel Outdoor	Pair Corr
0.89	INTC	Intel	Pair Corr
0.89	BSEAF	Braemar Shipping Services	Pair Corr

Moving against Integral Stock

0.76	MNTN	MNTN, Inc	Pair Corr
0.73	NCMI	National CineMedia	Pair Corr
0.69	605168	Threes Company	Pair Corr
0.67	VSME	VS Media Holdings	Pair Corr
0.54	EEX	Emerald Expositions	Pair Corr
0.51	LZMH	LZ Technology Holdings	Pair Corr
0.51	300987	Sichuan Newsnet Media	Pair Corr
0.38	003010	Guangzhou Ruoyuchen Split	Pair Corr
0.37	300805	Guangdong Brandmax	Pair Corr
0.34	SBDS	Silver Bullet Data	Pair Corr
0.32	ABLV	Able View Global	Pair Corr
0.75	OML	OohMedia	Pair Corr
0.74	MGMA	Metro Global Media	Pair Corr
0.64	DOCKF	Beyond Medical Techn	Pair Corr
0.61	RGVNF	Regent Ventures	Pair Corr
0.53	MSBI	Midland States Bancorp	Pair Corr
0.52	CRTO	Criteo Sa	Pair Corr

Related Correlations Analysis

	CMPR	ZD	IMAX	NN	CRTO	IRDM	MNTN	LILA	WLY
CMPR		-0.45	0.54	-0.5	-0.49	-0.34	-0.68	0.55	-0.63	CMPR
ZD	-0.45		-0.71	0.63	0.34	0.63	0.77	-0.09	0.7	ZD
IMAX	0.54	-0.71		-0.39	-0.47	-0.75	-0.75	0.57	-0.61	IMAX
NN	-0.5	0.63	-0.39		0.44	0.35	0.75	-0.13	0.7	NN
CRTO	-0.49	0.34	-0.47	0.44		0.4	0.65	-0.43	0.66	CRTO
IRDM	-0.34	0.63	-0.75	0.35	0.4		0.57	-0.25	0.37	IRDM
MNTN	-0.68	0.77	-0.75	0.75	0.65	0.57		-0.43	0.83	MNTN
LILA	0.55	-0.09	0.57	-0.13	-0.43	-0.25	-0.43		-0.39	LILA
WLY	-0.63	0.7	-0.61	0.7	0.66	0.37	0.83	-0.39		WLY
	CMPR	ZD	IMAX	NN	CRTO	IRDM	MNTN	LILA	WLY

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

WLY	+ 0.83	MNTN
MNTN	+ 0.77	ZD
MNTN	+ 0.75	NN
WLY	+ 0.7	ZD
WLY	+ 0.7	NN
WLY	+ 0.66	CRTO

High negative correlations

MNTN	- 0.75	IMAX
IRDM	- 0.75	IMAX
IMAX	- 0.71	ZD
MNTN	- 0.68	CMPR
WLY	- 0.63	CMPR
WLY	- 0.61	IMAX

Risk-Adjusted Indicators

There is a big difference between Integral Stock performing well and Integral 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 Integral'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
CMPR	2.30	0.18	0.07	0.21	2.50	(2.63)	4.60	(3.55)	17.86
ZD	1.95	(0.18)	0.00	(0.04)	0.00	0.00	4.42	(4.39)	12.48
IMAX	1.47	0.29	0.13	0.87	1.59	(1.65)	3.17	(2.31)	10.33
NN	2.83	(0.09)	0.00	0.03	3.46	(2.98)	6.21	(6.04)	14.69
CRTO	1.77	(0.22)	0.00	(0.14)	0.00	0.00	3.64	(3.92)	11.83
IRDM	2.51	(0.51)	0.00	(0.34)	0.00	0.00	4.19	(6.80)	16.90
MNTN	2.49	(0.73)	0.00	(0.42)	0.00	0.00	5.27	(6.57)	23.45
LILA	1.78	0.12	0.04	0.22	2.27	(1.86)	3.93	(3.43)	15.16
WLY	1.61	(0.28)	0.00	(0.24)	0.00	0.00	2.97	(4.15)	12.80

Integral Corporate Management

Marc Grabowski	Chief Officer	Profile
Helene Monat	CoFounder Board	Profile
Anil Sukumaran	Chief Officer	Profile
Alpana CPA	Chief Officer	Profile
Thomas Joseph	Chief Officer	Profile
Lisa Nadler	Chief Officer	Profile

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