Integral Correlations
| IAS Stock | USD 10.21 0.02 0.20% |
The current 90-days correlation between Integral Ad Science and Ziff Davis is 0.05 (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
Average diversification
The correlation between Integral Ad Science and DJI is 0.17 (i.e., Average 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.
Moving together with Integral Stock
| 0.77 | SEDG | SolarEdge Technologies Tech Boost | PairCorr |
| 0.82 | SVM | Silvercorp Metals | PairCorr |
| 0.75 | WTRG | Essential Utilities | PairCorr |
| 0.62 | TIMB | TIM Participacoes | PairCorr |
| 0.68 | QVCGA | QVC Group Symbol Change | PairCorr |
| 0.61 | 36966TGR7 | GENERAL ELEC CAP | PairCorr |
| 0.64 | KYIV | Kyivstar Group | PairCorr |
| 0.84 | OFED | Oconee Federal Financial | PairCorr |
| 0.84 | HDRSF | Highland Copper | PairCorr |
| 0.73 | IDYA | Ideaya Biosciences | PairCorr |
| 0.72 | MXC | Mexco Energy | PairCorr |
| 0.72 | BDVB | Bagger Daves Burger | PairCorr |
Moving against Integral Stock
| 0.74 | WPP | WPP PLC ADR | PairCorr |
| 0.66 | MCHX | Marchex | PairCorr |
| 0.62 | EQC | Equity Commonwealth Earnings Call Today | PairCorr |
| 0.58 | PUBM | Pubmatic | PairCorr |
Related Correlations Analysis
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 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ZD | 2.32 | 0.19 | 0.10 | 0.17 | 2.37 | 5.41 | 28.62 | |||
| CMPR | 2.10 | 0.50 | 0.27 | 0.34 | 1.84 | 5.96 | 18.76 | |||
| IMAX | 1.36 | 0.15 | 0.08 | 0.25 | 1.59 | 2.80 | 7.89 | |||
| STGW | 2.09 | 0.02 | 0.02 | 0.08 | 2.56 | 3.98 | 17.15 | |||
| LION | 2.10 | (0.19) | 0.00 | (0.03) | 0.00 | 4.88 | 19.94 | |||
| NN | 2.30 | (0.24) | 0.00 | (0.10) | 0.00 | 4.96 | 14.62 | |||
| LILA | 1.56 | 0.30 | 0.17 | 0.38 | 1.44 | 3.93 | 13.31 | |||
| OPRA | 2.28 | (0.18) | 0.00 | (0.13) | 0.00 | 5.97 | 17.60 | |||
| CRTO | 1.65 | (0.22) | 0.00 | (0.22) | 0.00 | 2.34 | 11.24 |
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 |