Booz Allen Correlations

BAH Stock

USD 111.89 2.57 2.35%

The current 90-days correlation between Booz Allen Hamilton and TransUnion is 0.13 (i.e., Average diversification). The correlation of Booz Allen 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.

Booz Allen Correlation With Market

Modest diversification

The correlation between Booz Allen Hamilton and DJI is 0.29 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Booz Allen Hamilton and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Booz Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Booz Allen Hamilton. 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 Booz Stock

0.7	DGNX	Diginex Limited Ordinary	Pair Corr
0.63	S	SentinelOne	Pair Corr

Moving against Booz Stock

0.61	FUBO	Fubotv Inc	Pair Corr
0.6	XTIA	XTI Aerospace,	Pair Corr
0.6	TROO	TROOPS Inc	Pair Corr
0.59	NTRP	NextTrip	Pair Corr
0.52	WKEY	Wisekey International	Pair Corr
0.45	DIOD	Diodes Incorporated	Pair Corr
0.43	SWVL	Swvl Holdings Corp Downward Rally	Pair Corr
0.41	FRGE	Forge Global Holdings	Pair Corr
0.4	U	Unity Software Aggressive Push	Pair Corr
0.39	RIOT	Riot Blockchain Earnings Call This Week	Pair Corr
0.35	BTBT	Bit Digital	Pair Corr
0.33	GREEL	Greenidge Generation	Pair Corr
0.7	NA	Nano Labs	Pair Corr
0.63	MU	Micron Technology	Pair Corr
0.59	JG	Aurora Mobile Downward Rally	Pair Corr
0.59	MQ	Marqeta	Pair Corr
0.56	BB	BlackBerry	Pair Corr
0.56	ON	ON Semiconductor Earnings Call This Week	Pair Corr
0.52	FN	Fabrinet	Pair Corr
0.47	VS	Versus Systems	Pair Corr
0.46	DT	Dynatrace Holdings LLC	Pair Corr
0.45	KE	Kimball Electronics	Pair Corr
0.43	AI	C3 Ai Inc	Pair Corr
0.43	BL	Blackline	Pair Corr
0.4	MX	MagnaChip Semiconductor	Pair Corr
0.39	KD	Kyndryl Holdings Earnings Call This Week	Pair Corr

Related Correlations Analysis

	HURN	CRAI	FORR	EXPO	RGP	TRU	EFX	FCN	ICFI	VRSK
HURN		0.18	0.5	0.43	-0.22	-0.15	0.6	0.47	0.14	0.32	HURN
CRAI	0.18		0.55	-0.13	-0.03	0.62	0.41	0.04	0.51	0.69	CRAI
FORR	0.5	0.55		0.16	-0.14	-0.09	0.63	-0.01	0.47	0.62	FORR
EXPO	0.43	-0.13	0.16		0.02	-0.19	0.16	0.28	0.24	-0.11	EXPO
RGP	-0.22	-0.03	-0.14	0.02		0.29	0.01	0.13	0.34	-0.38	RGP
TRU	-0.15	0.62	-0.09	-0.19	0.29		0.33	0.07	0.37	0.02	TRU
EFX	0.6	0.41	0.63	0.16	0.01	0.33		0.14	0.35	0.51	EFX
FCN	0.47	0.04	-0.01	0.28	0.13	0.07	0.14		0.31	-0.25	FCN
ICFI	0.14	0.51	0.47	0.24	0.34	0.37	0.35	0.31		0.14	ICFI
VRSK	0.32	0.69	0.62	-0.11	-0.38	0.02	0.51	-0.25	0.14		VRSK
	HURN	CRAI	FORR	EXPO	RGP	TRU	EFX	FCN	ICFI	VRSK

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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

VRSK	+ 0.69	CRAI
EFX	+ 0.63	FORR
TRU	+ 0.62	CRAI
VRSK	+ 0.62	FORR
EFX	+ 0.6	HURN
FORR	+ 0.55	CRAI

High negative correlations

VRSK	- 0.38	RGP
VRSK	- 0.25	FCN
RGP	- 0.22	HURN
TRU	- 0.19	EXPO
TRU	- 0.15	HURN
RGP	- 0.14	FORR

Risk-Adjusted Indicators

There is a big difference between Booz Stock performing well and Booz Allen 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 Booz Allen'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
HURN	1.35	(0.20)	0.00	(0.08)	0.00	0.00	3.12	(2.22)	13.93
CRAI	1.33	0.02	(0.03)	0.20	1.86	(1.33)	2.95	(1.96)	10.77
FORR	2.21	0.29	0.03	(0.94)	2.43	(2.60)	5.41	(4.70)	15.92
EXPO	1.29	(0.28)	0.00	(0.13)	0.00	0.00	2.48	(2.42)	6.69
RGP	2.18	(0.27)	(0.08)	0.00	2.18	(2.67)	4.52	(3.24)	12.52
TRU	1.48	0.09	0.06	0.23	2.04	(1.65)	3.36	(1.97)	15.54
EFX	1.22	(0.24)	0.00	(0.06)	0.00	0.00	1.92	(2.39)	9.84
FCN	0.89	(0.09)	0.00	(0.11)	0.00	0.00	1.62	(2.21)	5.44
ICFI	1.42	(0.06)	(0.08)	0.03	1.97	(1.44)	2.89	(3.04)	8.75
VRSK	0.90	0.05	(0.12)	(0.15)	1.16	(1.03)	1.70	(1.89)	8.38

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