CACI International Correlations

CACI Stock

USD 489.02 1.21 0.25%

The current 90-days correlation between CACI International and ArcelorMittal SA ADR is 0.23 (i.e., Modest diversification). The correlation of CACI International 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.

CACI International Correlation With Market

Weak diversification

The correlation between CACI International and DJI is 0.35 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CACI International and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with CACI Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in CACI International. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

For more detail on how to invest in CACI Stock please use our How to Invest in CACI International guide.

Moving together with CACI Stock

0.65	KD	Kyndryl Holdings	Pair Corr
0.61	EPAM	EPAM Systems	Pair Corr
0.67	FIS	Fidelity National	Pair Corr
0.73	GDS	GDS Holdings Upward Rally	Pair Corr
0.67	GIB	CGI Inc	Pair Corr
0.67	PSN	Parsons Corp	Pair Corr
0.65	XRX	Xerox Corp	Pair Corr
0.61	IBEX	IBEX	Pair Corr
0.93	LDOS	Leidos Holdings	Pair Corr

Moving against CACI Stock

0.65	FI	Fiserv,	Pair Corr
0.61	WRD	WeRide American Depo	Pair Corr
0.56	HCKT	Hackett Group	Pair Corr
0.52	WNS	WNS Holdings	Pair Corr

Related Correlations Analysis

	GEVO	UEC	MT	TX	SCL	ASTL	AMKR	KALU
GEVO		0.7	0.58	0.62	0.51	0.75	0.75	0.64	GEVO
UEC	0.7		0.81	0.79	0.75	0.81	0.84	0.91	UEC
MT	0.58	0.81		0.84	0.87	0.76	0.85	0.91	MT
TX	0.62	0.79	0.84		0.87	0.87	0.85	0.85	TX
SCL	0.51	0.75	0.87	0.87		0.79	0.87	0.9	SCL
ASTL	0.75	0.81	0.76	0.87	0.79		0.92	0.83	ASTL
AMKR	0.75	0.84	0.85	0.85	0.87	0.92		0.91	AMKR
KALU	0.64	0.91	0.91	0.85	0.9	0.83	0.91		KALU
	GEVO	UEC	MT	TX	SCL	ASTL	AMKR	KALU

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Risk-Adjusted Indicators

There is a big difference between CACI Stock performing well and CACI International 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 CACI International'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
GEVO	3.65	0.38	0.09	0.49	3.87	(4.25)	6.86	(7.08)	19.68
UEC	3.24	0.51	0.14	0.74	3.00	(3.72)	7.02	(5.52)	31.35
MT	1.95	0.08	0.05	0.15	2.43	(2.06)	4.60	(3.49)	20.46
TX	1.84	0.07	0.02	0.18	2.31	(2.01)	4.99	(5.03)	9.86
SCL	1.92	0.02	0.02	0.12	2.30	(2.28)	4.80	(3.40)	14.04
ASTL	3.12	0.34	0.10	0.32	3.44	(3.61)	7.74	(6.37)	19.62
AMKR	2.54	0.18	0.07	0.19	3.79	(2.59)	4.22	(5.47)	31.52
KALU	2.08	0.43	0.18	0.41	2.07	(2.47)	5.95	(2.62)	13.81

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