Criteo Sa Correlations

CRTO Stock

USD 25.48 0.04 0.16%

The current 90-days correlation between Criteo Sa and Deluxe is -0.12 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Criteo Sa moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Criteo Sa moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Criteo Sa Correlation With Market

Poor diversification

The correlation between Criteo Sa and DJI is 0.64 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Criteo Sa and DJI in the same portfolio, assuming nothing else is changed.

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Moving together with Criteo Stock

0.78	IQ	iQIYI Inc	Pair Corr
0.74	DRCT	Direct Digital Holdings	Pair Corr
0.79	VSME	VS Media Holdings	Pair Corr
0.83	WIMI	WiMi Hologram Cloud	Pair Corr
0.8	DUO	Fangdd Network Group	Pair Corr
0.68	IAS	Integral Ad Science	Pair Corr
0.75	IPG	Interpublic Group Sell-off Trend	Pair Corr
0.69	LEE	Lee Enterprises	Pair Corr
0.8	TSQ	Townsquare Media	Pair Corr
0.73	WBD	Warner Bros Discovery Aggressive Push	Pair Corr
0.9	WMG	Warner Music Group	Pair Corr

Moving against Criteo Stock

0.42	SE	Sea	Pair Corr
0.4	WLYB	John Wiley Sons	Pair Corr
0.77	CNK	Cinemark Holdings	Pair Corr
0.65	NYT	New York Times	Pair Corr
0.37	EEX	Emerald Expositions	Pair Corr
0.56	RSVRW	Reservoir Media Mana	Pair Corr
0.53	KUKE	Kuke Music Holding	Pair Corr

Related Correlations Analysis

	DLX	EEX	MCHX	IAS	CMPR	QNST	IPG	ADV	ZD
DLX		0.21	0.6	0.69	0.69	0.55	0.74	0.62	0.74	DLX
EEX	0.21		0.05	0.19	0.12	-0.11	0.07	-0.1	-0.1	EEX
MCHX	0.6	0.05		0.92	0.56	0.56	0.78	0.77	0.82	MCHX
IAS	0.69	0.19	0.92		0.6	0.6	0.86	0.85	0.84	IAS
CMPR	0.69	0.12	0.56	0.6		0.27	0.5	0.63	0.58	CMPR
QNST	0.55	-0.11	0.56	0.6	0.27		0.71	0.71	0.7	QNST
IPG	0.74	0.07	0.78	0.86	0.5	0.71		0.77	0.83	IPG
ADV	0.62	-0.1	0.77	0.85	0.63	0.71	0.77		0.77	ADV
ZD	0.74	-0.1	0.82	0.84	0.58	0.7	0.83	0.77		ZD
	DLX	EEX	MCHX	IAS	CMPR	QNST	IPG	ADV	ZD

Click cells to compare fundamentals

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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

IAS	+ 0.92	MCHX
IPG	+ 0.86	IAS
ADV	+ 0.85	IAS
ZD	+ 0.84	IAS
ZD	+ 0.83	IPG
ZD	+ 0.82	MCHX

High negative correlations

QNST	- 0.11	EEX
ZD	- 0.1	EEX
ADV	- 0.1	EEX

Risk-Adjusted Indicators

There is a big difference between Criteo Stock performing well and Criteo Sa 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 Criteo Sa'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
DLX	1.90	(0.23)	0.00	0.80	0.00	0.00	3.80	(4.87)	13.16
EEX	2.33	0.19	0.10	(1.03)	2.25	(3.05)	5.88	(3.90)	17.55
MCHX	2.79	(0.17)	0.00	(2.07)	0.00	0.00	6.17	(5.37)	19.26
IAS	2.24	(0.23)	0.00	(0.20)	0.00	0.00	5.56	(4.63)	22.60
CMPR	2.16	(0.27)	0.00	0.61	0.00	0.00	4.97	(4.49)	18.48
QNST	2.54	(0.26)	0.00	(0.26)	0.00	0.00	4.47	(4.99)	23.01
IPG	1.67	(0.12)	0.00	(0.16)	0.00	0.00	3.11	(3.72)	16.38
ADV	4.51	(0.96)	0.00	7.05	0.00	0.00	12.90	(9.66)	36.99
ZD	2.54	(0.46)	0.00	(0.35)	0.00	0.00	4.34	(7.16)	20.20

Criteo Sa Corporate Management

Sherry Smith	Executive Americas	Profile
Diarmuid Gill	Chief Officer	Profile
Rachel Scheel	Equity Diversity	Profile
Brian Gleason	Chief Media	Profile
Brendan McCarthy	Chief Officer	Profile
Todd Parsons	Chief Officer	Profile
Ryan JD	Chief Officer	Profile

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