EPAM Systems Correlations

EPAM Stock

USD 219.78 1.58 0.72%

The current 90-days correlation between EPAM Systems and Applied Digital is -0.11 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as EPAM Systems moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if EPAM Systems moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

EPAM Systems Correlation With Market

Very weak diversification

The correlation between EPAM Systems and DJI is 0.43 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding EPAM Systems and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with EPAM Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in EPAM Systems. 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.

To learn how to invest in EPAM Stock, please use our How to Invest in EPAM Systems guide.

Moving together with EPAM Stock

0.86	ACN	Accenture plc	Pair Corr
0.74	DXC	DXC Technology	Pair Corr
0.79	WIT	Wipro Limited ADR Earnings Call This Week	Pair Corr
0.84	INFY	Infosys Ltd ADR Earnings Call This Week	Pair Corr
0.88	300300	Strait Innovation	Pair Corr

Moving against EPAM Stock

0.83	600764	China Marine Information	Pair Corr
0.82	DUG	DUG Technology	Pair Corr
0.82	300608	SI TECH Information	Pair Corr
0.78	ORKT	Orangekloud Technology	Pair Corr
0.69	DVLT	Datavault AI Symbol Change	Pair Corr
0.62	002987	Northking Information	Pair Corr
0.58	301311	KSEC Intelligent Tec	Pair Corr
0.51	300168	Wonders Information	Pair Corr
0.45	301390	Hangzhou Gisway Info	Pair Corr
0.39	DOX	Amdocs	Pair Corr
0.35	301299	Sublime China Information	Pair Corr
0.93	301178	Guangdong TianYiMa	Pair Corr
0.86	301236	iSoftStone Information	Pair Corr
0.85	ARE	Alexandria Real Estate	Pair Corr
0.81	CRCL	Circle Internet Group	Pair Corr
0.78	KYP	Kinatico	Pair Corr
0.78	DSKYF	Daiichi Sankyo	Pair Corr
0.77	DAVA	Endava	Pair Corr
0.73	002065	Dhc Software	Pair Corr
0.69	CYCU	Cycurion Symbol Change	Pair Corr
0.55	300846	Capitalonline Data	Pair Corr
0.31	ESALF	Eisai	Pair Corr

Related Correlations Analysis

	APLD	AUR	JKHY	KD	DOX	G	OTEX	EXLS	DLB	AMKR
APLD		0.77	-0.49	0.57	0.61	-0.62	0.7	-0.09	0.23	-0.08	APLD
AUR	0.77		-0.69	0.84	0.6	-0.71	0.89	0.09	0.64	-0.36	AUR
JKHY	-0.49	-0.69		-0.44	-0.42	0.94	-0.84	0.44	-0.35	0.83	JKHY
KD	0.57	0.84	-0.44		0.7	-0.46	0.74	0.46	0.58	-0.15	KD
DOX	0.61	0.6	-0.42	0.7		-0.45	0.62	0.28	0.05	-0.11	DOX
G	-0.62	-0.71	0.94	-0.46	-0.45		-0.88	0.46	-0.3	0.72	G
OTEX	0.7	0.89	-0.84	0.74	0.62	-0.88		-0.07	0.55	-0.64	OTEX
EXLS	-0.09	0.09	0.44	0.46	0.28	0.46	-0.07		0.2	0.42	EXLS
DLB	0.23	0.64	-0.35	0.58	0.05	-0.3	0.55	0.2		-0.35	DLB
AMKR	-0.08	-0.36	0.83	-0.15	-0.11	0.72	-0.64	0.42	-0.35		AMKR
	APLD	AUR	JKHY	KD	DOX	G	OTEX	EXLS	DLB	AMKR

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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

G	+ 0.94	JKHY
OTEX	+ 0.89	AUR
KD	+ 0.84	AUR
AMKR	+ 0.83	JKHY
AUR	+ 0.77	APLD
OTEX	+ 0.74	KD

High negative correlations

OTEX	- 0.88	G
OTEX	- 0.84	JKHY
G	- 0.71	AUR
JKHY	- 0.69	AUR
AMKR	- 0.64	OTEX
G	- 0.62	APLD

Risk-Adjusted Indicators

There is a big difference between EPAM Stock performing well and EPAM Systems 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 EPAM Systems' 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
APLD	4.96	0.33	0.05	0.34	5.93	(5.22)	12.80	(9.36)	33.56
AUR	2.69	(0.40)	0.00	(0.07)	0.00	0.00	4.07	(5.49)	17.82
JKHY	0.94	0.33	0.27	0.72	0.62	(1.09)	2.26	(1.40)	7.13
KD	1.45	(0.27)	0.00	(0.12)	0.00	0.00	2.99	(4.59)	8.80
DOX	0.88	0.01	(0.02)	0.10	1.73	(0.86)	1.55	(1.47)	10.60
G	1.15	0.18	0.14	0.29	0.95	(1.42)	1.80	(1.86)	18.44
OTEX	1.00	(0.30)	0.00	(0.28)	0.00	0.00	1.61	(2.58)	7.58
EXLS	1.04	(0.03)	(0.04)	0.01	1.66	(1.12)	1.94	(2.37)	8.81
DLB	0.93	(0.25)	0.00	(0.27)	0.00	0.00	1.41	(2.40)	4.96
AMKR	3.31	0.64	0.21	0.28	3.19	(3.74)	8.28	(6.83)	25.50

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