FTI Consulting Correlations

FCN Stock

USD 165.69 0.00 0.00%

The current 90-days correlation between FTI Consulting and ICF International is 0.34 (i.e., Weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as FTI Consulting moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if FTI Consulting moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

FTI Consulting Correlation With Market

Very good diversification

The correlation between FTI Consulting and DJI is -0.21 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding FTI Consulting and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with FTI Stock

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

To learn how to invest in FTI Stock, please use our How to Invest in FTI Consulting guide.

Moving against FTI Stock

0.54	ZONE	CleanCore Solutions	Pair Corr
0.38	LNZA	LanzaTech Global	Pair Corr
0.42	BW	Babcock Wilcox Enter	Pair Corr
0.36	CW	Curtiss Wright	Pair Corr
0.34	OP	Oceanpal	Pair Corr
0.31	CR	Crane Company Earnings Call This Week	Pair Corr

Related Correlations Analysis

	FORR	HURN	ICFI	FC	CRAI	EXPO
FORR		0.45	0.6	0.59	0.62	0.16	FORR
HURN	0.45		0.12	0.37	0.16	0.49	HURN
ICFI	0.6	0.12		0.27	0.56	0.03	ICFI
FC	0.59	0.37	0.27		0.54	0.21	FC
CRAI	0.62	0.16	0.56	0.54		-0.26	CRAI
EXPO	0.16	0.49	0.03	0.21	-0.26		EXPO
	FORR	HURN	ICFI	FC	CRAI	EXPO

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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

CRAI	+ 0.62	FORR
ICFI	+ 0.6	FORR
FC	+ 0.59	FORR
CRAI	+ 0.56	ICFI
CRAI	+ 0.54	FC
EXPO	+ 0.49	HURN

High negative correlations

EXPO

- 0.26

CRAI

Risk-Adjusted Indicators

There is a big difference between FTI Stock performing well and FTI Consulting 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 FTI Consulting'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
FORR	2.21	0.29	0.03	(0.94)	2.43	(2.60)	5.41	(4.70)	15.92
HURN	1.36	(0.09)	0.00	0.55	0.00	0.00	3.12	(2.30)	13.93
ICFI	1.40	0.12	(0.06)	(0.14)	1.93	(1.42)	2.89	(3.04)	8.78
FC	1.86	(0.02)	0.00	0.24	0.00	0.00	3.76	(3.38)	15.48
CRAI	1.33	0.11	(0.04)	(0.84)	1.90	(1.32)	2.95	(1.96)	10.77
EXPO	1.29	(0.28)	0.00	(0.13)	0.00	0.00	2.48	(2.42)	6.69

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