Integral Correlations

IAS Stock

USD 8.51 0.24 2.90%

The current 90-days correlation between Integral Ad Science and Cimpress NV is 0.37 (i.e., Weak diversification). The correlation of Integral 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Integral Correlation With Market

Very weak diversification

The correlation between Integral Ad Science and DJI is 0.54 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Integral Ad Science and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Integral Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Integral Ad Science. 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 Integral Stock

0.86	SE	Sea	Pair Corr
0.67	TV	Grupo Televisa SAB	Pair Corr
0.94	DIS	Walt Disney	Pair Corr
0.61	EVC	Entravision Communications	Pair Corr
0.61	GCI	Gannett	Pair Corr
0.9	IMAX	Imax Corp Earnings Call This Week	Pair Corr
0.71	MCHX	Marchex	Pair Corr
0.78	MGNI	Magnite	Pair Corr
0.9	MSGE	Madison Square Garden	Pair Corr
0.87	NXST	Nexstar Broadcasting	Pair Corr
0.65	QMMM	QMMM Holdings Limited	Pair Corr
0.61	RSVR	Reservoir Media Earnings Call This Week	Pair Corr
0.68	ABTS	Abits Group	Pair Corr
0.61	SCHL	Scholastic Earnings Call This Week	Pair Corr
0.91	SPHR	Sphere Entertainment	Pair Corr
0.74	BAOS	Baosheng Media Group	Pair Corr
0.72	BRAG	Bragg Gaming Group	Pair Corr
0.8	TOON	Kartoon Studios,	Pair Corr
0.65	Z	Zillow Group Class	Pair Corr

Moving against Integral Stock

0.81	NCMI	National CineMedia	Pair Corr
0.71	WIMI	WiMi Hologram Cloud	Pair Corr
0.65	KUKE	Kuke Music Holding	Pair Corr
0.52	BOC	Boston Omaha Corp	Pair Corr
0.51	FLNT	Fluent Inc	Pair Corr
0.48	NCTY	The9 Ltd ADR	Pair Corr
0.44	PSO	Pearson PLC ADR	Pair Corr
0.41	DRCT	Direct Digital Holdings Earnings Call This Week	Pair Corr
0.33	SWAGW	Software Acquisition	Pair Corr
0.69	STGW	Stagwell	Pair Corr
0.48	GDEVW	Nexters Warrant	Pair Corr
0.47	ANGHW	Anghami Warrants	Pair Corr

Related Correlations Analysis

	IPG	CMPR	STGW	CRTO	EVCM	INTA	FLYW	XMTR	ZETA
IPG		0.25	0.38	0.13	0.53	-0.2	0.35	0.05	0.51	IPG
CMPR	0.25		-0.59	-0.54	0.52	-0.34	0.68	0.62	0.58	CMPR
STGW	0.38	-0.59		0.78	0.02	0.2	-0.56	-0.65	-0.33	STGW
CRTO	0.13	-0.54	0.78		-0.15	0.42	-0.71	-0.73	-0.48	CRTO
EVCM	0.53	0.52	0.02	-0.15		-0.48	0.42	0.36	0.6	EVCM
INTA	-0.2	-0.34	0.2	0.42	-0.48		-0.24	-0.12	-0.39	INTA
FLYW	0.35	0.68	-0.56	-0.71	0.42	-0.24		0.84	0.71	FLYW
XMTR	0.05	0.62	-0.65	-0.73	0.36	-0.12	0.84		0.64	XMTR
ZETA	0.51	0.58	-0.33	-0.48	0.6	-0.39	0.71	0.64		ZETA
	IPG	CMPR	STGW	CRTO	EVCM	INTA	FLYW	XMTR	ZETA

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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

XMTR	+ 0.84	FLYW
CRTO	+ 0.78	STGW
ZETA	+ 0.71	FLYW
FLYW	+ 0.68	CMPR
ZETA	+ 0.64	XMTR
XMTR	+ 0.62	CMPR

High negative correlations

XMTR	- 0.73	CRTO
FLYW	- 0.71	CRTO
XMTR	- 0.65	STGW
STGW	- 0.59	CMPR
FLYW	- 0.56	STGW
CRTO	- 0.54	CMPR

Risk-Adjusted Indicators

There is a big difference between Integral Stock performing well and Integral 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 Integral'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
IPG	1.46	(0.21)	0.00	(0.03)	0.00	0.00	2.99	(3.22)	8.77
CMPR	1.94	(0.13)	(0.02)	0.05	2.86	(1.87)	3.91	(5.58)	11.77
STGW	2.57	(0.35)	0.00	(0.06)	0.00	0.00	5.17	(6.73)	19.11
CRTO	1.81	(0.41)	0.00	(0.36)	0.00	0.00	3.63	(3.82)	18.91
EVCM	1.68	0.02	0.02	0.15	1.84	(1.86)	3.36	(2.83)	10.35
INTA	1.76	(0.55)	0.00	(0.22)	0.00	0.00	4.01	(5.71)	11.52
FLYW	1.87	0.34	0.11	0.68	2.10	(2.08)	3.67	(4.08)	13.11
XMTR	2.70	0.62	0.21	0.65	2.64	(3.08)	6.36	(4.97)	18.35
ZETA	2.86	0.21	0.11	0.24	2.71	(3.05)	6.81	(4.48)	25.43

Integral Corporate Management

Marc Grabowski	Chief Officer	Profile
Helene Monat	CoFounder Board	Profile
Anil Sukumaran	Chief Officer	Profile
Alpana CPA	Chief Officer	Profile
Thomas Joseph	Chief Officer	Profile
Lisa Nadler	Chief Officer	Profile

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