Integral Correlations
| IAS Stock | USD 6.54 0.02 0.30% |
The current 90-days correlation between Integral Ad Science and Deluxe is -0.28 (i.e., Very good 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
Good diversification
The correlation between Integral Ad Science and DJI is -0.13 (i.e., Good 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.
Moving together with Integral Stock
| 0.74 | TV | Grupo Televisa SAB Earnings Call This Week | PairCorr |
| 0.89 | ADV | Advantage Solutions | PairCorr |
| 0.93 | DIS | Walt Disney | PairCorr |
| 0.74 | EEX | Emerald Expositions | PairCorr |
| 0.83 | IPG | Interpublic Group Earnings Call This Week | PairCorr |
| 0.81 | OMC | Omnicom Group | PairCorr |
| 0.87 | WPP | WPP PLC ADR | PairCorr |
| 0.94 | MCHX | Marchex | PairCorr |
| 0.64 | NCMI | National CineMedia | PairCorr |
| 0.83 | QNST | QuinStreet | PairCorr |
| 0.8 | RSVR | Reservoir Media | PairCorr |
| 0.85 | SPHR | Sphere Entertainment | PairCorr |
| 0.84 | STGW | Stagwell | PairCorr |
| 0.72 | BRAG | Bragg Gaming Group | PairCorr |
| 0.81 | CMLS | Cumulus Media Class | PairCorr |
| 0.85 | CRTO | Criteo Sa | PairCorr |
| 0.85 | Z | Zillow Group Class | PairCorr |
| 0.81 | OB | Outbrain | PairCorr |
| 0.78 | TC | TuanChe ADR | PairCorr |
| 0.73 | WB | Weibo Corp | PairCorr |
| 0.83 | ZG | Zillow Group | PairCorr |
Moving against Integral Stock
| 0.47 | T | ATT Inc Earnings Call This Week | PairCorr |
| 0.54 | EA | Electronic Arts | PairCorr |
| 0.51 | VZ | Verizon Communications Earnings Call This Week | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| OMC | 1.42 | (0.12) | 0.00 | 2.91 | 0.00 | 2.19 | 12.06 | |||
| DLX | 1.93 | (0.45) | 0.00 | (0.49) | 0.00 | 2.50 | 14.33 | |||
| CRTO | 2.27 | (0.46) | 0.00 | 2.58 | 0.00 | 3.99 | 26.13 | |||
| WPP | 1.76 | (0.35) | 0.00 | 0.71 | 0.00 | 3.20 | 18.63 | |||
| EEX | 1.78 | (0.43) | 0.00 | 1.15 | 0.00 | 2.02 | 17.50 | |||
| MCHX | 2.00 | (0.59) | 0.00 | (3.74) | 0.00 | 3.76 | 15.95 | |||
| TZOO | 3.50 | (0.70) | 0.00 | 6.74 | 0.00 | 6.69 | 24.46 | |||
| IPG | 1.50 | (0.12) | 0.00 | 3.73 | 0.00 | 2.59 | 12.67 | |||
| CMPR | 2.53 | (0.59) | 0.00 | (0.57) | 0.00 | 4.54 | 15.32 |
Integral Corporate Management
| Marc Grabowski | Chief Officer | Profile | |
| Helene Monat | CoFounder Board | Profile | |
| Anil Sukumaran | Chief Officer | Profile | |
| Thomas Joseph | Chief Officer | Profile | |
| Lisa Nadler | Chief Officer | Profile | |
| Jim Egan | Senior Development | Profile |