Criteo Sa Correlations
| CRTO Stock | USD 19.58 0.18 0.91% |
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
Modest diversification
The correlation between Criteo Sa and DJI is 0.23 (i.e., Modest 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.
Moving together with Criteo Stock
Moving against Criteo Stock
| 0.48 | IAS | Integral Ad Science | PairCorr |
| 0.35 | 000917 | Hunan TV Broadcast | PairCorr |
| 0.33 | CCO | Clear Channel Outdoor | PairCorr |
| 0.71 | TAT | Tartana Minerals | PairCorr |
| 0.42 | 300612 | Shunya International | PairCorr |
Related Correlations Analysis
| 0.27 | -0.17 | -0.01 | 0.0 | 0.0 | -0.02 | BURL | ||
| 0.27 | 0.61 | 0.08 | 0.0 | 0.0 | -0.54 | FRCOF | ||
| -0.17 | 0.61 | 0.21 | 0.0 | 0.0 | -0.56 | ROST | ||
| -0.01 | 0.08 | 0.21 | 0.0 | 0.0 | -0.04 | NLOP | ||
| 0.0 | 0.0 | 0.0 | 0.0 | -1.0 | 0.0 | PKSGY | ||
| 0.0 | 0.0 | 0.0 | 0.0 | -1.0 | 0.0 | WFWRF | ||
| -0.02 | -0.54 | -0.56 | -0.04 | 0.0 | 0.0 | NNN | ||
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
| High negative correlations
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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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BURL | 1.98 | (0.17) | 0.00 | (0.18) | 0.00 | 4.41 | 20.77 | |||
| FRCOF | 1.53 | 0.14 | 0.02 | 0.21 | 2.14 | 5.03 | 19.25 | |||
| ROST | 0.93 | 0.23 | 0.16 | 0.74 | 0.72 | 2.54 | 9.16 | |||
| NLOP | 0.76 | (0.02) | 0.00 | (0.08) | 0.00 | 1.57 | 4.46 | |||
| PKSGY | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| WFWRF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| NNN | 0.74 | (0.09) | 0.00 | (0.17) | 0.00 | 1.43 | 4.89 |
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 |