Equifax Correlations

EFX Stock

USD 263.09 1.67 0.64%

The current 90-days correlation between Equifax and Verisk Analytics is 0.4 (i.e., Very weak diversification). The correlation of Equifax 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.

Equifax Correlation With Market

Poor diversification

The correlation between Equifax and DJI is 0.65 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Equifax and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Equifax Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Equifax. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in census.

For more information on how to buy Equifax Stock please use our How to Invest in Equifax guide.

Moving together with Equifax Stock

0.74	DRVN	Driven Brands Holdings	Pair Corr
0.65	HDSN	Hudson Technologies	Pair Corr
0.62	CTAS	Cintas Earnings Call This Week	Pair Corr
0.71	AL	Air Lease	Pair Corr
0.67	BA	Boeing	Pair Corr
0.73	BV	BrightView Holdings	Pair Corr
0.69	BZ	Kanzhun Ltd ADR	Pair Corr
0.66	CR	Crane Company	Pair Corr

Moving against Equifax Stock

0.7	CDTG	CDT Environmental	Pair Corr
0.63	VIRC	Virco Manufacturing	Pair Corr
0.52	MG	Mistras Group	Pair Corr

Related Correlations Analysis

	VRSK	EXPO	FCN	FC	ICFI	FORR	CRAI	HURN	TRU	BAH
VRSK		-0.23	-0.21	0.7	0.21	0.63	0.74	0.28	0.45	-0.32	VRSK
EXPO	-0.23		0.33	0.14	0.05	0.11	-0.32	0.47	-0.43	0.5	EXPO
FCN	-0.21	0.33		-0.32	0.21	0.03	-0.08	0.45	-0.1	0.59	FCN
FC	0.7	0.14	-0.32		0.26	0.6	0.55	0.34	0.3	-0.12	FC
ICFI	0.21	0.05	0.21	0.26		0.61	0.57	0.09	0.52	0.24	ICFI
FORR	0.63	0.11	0.03	0.6	0.61		0.63	0.41	0.46	0.1	FORR
CRAI	0.74	-0.32	-0.08	0.55	0.57	0.63		0.14	0.77	-0.23	CRAI
HURN	0.28	0.47	0.45	0.34	0.09	0.41	0.14		-0.05	0.64	HURN
TRU	0.45	-0.43	-0.1	0.3	0.52	0.46	0.77	-0.05		-0.07	TRU
BAH	-0.32	0.5	0.59	-0.12	0.24	0.1	-0.23	0.64	-0.07		BAH
	VRSK	EXPO	FCN	FC	ICFI	FORR	CRAI	HURN	TRU	BAH

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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

TRU	+ 0.77	CRAI
CRAI	+ 0.74	VRSK
FC	+ 0.7	VRSK
BAH	+ 0.64	HURN
FORR	+ 0.63	VRSK
CRAI	+ 0.63	FORR

High negative correlations

TRU	- 0.43	EXPO
FC	- 0.32	FCN
CRAI	- 0.32	EXPO
BAH	- 0.32	VRSK
BAH	- 0.23	CRAI
EXPO	- 0.23	VRSK

Risk-Adjusted Indicators

There is a big difference between Equifax Stock performing well and Equifax 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 Equifax'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
VRSK	0.89	(0.03)	(0.08)	0.07	1.15	(1.03)	1.70	(1.89)	8.38
EXPO	1.26	(0.28)	0.00	(0.18)	0.00	0.00	2.48	(2.42)	6.69
FCN	0.87	(0.09)	0.00	(0.07)	0.00	0.00	1.56	(2.21)	5.44
FC	1.87	(0.23)	0.00	(0.04)	0.00	0.00	3.76	(3.38)	15.48
ICFI	1.43	(0.04)	(0.05)	0.04	1.99	(1.42)	2.89	(3.04)	8.78
FORR	2.17	0.05	0.01	0.19	2.42	(2.55)	5.41	(4.70)	15.92
CRAI	1.33	0.00	(0.02)	0.13	1.90	(1.32)	2.95	(1.96)	10.77
HURN	1.36	(0.25)	0.00	(0.16)	0.00	0.00	3.12	(2.30)	13.93
TRU	1.60	0.13	0.10	0.20	2.05	(1.78)	3.98	(2.81)	15.65
BAH	1.42	(0.10)	(0.04)	0.00	3.68	(1.18)	3.05	(2.76)	20.03

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