EPAM Systems Correlations

EPAM Stock

USD 179.55 3.28 1.79%

The current 90-days correlation between EPAM Systems and Universal is 0.13 (i.e., Average diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as EPAM Systems moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if EPAM Systems moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

EPAM Systems Correlation With Market

Good diversification

The correlation between EPAM Systems and DJI is -0.04 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding EPAM Systems and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with EPAM Stock

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

To learn how to invest in EPAM Stock, please use our How to Invest in EPAM Systems guide.

Moving together with EPAM Stock

0.68	IT	Gartner	Pair Corr
0.89	KD	Kyndryl Holdings	Pair Corr
0.73	VEEA	Veea Inc Symbol Change	Pair Corr
0.78	VRRM	Verra Mobility Corp	Pair Corr
0.86	ACN	Accenture plc	Pair Corr
0.64	FIS	Fidelity National	Pair Corr
0.72	GDS	GDS Holdings Buyout Trend	Pair Corr
0.65	GIB	CGI Inc	Pair Corr
0.7	IBM	International Business	Pair Corr
0.88	III	Information Services	Pair Corr
0.62	JFU	9F Inc	Pair Corr
0.83	UIS	Unisys	Pair Corr
0.82	VYX	NCR Voyix	Pair Corr
0.78	XRX	Xerox Corp	Pair Corr
0.87	IBEX	IBEX	Pair Corr
0.84	INFY	Infosys Ltd ADR	Pair Corr
0.82	JKHY	Jack Henry Associates	Pair Corr
0.67	LDOS	Leidos Holdings	Pair Corr

Moving against EPAM Stock

0.63	FI	Fiserv,	Pair Corr
0.63	WNS	WNS Holdings	Pair Corr

Related Correlations Analysis

	KVHI	COCO	KO	JAPAY	UVV	MO	CSYT	KUKE
KVHI		0.56	-0.11	0.05	0.62	0.62	0.0	-0.36	KVHI
COCO	0.56		0.0	0.6	0.67	0.72	0.0	0.06	COCO
KO	-0.11	0.0		0.4	0.09	0.27	0.0	0.3	KO
JAPAY	0.05	0.6	0.4		0.53	0.56	0.0	0.62	JAPAY
UVV	0.62	0.67	0.09	0.53		0.86	0.0	-0.04	UVV
MO	0.62	0.72	0.27	0.56	0.86		0.0	-0.08	MO
CSYT	0.0	0.0	0.0	0.0	0.0	0.0		0.0	CSYT
KUKE	-0.36	0.06	0.3	0.62	-0.04	-0.08	0.0		KUKE
	KVHI	COCO	KO	JAPAY	UVV	MO	CSYT	KUKE

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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

MO	+ 0.86	UVV
MO	+ 0.72	COCO
UVV	+ 0.67	COCO
UVV	+ 0.62	KVHI
MO	+ 0.62	KVHI
KUKE	+ 0.62	JAPAY

High negative correlations

KUKE	- 0.36	KVHI
KO	- 0.11	KVHI
KUKE	- 0.08	MO
KUKE	- 0.04	UVV
KUKE	- 0.0	CSYT
CSYT	- 0.0	MO

Risk-Adjusted Indicators

There is a big difference between EPAM Stock performing well and EPAM Systems 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 EPAM Systems' 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
KVHI	1.28	0.03	0.00	0.03	0.00	0.00	4.32	(3.09)	9.24
COCO	2.00	0.39	0.10	(1.42)	2.54	(2.26)	3.66	(3.06)	17.01
KO	0.91	0.03	(0.07)	(0.36)	1.18	(0.91)	1.84	(1.70)	7.02
JAPAY	1.19	0.09	(0.01)	(5.11)	1.62	(1.25)	2.25	(1.92)	7.89
UVV	1.24	0.09	(0.01)	9.64	1.33	(1.46)	2.13	(2.29)	14.73
MO	0.97	0.05	(0.04)	12.45	1.26	(1.03)	2.07	(2.05)	7.40
CSYT	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
KUKE	2.59	0.17	0.00	(0.24)	2.99	(3.29)	7.38	(4.17)	29.89

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