Infosys Correlations

INFY Stock

USD 16.74 0.35 2.14%

The current 90-days correlation between Infosys Ltd ADR and Intel is 0.05 (i.e., Significant diversification). The correlation of Infosys 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.

Infosys Correlation With Market

Weak diversification

The correlation between Infosys Ltd ADR and DJI is 0.3 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Infosys Ltd ADR and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Infosys Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Infosys Ltd ADR. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price.

Moving together with Infosys Stock

0.8

ACN

Accenture plc

Pair Corr

Moving against Infosys Stock

0.71	NPSKY	NSK Ltd ADR	Pair Corr
0.7	GNRC	Generac Holdings	Pair Corr
0.64	IRTC	iRhythm Technologies	Pair Corr
0.61	TLKMF	Telkom Indonesia Tbk	Pair Corr
0.61	AGNCM	AGNC Investment Corp	Pair Corr
0.59	TLK	Telkom Indonesia Tbk	Pair Corr
0.51	ELEEF	Element Fleet Management	Pair Corr
0.51	FOLD	Amicus Therapeutics	Pair Corr
0.51	HOOD	Robinhood Markets Aggressive Push	Pair Corr
0.5	FMCCL	Federal Home Loan	Pair Corr
0.45	PEP	PepsiCo Earnings Call Today	Pair Corr
0.44	AMRX	Amneal Pharmaceuticals,	Pair Corr
0.44	AGZNF	Aegean Airlines SA	Pair Corr
0.38	FNMFO	Federal National Mortgage	Pair Corr
0.36	PTBRY	Bank Negara Indonesia	Pair Corr
0.84	GSEFF	Covivio	Pair Corr
0.84	BKSC	Bank of South Carolina Co Earnings Call Today	Pair Corr
0.74	NVDA	NVIDIA	Pair Corr
0.74	BNCWW	CEA Industries Symbol Change	Pair Corr
0.72	NRT	North European Oil	Pair Corr
0.63	TRTX	TPG RE Finance	Pair Corr
0.58	MBI	MBIA Inc	Pair Corr
0.56	IDR	Idaho Strategic Resources	Pair Corr

Related Correlations Analysis

	INTC	LBHIX	MSTSX	VIASP	RRTLX	OSHDF	70082LAB3	SITKF	RWAYL	SEGI
INTC		0.66	0.79	0.54	0.78	0.0	0.13	0.84	0.61	-0.33	INTC
LBHIX	0.66		0.87	0.83	0.96	0.0	0.73	0.79	0.89	-0.28	LBHIX
MSTSX	0.79	0.87		0.72	0.94	0.0	0.55	0.83	0.83	-0.25	MSTSX
VIASP	0.54	0.83	0.72		0.81	0.0	0.57	0.7	0.86	-0.31	VIASP
RRTLX	0.78	0.96	0.94	0.81		0.0	0.63	0.88	0.9	-0.36	RRTLX
OSHDF	0.0	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	OSHDF
70082LAB3	0.13	0.73	0.55	0.57	0.63	0.0		0.36	0.75	-0.17	70082LAB3
SITKF	0.84	0.79	0.83	0.7	0.88	0.0	0.36		0.75	-0.34	SITKF
RWAYL	0.61	0.89	0.83	0.86	0.9	0.0	0.75	0.75		-0.38	RWAYL
SEGI	-0.33	-0.28	-0.25	-0.31	-0.36	0.0	-0.17	-0.34	-0.38		SEGI
	INTC	LBHIX	MSTSX	VIASP	RRTLX	OSHDF	70082LAB3	SITKF	RWAYL	SEGI

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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

RRTLX	+ 0.96	LBHIX
RRTLX	+ 0.94	MSTSX
RWAYL	+ 0.9	RRTLX
RWAYL	+ 0.89	LBHIX
SITKF	+ 0.88	RRTLX
MSTSX	+ 0.87	LBHIX

High negative correlations

SEGI	- 0.38	RWAYL
SEGI	- 0.36	RRTLX
SEGI	- 0.34	SITKF
SEGI	- 0.33	INTC
SEGI	- 0.31	VIASP
SEGI	- 0.28	LBHIX

Risk-Adjusted Indicators

There is a big difference between Infosys Stock performing well and Infosys 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 Infosys' 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
INTC	2.87	0.80	0.31	0.77	2.32	(3.90)	7.23	(3.66)	26.01
LBHIX	0.12	0.01	(0.18)	0.21	0.00	(0.28)	0.24	(0.24)	1.18
MSTSX	0.43	0.06	(0.01)	(0.72)	0.48	(0.45)	1.08	(0.85)	2.69
VIASP	0.32	0.04	(0.04)	0.68	0.35	(0.35)	0.64	(0.72)	2.46
RRTLX	0.19	0.03	(0.08)	0.14	0.00	(0.23)	0.46	(0.31)	1.17
OSHDF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
70082LAB3	1.35	0.00	(0.02)	0.06	3.46	(1.19)	2.47	(2.47)	18.88
SITKF	3.56	1.49	0.39	(8.85)	2.65	(5.04)	8.70	(4.76)	22.81
RWAYL	0.12	0.03	(0.19)	0.65	0.00	(0.16)	0.28	(0.20)	0.68
SEGI	9.52	1.16	0.03	(0.12)	10.67	(23.21)	25.00	(20.00)	73.33

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