Crawford Correlations
| CRD-B Stock | USD 11.01 0.11 0.99% |
The current 90-days correlation between Crawford and CorVel Corp is 0.11 (i.e., Average diversification). The correlation of Crawford 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.
Crawford Correlation With Market
Good diversification
The correlation between Crawford Company and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Crawford Company and DJI in the same portfolio, assuming nothing else is changed.
Crawford |
Moving together with Crawford Stock
Moving against Crawford Stock
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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
|
Risk-Adjusted Indicators
There is a big difference between Crawford Stock performing well and Crawford 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 Crawford'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CRVL | 1.80 | (0.01) | 0.00 | (0.07) | 0.00 | 3.74 | 12.81 | |||
| ERIE | 1.49 | 0.01 | 0.00 | (0.05) | 0.00 | 3.22 | 11.24 | |||
| WTW | 0.87 | 0.12 | 0.16 | 0.32 | 0.94 | 2.02 | 5.93 | |||
| FANH | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| HUIZ | 3.90 | 0.49 | 0.10 | 0.34 | 4.30 | 8.31 | 42.07 | |||
| EHTH | 3.84 | 0.47 | 0.17 | (0.83) | 3.23 | 8.96 | 48.01 | |||
| CRD-A | 1.42 | (0.02) | 0.03 | 0.04 | 1.82 | 2.73 | 11.25 | |||
| BRP | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| BRO | 0.80 | 0.22 | 0.25 | 0.54 | 0.77 | 1.75 | 4.81 | |||
| AJG | 1.02 | 0.25 | 0.20 | 0.99 | 1.23 | 2.05 | 6.86 |
Crawford Corporate Management
| Dalerick Carden | Corporate VP | Profile | |
| Anthony Belcastro | Controller VP | Profile | |
| Michelle Montgomery | Chief Officer | Profile | |
| Larry Thomas | Executive Solutions | Profile | |
| Brian Clark | Europe Adjusting | Profile | |
| Michael Hoberman | Senior TPA | Profile |