ICF International Correlations

ICFI Stock

USD 84.04 0.79 0.93%

The current 90-days correlation between ICF International and Huron Consulting Group is -0.02 (i.e., Good diversification). The correlation of ICF International 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.

ICF International Correlation With Market

Good diversification

The correlation between ICF International and DJI is -0.15 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding ICF International and DJI in the same portfolio, assuming nothing else is changed.

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in ICF International. 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 detail on how to invest in ICF Stock please use our How to Invest in ICF International guide.

Moving together with ICF Stock

0.63	BCO	Brinks Company	Pair Corr
0.75	BRC	Brady	Pair Corr
0.74	CIX	CompX International	Pair Corr
0.92	DLX	Deluxe	Pair Corr
0.7	GEO	Geo Group	Pair Corr
0.88	KBR	KBR Inc	Pair Corr
0.9	MATW	Matthews International	Pair Corr
0.82	RPAY	Repay Holdings Corp	Pair Corr
0.93	ASGN	ASGN Inc	Pair Corr
0.9	TTEK	Tetra Tech	Pair Corr
0.91	CLVT	CLARIVATE PLC	Pair Corr
0.92	J	Jacobs Solutions	Pair Corr
0.92	BV	BrightView Holdings	Pair Corr
0.86	BW	Babcock Wilcox Enter	Pair Corr
0.87	CW	Curtiss Wright	Pair Corr
0.81	DY	Dycom Industries	Pair Corr
0.81	FA	First Advantage Corp	Pair Corr
0.68	FC	Franklin Covey Earnings Call This Week	Pair Corr
0.76	HI	Hillenbrand	Pair Corr
0.78	HY	Hyster Yale Materials	Pair Corr
0.85	IR	Ingersoll Rand	Pair Corr

Moving against ICF Stock

0.62	G	Genpact Limited	Pair Corr
0.55	WNS	WNS Holdings	Pair Corr
0.44	MG	Mistras Group	Pair Corr
0.83	SB	Safe Bulkers	Pair Corr
0.8	BZ	Kanzhun Ltd ADR	Pair Corr
0.78	EH	Ehang Holdings	Pair Corr
0.78	PC	Premium Catering	Pair Corr
0.75	LZ	LegalZoom	Pair Corr
0.54	DE	Deere Company	Pair Corr
0.52	GE	GE Aerospace	Pair Corr

Related Correlations Analysis

	FORR	HURN	FC	FCN	CRAI	EXPO
FORR		-0.87	0.85	0.94	0.18	0.91	FORR
HURN	-0.87		-0.76	-0.81	-0.28	-0.77	HURN
FC	0.85	-0.76		0.79	0.36	0.76	FC
FCN	0.94	-0.81	0.79		0.07	0.92	FCN
CRAI	0.18	-0.28	0.36	0.07		0.21	CRAI
EXPO	0.91	-0.77	0.76	0.92	0.21		EXPO
	FORR	HURN	FC	FCN	CRAI	EXPO

Click cells to compare fundamentals

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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

FCN	+ 0.94	FORR
EXPO	+ 0.92	FCN
EXPO	+ 0.91	FORR
FC	+ 0.85	FORR
FCN	+ 0.79	FC
EXPO	+ 0.76	FC

High negative correlations

HURN	- 0.87	FORR
FCN	- 0.81	HURN
EXPO	- 0.77	HURN
FC	- 0.76	HURN
CRAI	- 0.28	HURN

Risk-Adjusted Indicators

There is a big difference between ICF Stock performing well and ICF International 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 ICF International'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
FORR	2.02	(0.71)	0.00	(0.77)	0.00	0.00	3.02	(4.19)	15.73
HURN	1.58	0.31	0.17	0.34	1.77	(1.75)	2.63	(3.38)	21.61
FC	1.72	(0.28)	0.00	(0.32)	0.00	0.00	2.59	(3.17)	13.98
FCN	1.15	(0.28)	0.00	(0.64)	0.00	0.00	1.80	(1.99)	17.31
CRAI	1.88	(0.09)	0.00	(0.32)	0.00	0.00	2.85	(3.75)	17.71
EXPO	0.98	(0.22)	0.00	(0.52)	0.00	0.00	1.71	(2.46)	6.03

ICF International Corporate Management

Ranjit CPA	Corporate VP	Profile
John George	Chief VP	Profile
Anne Choate	Environment Energy	Profile
Bettina CPA	Advisor	Profile
Caryn McGarry	Senior Officer	Profile

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