Informatica Correlations

INFA Stock

USD 26.52 0.13 0.49%

The current 90-days correlation between Informatica and EngageSmart LLC is -0.06 (i.e., Good diversification). The correlation of Informatica 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.

Informatica Correlation With Market

Weak diversification

The correlation between Informatica and DJI is 0.33 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Informatica 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 Informatica. 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 information on how to trade Informatica Stock refer to our How to Trade Informatica Stock guide.

Moving together with Informatica Stock

0.63

NET

Cloudflare

Pair Corr

Moving against Informatica Stock

0.57	VRNT	Verint Systems Earnings Call This Week	Pair Corr
0.45	VHAI	VHAI	Pair Corr
0.45	VRAR	Glimpse Group	Pair Corr
0.42	VHC	VirnetX Holding Corp	Pair Corr

Related Correlations Analysis

	ESMT	EVTC	BASE	FLYW	IIIV	EVCM	IMXI	NTCT	CSGS	CCSI
ESMT		0.4	0.53	0.4	0.58	0.39	0.32	0.67	0.62	0.23	ESMT
EVTC	0.4		0.68	0.8	0.6	0.81	0.83	0.6	0.87	0.75	EVTC
BASE	0.53	0.68		0.82	0.64	0.7	0.65	0.6	0.75	0.58	BASE
FLYW	0.4	0.8	0.82		0.73	0.85	0.91	0.51	0.87	0.68	FLYW
IIIV	0.58	0.6	0.64	0.73		0.78	0.64	0.68	0.83	0.58	IIIV
EVCM	0.39	0.81	0.7	0.85	0.78		0.82	0.67	0.87	0.78	EVCM
IMXI	0.32	0.83	0.65	0.91	0.64	0.82		0.57	0.87	0.72	IMXI
NTCT	0.67	0.6	0.6	0.51	0.68	0.67	0.57		0.74	0.57	NTCT
CSGS	0.62	0.87	0.75	0.87	0.83	0.87	0.87	0.74		0.73	CSGS
CCSI	0.23	0.75	0.58	0.68	0.58	0.78	0.72	0.57	0.73		CCSI
	ESMT	EVTC	BASE	FLYW	IIIV	EVCM	IMXI	NTCT	CSGS	CCSI

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Risk-Adjusted Indicators

There is a big difference between Informatica Stock performing well and Informatica 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 Informatica'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
ESMT	1.57	0.08	0.00	0.53	1.90	(1.59)	3.90	(2.93)	9.34
EVTC	1.21	(0.01)	0.00	0.11	1.59	(1.23)	2.43	(2.66)	8.27
BASE	2.32	0.01	0.02	0.12	3.58	(2.38)	5.12	(4.51)	20.08
FLYW	1.97	0.36	0.16	0.57	1.73	(2.40)	3.74	(2.85)	19.12
IIIV	1.60	0.03	0.03	0.14	1.90	(1.69)	3.56	(3.03)	10.92
EVCM	1.36	0.05	0.06	0.15	1.67	(1.60)	3.46	(2.45)	13.03
IMXI	1.33	0.16	0.11	0.27	1.29	(1.60)	2.74	(1.76)	13.65
NTCT	1.44	(0.13)	(0.01)	0.05	1.73	(1.50)	3.23	(2.84)	10.35
CSGS	1.18	0.11	0.09	0.24	0.88	(1.47)	2.65	(1.69)	10.94
CCSI	2.08	(0.08)	0.02	0.08	2.40	(2.32)	4.16	(3.62)	20.68

Informatica Corporate Management

Eric Brown	Ex CFO	Profile
Graeme Thompson	Senior Officer	Profile
Erin Andre	Senior Officer	Profile
John Schweitzer	Executive Officer	Profile
Jim Kruger	Executive CMO	Profile
Victoria HydeDunn	Vice Relations	Profile

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