Expeditors International Correlations

EXPD Stock

USD 122.39 1.07 0.88%

The current 90-days correlation between Expeditors International and SEI Investments is 0.14 (i.e., Average diversification). The correlation of Expeditors 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.

Expeditors International Correlation With Market

Average diversification

The correlation between Expeditors International of and DJI is 0.16 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Expeditors International of and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Expeditors International of. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey.

Moving together with Expeditors Stock

0.7

Canadian Pacific Railway

Pair Corr

Moving against Expeditors Stock

0.54	AIRTP	Air T Inc	Pair Corr
0.52	GXO	GXO Logistics	Pair Corr
0.42	JBHT	JB Hunt Transport Fiscal Year End 16th of January 2025	Pair Corr
0.4	JYD	Jayud Global Logistics	Pair Corr
0.59	B	Barnes Group	Pair Corr
0.55	BTOC	Armlogi Holding Corp	Pair Corr
0.49	J	Jacobs Solutions	Pair Corr
0.4	RLGT	Radiant Logistics	Pair Corr
0.38	PBI-PB	Pitney Bowes NT	Pair Corr
0.31	G	Genpact Limited	Pair Corr
0.59	AZ	A2Z Smart Technologies	Pair Corr
0.5	EH	Ehang Holdings	Pair Corr
0.47	CW	Curtiss Wright	Pair Corr
0.44	BV	BrightView Holdings	Pair Corr
0.4	BR	Broadridge Financial	Pair Corr
0.39	BW	Babcock Wilcox Enter	Pair Corr
0.31	CR	Crane Company	Pair Corr

Related Correlations Analysis

	AQUI	MSTSX	LBHIX	VIASP	SITKF	RWAYL	SEGI	BMBRF	SEIC
AQUI		0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	AQUI
MSTSX	0.0		0.67	-0.11	0.78	0.5	0.14	0.57	0.42	MSTSX
LBHIX	0.0	0.67		0.19	0.46	0.73	0.34	0.45	0.53	LBHIX
VIASP	0.0	-0.11	0.19		-0.12	0.6	0.69	0.33	0.66	VIASP
SITKF	0.0	0.78	0.46	-0.12		0.51	0.29	0.76	0.46	SITKF
RWAYL	0.0	0.5	0.73	0.6	0.51		0.73	0.73	0.86	RWAYL
SEGI	0.0	0.14	0.34	0.69	0.29	0.73		0.64	0.93	SEGI
BMBRF	0.0	0.57	0.45	0.33	0.76	0.73	0.64		0.77	BMBRF
SEIC	0.0	0.42	0.53	0.66	0.46	0.86	0.93	0.77		SEIC
	AQUI	MSTSX	LBHIX	VIASP	SITKF	RWAYL	SEGI	BMBRF	SEIC

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

SEIC	+ 0.93	SEGI
SEIC	+ 0.86	RWAYL
SITKF	+ 0.78	MSTSX
SEIC	+ 0.77	BMBRF
BMBRF	+ 0.76	SITKF
RWAYL	+ 0.73	LBHIX

High negative correlations

SITKF	- 0.12	VIASP
VIASP	- 0.11	MSTSX
SEIC	- 0.0	AQUI
BMBRF	- 0.0	AQUI
SEGI	- 0.0	AQUI
RWAYL	- 0.0	AQUI

Risk-Adjusted Indicators

There is a big difference between Expeditors Stock performing well and Expeditors 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 Expeditors 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
AQUI	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
MSTSX	0.48	(0.05)	(0.15)	0.04	0.53	(0.58)	1.03	(1.02)	2.80
LBHIX	0.11	0.01	(0.40)	0.46	0.00	(0.29)	0.24	(0.24)	0.96
VIASP	0.74	0.08	(0.03)	(2.22)	1.13	(0.80)	2.28	(1.20)	7.18
SITKF	5.54	1.04	0.14	4.02	5.03	(8.12)	14.29	(9.09)	32.64
RWAYL	0.12	0.03	(0.46)	2.75	0.00	(0.18)	0.32	(0.20)	1.21
SEGI	10.59	2.75	0.13	(0.86)	10.74	(17.61)	33.33	(25.00)	63.33
BMBRF	2.06	1.17	0.00	(1.05)	0.00	0.00	0.00	0.00	68.94
SEIC	0.81	0.19	0.18	0.34	0.59	(0.94)	1.57	(1.56)	7.23

Expeditors International Corporate Executives

Elected by the shareholders, the Expeditors International's board of directors comprises two types of representatives: Expeditors International inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Expeditors. The board's role is to monitor Expeditors International's management team and ensure that shareholders' interests are well served. Expeditors International's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Expeditors International's outside directors are responsible for providing unbiased perspectives on the board's policies.

Bradley Powell

CFO and Sr. VP

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