BOK Financial Correlations

BOKF Stock

USD 114.05 0.32 0.28%

The current 90-days correlation between BOK Financial and First Financial Bankshares is 0.84 (i.e., Very poor diversification). The correlation of BOK Financial 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.

BOK Financial Correlation With Market

Poor diversification

The correlation between BOK Financial and DJI is 0.61 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding BOK Financial and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with BOK Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in BOK Financial. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis.

For more detail on how to invest in BOK Stock please use our How to Invest in BOK Financial guide.

Moving together with BOK Stock

0.94	HWC	Hancock Whitney Corp	Pair Corr
0.78	EC	Ecopetrol SA ADR	Pair Corr
0.85	PTAIY	Astra International Tbk	Pair Corr
0.67	WAFU	Wah Fu Education	Pair Corr
0.67	HWH	HWH International	Pair Corr
0.77	PBNAF	Pembina Pipeline	Pair Corr
0.77	HD	Home Depot	Pair Corr
0.84	BMEZ	BlackRock Health Sciences	Pair Corr

Moving against BOK Stock

0.64	PIFMY	Indofood Sukses Makmur	Pair Corr
0.53	PTAIF	PT Astra International	Pair Corr
0.51	KEP	Korea Electric Power	Pair Corr

Related Correlations Analysis

	FFIN	AUBN	GSBC	FGBI	BANF	GBCI	FFBC	FBNC	CBSH	TCBI
FFIN		-0.75	0.44	0.35	0.63	0.12	0.33	-0.1	0.76	0.67	FFIN
AUBN	-0.75		-0.34	-0.43	-0.46	0.0	-0.19	0.36	-0.7	-0.47	AUBN
GSBC	0.44	-0.34		0.07	0.88	0.9	0.93	0.55	0.02	0.7	GSBC
FGBI	0.35	-0.43	0.07		0.2	-0.13	0.0	-0.54	0.55	0.42	FGBI
BANF	0.63	-0.46	0.88	0.2		0.73	0.8	0.4	0.21	0.84	BANF
GBCI	0.12	0.0	0.9	-0.13	0.73		0.92	0.76	-0.31	0.52	GBCI
FFBC	0.33	-0.19	0.93	0.0	0.8	0.92		0.65	-0.06	0.58	FFBC
FBNC	-0.1	0.36	0.55	-0.54	0.4	0.76	0.65		-0.62	0.09	FBNC
CBSH	0.76	-0.7	0.02	0.55	0.21	-0.31	-0.06	-0.62		0.43	CBSH
TCBI	0.67	-0.47	0.7	0.42	0.84	0.52	0.58	0.09	0.43		TCBI
	FFIN	AUBN	GSBC	FGBI	BANF	GBCI	FFBC	FBNC	CBSH	TCBI

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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

FFBC	+ 0.93	GSBC
FFBC	+ 0.92	GBCI
GBCI	+ 0.9	GSBC
BANF	+ 0.88	GSBC
TCBI	+ 0.84	BANF
FFBC	+ 0.8	BANF

High negative correlations

AUBN	- 0.75	FFIN
CBSH	- 0.7	AUBN
CBSH	- 0.62	FBNC
FBNC	- 0.54	FGBI
TCBI	- 0.47	AUBN
BANF	- 0.46	AUBN

Risk-Adjusted Indicators

There is a big difference between BOK Stock performing well and BOK Financial 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 BOK Financial'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
FFIN	1.10	(0.25)	0.00	(0.11)	0.00	0.00	2.34	(2.18)	7.88
AUBN	2.29	0.38	0.10	(0.73)	2.60	(2.51)	4.29	(4.18)	17.66
GSBC	1.08	(0.08)	(0.03)	0.01	1.36	(1.17)	3.89	(2.24)	7.73
FGBI	1.52	0.00	(0.01)	0.06	1.96	(1.78)	3.75	(3.14)	11.15
BANF	1.21	(0.12)	0.00	(0.03)	0.00	0.00	3.06	(2.36)	9.08
GBCI	1.37	(0.05)	0.00	0.03	1.56	(1.53)	2.76	(2.51)	8.63
FFBC	1.06	(0.05)	(0.02)	0.02	1.24	(1.21)	3.17	(1.78)	6.74
FBNC	1.20	0.07	0.08	0.10	1.13	(1.47)	3.48	(2.56)	8.46
CBSH	0.82	(0.17)	0.00	(0.14)	0.00	0.00	1.52	(1.69)	5.50
TCBI	1.11	(0.07)	(0.03)	0.01	1.36	(1.13)	3.05	(1.98)	8.09

BOK Financial Corporate Management

Dennis Kissler	Senior Division	Profile
Heather Worley	Senior Relations	Profile
Brad Vincent	Executive Banking	Profile
Mark Wade	Chief Texas	Profile

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