BOK Financial Correlations

BOKF Stock

USD 105.43 1.55 1.49%

The current 90-days correlation between BOK Financial and First Financial Bankshares is 0.81 (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.

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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 industry.

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	AX	Axos Financial	Pair Corr
0.93	BY	Byline Bancorp Earnings Call This Week	Pair Corr
0.8	DB	Deutsche Bank AG Earnings Call This Week	Pair Corr
0.73	KB	KB Financial Group Earnings Call This Week	Pair Corr
0.86	NU	Nu Holdings Aggressive Push	Pair Corr
0.95	PB	Prosperity Bancshares Earnings Call This Week	Pair Corr
0.92	RF	Regions Financial Buyout Trend	Pair Corr
0.81	WF	Woori Financial Group Earnings Call This Week	Pair Corr
0.73	VABK	Virginia National	Pair Corr
0.85	VBTX	Veritex Holdings Normal Trading	Pair Corr
0.77	TECTP	Tectonic Financial	Pair Corr
0.9	TFC-PO	Truist Financial	Pair Corr
0.85	TFC-PR	Truist Financial	Pair Corr
0.9	CFG-PE	Citizens Financial	Pair Corr
0.82	CFG-PH	Citizens Financial Group,	Pair Corr
0.94	EFSC	Enterprise Financial Earnings Call This Week	Pair Corr
0.66	KEY-PI	KeyCorp Earnings Call This Week	Pair Corr
0.76	KEY-PJ	KeyCorp Earnings Call This Week	Pair Corr
0.8	KEY-PK	KeyCorp Earnings Call This Week	Pair Corr
0.71	KEY-PL	KeyCorp Earnings Call This Week	Pair Corr
0.86	WABC	Westamerica Bancorporation	Pair Corr
0.92	WAFD	Washington Federal	Pair Corr
0.89	WASH	Washington Trust Bancorp Earnings Call This Week	Pair Corr
0.71	BANC-PF	Banc of California Earnings Call This Week	Pair Corr
0.9	EQBK	Equity Bancshares,	Pair Corr
0.94	ESSA	ESSA Bancorp Earnings Call This Week	Pair Corr
0.65	TFINP	Triumph Financial	Pair Corr
0.83	WSBCP	WesBanco Earnings Call This Week	Pair Corr
0.84	WNEB	Western New England Earnings Call This Week	Pair Corr
0.93	WSBC	WesBanco	Pair Corr

Related Correlations Analysis

	FFIN	AUBN	GSBC	FGBI	BANF	GBCI	FFBC	FBNC	CBSH	TCBI
FFIN		0.73	0.88	-0.38	0.85	0.8	0.81	0.85	0.78	0.92	FFIN
AUBN	0.73		0.74	-0.5	0.59	0.72	0.62	0.8	0.41	0.88	AUBN
GSBC	0.88	0.74		-0.11	0.91	0.9	0.88	0.95	0.82	0.92	GSBC
FGBI	-0.38	-0.5	-0.11		0.0	-0.04	-0.05	-0.15	0.1	-0.36	FGBI
BANF	0.85	0.59	0.91	0.0		0.83	0.9	0.88	0.91	0.83	BANF
GBCI	0.8	0.72	0.9	-0.04	0.83		0.95	0.92	0.79	0.89	GBCI
FFBC	0.81	0.62	0.88	-0.05	0.9	0.95		0.87	0.86	0.84	FFBC
FBNC	0.85	0.8	0.95	-0.15	0.88	0.92	0.87		0.79	0.94	FBNC
CBSH	0.78	0.41	0.82	0.1	0.91	0.79	0.86	0.79		0.74	CBSH
TCBI	0.92	0.88	0.92	-0.36	0.83	0.89	0.84	0.94	0.74		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

FBNC	+ 0.95	GSBC
FFBC	+ 0.95	GBCI
TCBI	+ 0.94	FBNC
TCBI	+ 0.92	FFIN
TCBI	+ 0.92	GSBC
FBNC	+ 0.92	GBCI

High negative correlations

FGBI	- 0.5	AUBN
FGBI	- 0.38	FFIN
TCBI	- 0.36	FGBI
FBNC	- 0.15	FGBI
FGBI	- 0.11	GSBC
FFBC	- 0.05	FGBI

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	1.22	0.10	0.09	0.22	1.13	(1.47)	2.93	(1.90)	8.11
AUBN	2.03	0.53	0.18	2.19	1.73	(2.62)	5.57	(3.24)	13.79
GSBC	1.30	0.15	0.11	0.28	1.15	(1.56)	3.69	(2.67)	8.69
FGBI	2.26	0.29	0.03	(0.33)	2.59	(2.97)	6.69	(4.91)	20.57
BANF	1.24	0.31	0.18	0.53	1.04	(1.37)	3.20	(1.93)	7.03
GBCI	1.53	0.32	0.08	(1.68)	1.75	(1.62)	3.05	(3.06)	10.48
FFBC	1.21	0.22	0.05	(1.28)	1.29	(1.38)	2.81	(2.26)	8.15
FBNC	1.20	0.28	0.24	0.39	0.81	(1.49)	3.07	(1.77)	7.54
CBSH	0.95	0.03	0.02	0.17	1.21	(0.94)	2.31	(2.19)	7.75
TCBI	1.29	0.38	0.26	0.46	1.02	(1.51)	3.65	(2.16)	8.38

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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