CF Bankshares Correlations

CFBK Stock

USD 23.92 0.05 0.21%

The current 90-days correlation between CF Bankshares and First Capital is 0.4 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as CF Bankshares moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CF Bankshares moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

CF Bankshares Correlation With Market

Very weak diversification

The correlation between CF Bankshares and DJI is 0.46 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CF Bankshares and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with CFBK Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in CF Bankshares. 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 labor statistics.

For more information on how to buy CFBK Stock please use our How to buy in CFBK Stock guide.

Moving together with CFBK Stock

0.71	AX	Axos Financial	Pair Corr
0.77	BY	Byline Bancorp Earnings Call This Week	Pair Corr
0.83	DB	Deutsche Bank AG Earnings Call This Week	Pair Corr
0.7	KB	KB Financial Group Earnings Call This Week	Pair Corr
0.75	NU	Nu Holdings Aggressive Push	Pair Corr
0.73	PB	Prosperity Bancshares Earnings Call This Week	Pair Corr
0.69	RF	Regions Financial Buyout Trend	Pair Corr
0.81	VABK	Virginia National	Pair Corr
0.78	VBNK	VersaBank	Pair Corr
0.71	TFC-PO	Truist Financial	Pair Corr
0.65	TFC-PR	Truist Financial	Pair Corr
0.75	CFG-PE	Citizens Financial	Pair Corr
0.76	CFG-PH	Citizens Financial Group,	Pair Corr
0.78	EFSC	Enterprise Financial Earnings Call This Week	Pair Corr
0.7	KEY-PI	KeyCorp Earnings Call This Week	Pair Corr
0.62	KEY-PJ	KeyCorp Earnings Call This Week	Pair Corr
0.85	KEY-PL	KeyCorp Earnings Call This Week	Pair Corr
0.76	WABC	Westamerica Bancorporation	Pair Corr
0.67	WAFD	Washington Federal	Pair Corr
0.8	BANC-PF	Banc of California Earnings Call This Week	Pair Corr
0.73	EQBK	Equity Bancshares,	Pair Corr
0.63	ESSA	ESSA Bancorp Earnings Call This Week	Pair Corr
0.81	WSBCP	WesBanco Earnings Call This Week	Pair Corr
0.8	WNEB	Western New England Earnings Call This Week	Pair Corr
0.79	WSBC	WesBanco	Pair Corr

Related Correlations Analysis

	HFBL	FCAP	MGYR	CZWI	CBAN	CWBC	CIZN	CFFI
HFBL		-0.4	0.43	0.18	0.54	0.52	0.0	0.13	HFBL
FCAP	-0.4		-0.36	0.49	-0.3	-0.22	0.0	0.56	FCAP
MGYR	0.43	-0.36		-0.05	0.7	0.84	0.0	0.06	MGYR
CZWI	0.18	0.49	-0.05		0.42	0.33	0.0	0.87	CZWI
CBAN	0.54	-0.3	0.7	0.42		0.95	0.0	0.4	CBAN
CWBC	0.52	-0.22	0.84	0.33	0.95		0.0	0.36	CWBC
CIZN	0.0	0.0	0.0	0.0	0.0	0.0		0.0	CIZN
CFFI	0.13	0.56	0.06	0.87	0.4	0.36	0.0		CFFI
	HFBL	FCAP	MGYR	CZWI	CBAN	CWBC	CIZN	CFFI

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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

CWBC	+ 0.95	CBAN
CFFI	+ 0.87	CZWI
CWBC	+ 0.84	MGYR
CBAN	+ 0.7	MGYR
CFFI	+ 0.56	FCAP
CBAN	+ 0.54	HFBL

High negative correlations

FCAP	- 0.4	HFBL
MGYR	- 0.36	FCAP
CBAN	- 0.3	FCAP
CWBC	- 0.22	FCAP
CZWI	- 0.05	MGYR
CFFI	- 0.0	CIZN

Risk-Adjusted Indicators

There is a big difference between CFBK Stock performing well and CF Bankshares 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 CF Bankshares' 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
HFBL	1.51	0.00	(0.05)	0.10	1.80	(2.09)	3.12	(3.16)	11.15
FCAP	2.32	(0.10)	(0.04)	0.02	2.99	(2.35)	5.98	(5.04)	15.49
MGYR	0.97	0.31	0.13	(4.63)	0.79	(1.14)	2.26	(1.75)	4.89
CZWI	1.37	0.12	0.04	0.34	1.36	(1.65)	3.73	(2.21)	8.45
CBAN	1.40	0.19	0.14	0.30	1.18	(1.67)	3.34	(2.16)	7.75
CWBC	1.16	0.26	0.24	0.36	0.68	(1.44)	3.23	(1.38)	8.56
CIZN	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
CFFI	1.81	0.17	0.07	0.35	1.69	(2.26)	4.45	(3.13)	10.33

CF Bankshares Corporate Management

Barbara Pyke	Corporate Secretary	Profile
Steve Nitzsche	Sr Mang	Profile
David Hand	Senior Mortgage	Profile
Paul Souleyrette	Market Market	Profile
Erica Wymer	Senior Banking	Profile

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