Customers Bancorp Correlations

CUBI Stock

USD 64.11 0.03 0.05%

The current 90-days correlation between Customers Bancorp and CVB Financial is 0.84 (i.e., Very poor diversification). The correlation of Customers Bancorp 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.

Customers Bancorp Correlation With Market

Poor diversification

The correlation between Customers Bancorp and DJI is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Customers Bancorp 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 Customers Bancorp. 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 detail on how to invest in Customers Stock please use our How to Invest in Customers Bancorp guide.

Moving together with Customers Stock

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

Moving against Customers Stock

0.38

TFC-PI

Truist Financial

Pair Corr

Related Correlations Analysis

	MCB	FFWM	CVBF	DCOM	BKU	CNOB	BANC	NBHC
MCB		0.78	0.94	0.9	0.96	0.88	0.92	0.92	MCB
FFWM	0.78		0.8	0.8	0.82	0.83	0.86	0.78	FFWM
CVBF	0.94	0.8		0.93	0.96	0.96	0.95	0.95	CVBF
DCOM	0.9	0.8	0.93		0.91	0.91	0.93	0.93	DCOM
BKU	0.96	0.82	0.96	0.91		0.93	0.97	0.93	BKU
CNOB	0.88	0.83	0.96	0.91	0.93		0.93	0.91	CNOB
BANC	0.92	0.86	0.95	0.93	0.97	0.93		0.93	BANC
NBHC	0.92	0.78	0.95	0.93	0.93	0.91	0.93		NBHC
	MCB	FFWM	CVBF	DCOM	BKU	CNOB	BANC	NBHC

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Risk-Adjusted Indicators

There is a big difference between Customers Stock performing well and Customers Bancorp 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 Customers Bancorp'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
MCB	1.46	0.53	0.36	0.69	0.97	(1.85)	3.39	(2.39)	6.65
FFWM	1.61	0.09	0.03	0.26	1.87	(1.86)	4.06	(2.97)	12.70
CVBF	1.21	0.23	0.16	0.38	1.12	(1.40)	3.00	(2.40)	7.16
DCOM	1.39	0.13	0.08	0.24	1.56	(1.55)	3.04	(3.44)	9.32
BKU	1.41	0.20	0.14	0.28	1.48	(1.56)	3.54	(2.62)	9.63
CNOB	1.37	0.11	0.08	0.22	1.46	(1.46)	3.25	(2.15)	8.06
BANC	1.37	0.13	0.10	0.24	1.24	(1.69)	2.87	(2.36)	9.88
NBHC	1.24	0.12	0.05	0.29	1.54	(1.40)	2.65	(2.48)	8.68

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