Franklin Financial Correlations

FRAF Stock

USD 40.24 1.12 2.86%

The current 90-days correlation between Franklin Financial and LINKBANCORP is -0.09 (i.e., Good diversification). The correlation of Franklin 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.

Franklin Financial Correlation With Market

Significant diversification

The correlation between Franklin Financial Services and DJI is 0.01 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Franklin Financial Services and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Franklin Stock

0.61	TFC-PI	Truist Financial	Pair Corr
0.78	EBMT	Eagle Bancorp Montana Earnings Call This Week	Pair Corr
0.88	ECBK	ECB Bancorp	Pair Corr
0.71	WAFDP	Washington Federal	Pair Corr
0.67	WSBK	Winchester Bancorp,	Pair Corr

Moving against Franklin Stock

0.45

EBTC

Enterprise Bancorp

Pair Corr

Related Correlations Analysis

	HFBL	LNKB	RBKB	LSBK	ORRF	FDBC	FGBI	FXNC
HFBL		0.55	0.31	0.38	0.46	0.47	-0.17	0.25	HFBL
LNKB	0.55		0.68	0.71	0.92	0.84	-0.25	0.56	LNKB
RBKB	0.31	0.68		0.86	0.73	0.65	-0.65	0.13	RBKB
LSBK	0.38	0.71	0.86		0.77	0.68	-0.49	0.31	LSBK
ORRF	0.46	0.92	0.73	0.77		0.88	-0.23	0.54	ORRF
FDBC	0.47	0.84	0.65	0.68	0.88		-0.35	0.32	FDBC
FGBI	-0.17	-0.25	-0.65	-0.49	-0.23	-0.35		0.37	FGBI
FXNC	0.25	0.56	0.13	0.31	0.54	0.32	0.37		FXNC
	HFBL	LNKB	RBKB	LSBK	ORRF	FDBC	FGBI	FXNC

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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

ORRF	+ 0.92	LNKB
FDBC	+ 0.88	ORRF
LSBK	+ 0.86	RBKB
FDBC	+ 0.84	LNKB
ORRF	+ 0.77	LSBK
ORRF	+ 0.73	RBKB

High negative correlations

FGBI	- 0.65	RBKB
FGBI	- 0.49	LSBK
FGBI	- 0.35	FDBC
FGBI	- 0.25	LNKB
FGBI	- 0.23	ORRF
FGBI	- 0.17	HFBL

Risk-Adjusted Indicators

There is a big difference between Franklin Stock performing well and Franklin 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 Franklin 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
HFBL	1.51	0.00	(0.05)	0.10	1.80	(2.09)	3.12	(3.16)	11.15
LNKB	1.57	0.29	0.07	(0.97)	1.66	(1.74)	3.84	(3.17)	8.54
RBKB	1.27	0.29	0.12	1.69	1.24	(1.58)	3.12	(1.67)	12.35
LSBK	0.86	0.22	0.06	(1.44)	0.93	(1.09)	1.89	(1.15)	10.13
ORRF	1.07	0.25	0.22	0.38	0.71	(1.27)	2.66	(1.34)	7.59
FDBC	2.16	0.00	0.04	0.13	2.04	(2.77)	4.63	(3.62)	10.27
FGBI	2.26	0.29	0.03	(0.33)	2.59	(2.97)	6.69	(4.91)	20.57
FXNC	1.22	0.18	0.03	(1.61)	1.24	(1.61)	2.76	(1.93)	11.02

Franklin Financial Corporate Management

Ronald Cekovich	Sr. VP of FandM Trust and Technology Service Manager of FandM Trust	Profile
Steven Poynot	Ex COO	Profile
Lise Esq	Sr Co	Profile
Amanda Ducey	Corporate Secretary	Profile

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