Intercorp Financial Correlations

IFS Stock

USD 37.65 0.02 0.05%

The current 90-days correlation between Intercorp Financial and Cementos Pacasmayo SAA is -0.04 (i.e., Good diversification). The correlation of Intercorp 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Intercorp Financial Correlation With Market

Weak diversification

The correlation between Intercorp Financial Services and DJI is 0.3 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Intercorp Financial Services and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Intercorp Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Intercorp 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 census.

Moving together with Intercorp Stock

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

Moving against Intercorp Stock

0.43

WSBK

Winchester Bancorp,

Pair Corr

Related Correlations Analysis

	BAP	HFWA	HFBL	MGYR	NKSH	CPAC	BSAC	AVAL	FBK
BAP		0.69	0.42	0.96	0.79	0.93	0.48	0.8	0.65	BAP
HFWA	0.69		0.46	0.71	0.91	0.71	0.43	0.72	0.96	HFWA
HFBL	0.42	0.46		0.4	0.61	0.48	0.05	0.25	0.39	HFBL
MGYR	0.96	0.71	0.4		0.81	0.92	0.41	0.76	0.69	MGYR
NKSH	0.79	0.91	0.61	0.81		0.83	0.29	0.67	0.84	NKSH
CPAC	0.93	0.71	0.48	0.92	0.83		0.39	0.76	0.63	CPAC
BSAC	0.48	0.43	0.05	0.41	0.29	0.39		0.53	0.38	BSAC
AVAL	0.8	0.72	0.25	0.76	0.67	0.76	0.53		0.72	AVAL
FBK	0.65	0.96	0.39	0.69	0.84	0.63	0.38	0.72		FBK
	BAP	HFWA	HFBL	MGYR	NKSH	CPAC	BSAC	AVAL	FBK

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Risk-Adjusted Indicators

There is a big difference between Intercorp Stock performing well and Intercorp 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 Intercorp 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
BAP	0.83	0.36	0.29	1.53	0.37	(1.00)	2.27	(1.12)	5.48
HFWA	1.23	0.14	0.09	0.26	1.26	(1.37)	2.90	(2.10)	7.61
HFBL	1.51	0.00	(0.05)	0.10	1.80	(2.09)	3.12	(3.16)	11.15
MGYR	0.96	0.28	0.14	1.53	0.79	(1.12)	2.26	(1.75)	4.89
NKSH	1.43	0.12	0.07	0.25	1.44	(1.63)	3.91	(2.86)	8.86
CPAC	1.17	0.23	0.04	(1.57)	1.38	(1.32)	3.19	(2.92)	9.68
BSAC	1.03	0.11	0.00	0.68	1.13	(1.08)	2.65	(1.99)	5.67
AVAL	1.44	0.33	0.10	(1.39)	1.34	(1.89)	3.41	(2.42)	12.63
FBK	1.25	0.12	0.09	0.24	1.35	(1.41)	3.11	(1.98)	8.07

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