Merchants Bancorp Correlations

MBIN Stock

USD 34.83 0.33 0.94%

The current 90-days correlation between Merchants Bancorp and Business First Bancshares is 0.69 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Merchants Bancorp moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Merchants Bancorp moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Merchants Bancorp Correlation With Market

Very weak diversification

The correlation between Merchants Bancorp and DJI is 0.55 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Merchants Bancorp and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Merchants Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Merchants 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 gross domestic product.

To learn how to invest in Merchants Stock, please use our How to Invest in Merchants Bancorp guide.

Moving together with Merchants Stock

0.8	DHIL	Diamond Hill Investment	Pair Corr
0.78	DIST	Distoken Acquisition	Pair Corr
0.68	BN	Brookfield Corp	Pair Corr
0.81	BX	Blackstone Group Normal Trading	Pair Corr
0.79	CG	Carlyle Group Earnings Call This Week	Pair Corr
0.7	DX	Dynex Capital Earnings Call Tomorrow	Pair Corr
0.74	GS	Goldman Sachs Group	Pair Corr
0.8	LC	LendingClub Corp	Pair Corr
0.83	MC	Moelis Earnings Call This Week	Pair Corr
0.68	MS	Morgan Stanley Sell-off Trend	Pair Corr
0.66	QD	Qudian Inc	Pair Corr
0.78	SF	Stifel Financial Earnings Call This Week	Pair Corr
0.8	WT	WisdomTree	Pair Corr
0.68	VCTR	Victory Capital Holdings Normal Trading	Pair Corr
0.61	VIRT	Virtu Financial,	Pair Corr
0.79	VRTS	Virtus Investment Earnings Call This Week	Pair Corr
0.68	EARN	Ellington Residential	Pair Corr

Moving against Merchants Stock

0.55	GCMGW	GCM Grosvenor	Pair Corr
0.49	WU	Western Union	Pair Corr

Related Correlations Analysis

	RBB	MSBI	SMBK	BFST	FMBH
RBB		0.81	0.96	0.94	0.94	RBB
MSBI	0.81		0.83	0.91	0.92	MSBI
SMBK	0.96	0.83		0.95	0.95	SMBK
BFST	0.94	0.91	0.95		0.94	BFST
FMBH	0.94	0.92	0.95	0.94		FMBH
	RBB	MSBI	SMBK	BFST	FMBH

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Risk-Adjusted Indicators

There is a big difference between Merchants Stock performing well and Merchants 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 Merchants 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
RBB	1.54	0.11	0.09	0.21	1.58	(1.75)	3.54	(2.57)	9.54
MSBI	1.58	0.22	0.11	0.36	1.57	(1.83)	3.57	(2.82)	12.66
SMBK	1.25	0.25	0.22	0.35	0.91	(1.53)	2.93	(2.02)	9.82
BFST	1.27	0.14	0.09	0.26	1.33	(1.34)	2.88	(2.79)	7.32
FMBH	1.33	0.20	0.14	0.31	1.17	(1.55)	3.04	(1.94)	7.59

Merchants Bancorp Corporate Executives

Elected by the shareholders, the Merchants Bancorp's board of directors comprises two types of representatives: Merchants Bancorp inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Merchants. The board's role is to monitor Merchants Bancorp's management team and ensure that shareholders' interests are well served. Merchants Bancorp's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Merchants Bancorp's outside directors are responsible for providing unbiased perspectives on the board's policies.

John Macke

CFO of Merchants and Merchants Bank

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