TFS Financial Correlations

TFSL Stock

USD 13.06 0.02 0.15%

The current 90-days correlation between TFS Financial and Central Pacific Financial is -0.11 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as TFS Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if TFS Financial moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

TFS Financial Correlation With Market

Very good diversification

The correlation between TFS Financial and DJI is -0.24 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding TFS Financial and DJI in the same portfolio, assuming nothing else is changed.

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Check out World Market Map to better understand how to build diversified portfolios, which includes a position in TFS Financial. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in state.

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

Related Correlations Analysis

	CPF	WASH	KRNY	EBC	NWBI	TOWN	NFBK	UBSI
CPF		0.84	0.66	0.86	0.63	0.61	0.69	0.69	CPF
WASH	0.84		0.76	0.92	0.65	0.66	0.46	0.69	WASH
KRNY	0.66	0.76		0.75	0.83	0.64	0.18	0.76	KRNY
EBC	0.86	0.92	0.75		0.61	0.61	0.37	0.64	EBC
NWBI	0.63	0.65	0.83	0.61		0.75	0.32	0.92	NWBI
TOWN	0.61	0.66	0.64	0.61	0.75		0.34	0.78	TOWN
NFBK	0.69	0.46	0.18	0.37	0.32	0.34		0.44	NFBK
UBSI	0.69	0.69	0.76	0.64	0.92	0.78	0.44		UBSI
	CPF	WASH	KRNY	EBC	NWBI	TOWN	NFBK	UBSI

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Risk-Adjusted Indicators

There is a big difference between TFS Stock performing well and TFS 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 TFS 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
CPF	1.18	0.14	0.09	0.29	1.26	(1.32)	2.75	(2.30)	8.39
WASH	1.29	0.00	0.02	0.13	1.51	(1.39)	2.92	(2.95)	8.54
KRNY	1.50	0.04	0.04	0.16	1.38	(1.92)	3.51	(2.47)	8.85
EBC	1.31	0.01	0.02	0.14	1.78	(1.45)	2.55	(3.37)	9.91
NWBI	1.05	0.18	0.15	0.34	0.86	(1.25)	2.71	(1.46)	8.55
TOWN	1.06	0.25	0.08	(2.13)	0.93	(1.20)	2.54	(1.91)	6.12
NFBK	1.48	0.34	0.10	(0.95)	1.45	(1.78)	4.12	(3.27)	12.65
UBSI	1.14	0.07	0.06	0.19	1.17	(1.29)	2.78	(2.00)	8.13

TFS Financial Corporate Management

Cathy Zbanek	Chief Marketing and HR Officer of Third Federal Savings and Loan	Profile
Sandra Long	Chief Cleveland	Profile
Russell Holmes	Chief Cleveland	Profile
Susanne Miller	Chief Officer	Profile
Deborah Hand	Chief Officer	Profile
Kathleen Danckers	Chief Officer	Profile

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TFS Financial Correlations

TFS Financial Correlation With Market

Very good diversification

Related Correlations Analysis

Risk-Adjusted Indicators

TFS Financial Corporate Management

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