UMB Financial Correlations

UMBF Stock

USD 108.24 0.41 0.38%

The current 90-days correlation between UMB Financial and Commerce Bancshares is 0.83 (i.e., Very poor diversification). The correlation of UMB 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.

UMB Financial Correlation With Market

Poor diversification

The correlation between UMB Financial and DJI is 0.6 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding UMB Financial and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with UMB Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in UMB 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 bureau of labor statistics.

Moving together with UMB Stock

0.82	MBCN	Middlefield Banc	Pair Corr
0.84	MBIN	Merchants Bancorp Earnings Call This Week	Pair Corr
0.94	MBWM	Mercantile Bank	Pair Corr
0.83	MCBS	MetroCity Bankshares Normal Trading	Pair Corr
0.9	AX	Axos Financial Earnings Call This Week	Pair Corr
0.9	BY	Byline Bancorp Earnings Call Tomorrow	Pair Corr
0.8	DB	Deutsche Bank AG Earnings Call Tomorrow	Pair Corr
0.77	RF-PC	Regions Financial	Pair Corr
0.69	KB	KB Financial Group	Pair Corr
0.69	NU	Nu Holdings	Pair Corr
0.93	PB	Prosperity Bancshares	Pair Corr
0.86	RF	Regions Financial Normal Trading	Pair Corr
0.73	WF	Woori Financial Group	Pair Corr
0.77	VABK	Virginia National	Pair Corr
0.75	VBTX	Veritex Holdings	Pair Corr
0.77	TECTP	Tectonic Financial	Pair Corr
0.66	MNSB	Mainstreet Bank	Pair Corr
0.91	MOFG	MidWestOne Financial	Pair Corr
0.79	TFC-PO	Truist Financial	Pair Corr
0.66	TFC-PR	Truist Financial	Pair Corr
0.87	MSBI	Midland States Bancorp Earnings Call Tomorrow	Pair Corr
0.78	MVBF	MVB Financial Corp Earnings Call This Week	Pair Corr
0.84	MYFW	First Western Financial	Pair Corr
0.75	CFG-PE	Citizens Financial	Pair Corr
0.71	CFG-PH	Citizens Financial Group,	Pair Corr
0.89	EFSC	Enterprise Financial	Pair Corr
0.72	EFSI	Eagle Financial Services Earnings Call Tomorrow	Pair Corr

Moving against UMB Stock

0.34	MBBC	Marathon Bancorp, Common	Pair Corr
0.31	TFC-PI	Truist Financial	Pair Corr

Related Correlations Analysis

	CBSH	BOKF	TCBI	UBSI	PB	WABC	WTFC	TRMK
CBSH		0.73	0.6	0.84	0.9	0.87	0.69	0.73	CBSH
BOKF	0.73		0.94	0.86	0.87	0.78	0.94	0.97	BOKF
TCBI	0.6	0.94		0.85	0.81	0.63	0.97	0.95	TCBI
UBSI	0.84	0.86	0.85		0.92	0.77	0.91	0.9	UBSI
PB	0.9	0.87	0.81	0.92		0.89	0.84	0.91	PB
WABC	0.87	0.78	0.63	0.77	0.89		0.66	0.8	WABC
WTFC	0.69	0.94	0.97	0.91	0.84	0.66		0.95	WTFC
TRMK	0.73	0.97	0.95	0.9	0.91	0.8	0.95		TRMK
	CBSH	BOKF	TCBI	UBSI	PB	WABC	WTFC	TRMK

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between UMB Stock performing well and UMB 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 UMB 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
CBSH	0.93	(0.13)	(0.11)	0.05	1.41	(0.87)	1.93	(2.31)	7.75
BOKF	1.15	0.05	0.04	0.25	1.20	(1.32)	2.71	(1.85)	7.78
TCBI	1.25	0.22	0.16	0.43	0.97	(1.48)	3.65	(1.71)	8.38
UBSI	1.10	(0.08)	(0.06)	0.13	1.22	(1.23)	2.32	(2.00)	8.13
PB	1.09	(0.11)	(0.09)	0.07	1.56	(1.03)	2.62	(2.13)	7.25
WABC	1.02	(0.09)	(0.11)	0.09	1.18	(1.06)	2.00	(2.01)	6.74
WTFC	1.22	0.12	0.08	0.32	1.18	(1.37)	2.84	(1.98)	8.21
TRMK	1.03	0.06	0.02	0.27	0.95	(1.19)	2.42	(1.71)	5.98

UMB Financial Corporate Management

David Odgers	Chief VP	Profile
Uma Wilson	Executive Officer	Profile
Heather Miller	Marketing Sales	Profile
Stacy King	Executive Officer	Profile

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC