UMB Financial Correlations

UMBFP Stock

25.00 0.00 0.00%

The current 90-days correlation between UMB Financial and Kilroy Realty Corp is -0.06 (i.e., Good 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. If the correlation is 0, the equities are not correlated; they are entirely random.

UMB Financial Correlation With Market

Good diversification

The correlation between UMB Financial and DJI is -0.01 (i.e., Good 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 census.

To learn how to invest in UMB Stock, please use our How to Invest in UMB Financial guide.

Moving together with UMB Stock

0.92	AX	Axos Financial Earnings Call This Week	Pair Corr
0.68	BY	Byline Bancorp Earnings Call Tomorrow	Pair Corr
0.93	DB	Deutsche Bank AG Earnings Call Tomorrow	Pair Corr
0.95	KB	KB Financial Group	Pair Corr
0.71	NU	Nu Holdings	Pair Corr
0.71	PB	Prosperity Bancshares Earnings Call Today	Pair Corr
0.91	RF	Regions Financial Normal Trading	Pair Corr
0.95	WF	Woori Financial Group Earnings Call Today	Pair Corr
0.64	VABK	Virginia National	Pair Corr
0.82	VBTX	Veritex Holdings	Pair Corr
0.87	TECTP	Tectonic Financial	Pair Corr
0.8	TFC-PO	Truist Financial	Pair Corr
0.72	TFC-PR	Truist Financial	Pair Corr
0.76	CFG-PE	Citizens Financial	Pair Corr
0.73	CFG-PH	Citizens Financial Group,	Pair Corr
0.86	EFSC	Enterprise Financial	Pair Corr
0.72	KEY-PJ	KeyCorp	Pair Corr
0.81	KEY-PK	KeyCorp	Pair Corr
0.88	KEY-PL	KeyCorp	Pair Corr
0.68	WAFD	Washington Federal	Pair Corr
0.82	BANC-PF	Banc of California	Pair Corr
0.69	EQBK	Equity Bancshares,	Pair Corr
0.77	ESSA	ESSA Bancorp Earnings Call Today	Pair Corr
0.82	TFINP	Triumph Financial	Pair Corr
0.93	WSBCP	WesBanco Earnings Call Today	Pair Corr
0.9	WSBF	Waterstone Financial	Pair Corr

Moving against UMB Stock

0.56	TFC-PI	Truist Financial	Pair Corr
0.31	ECBK	ECB Bancorp	Pair Corr
0.38	WSBK	Winchester Bancorp,	Pair Corr

Related Correlations Analysis

	SACH	KRC	PFLT	SEIC	HTB	ARE	ABR	MHO
SACH		0.87	0.75	0.66	0.69	0.65	0.56	0.66	SACH
KRC	0.87		0.88	0.75	0.76	0.56	0.51	0.63	KRC
PFLT	0.75	0.88		0.92	0.87	0.43	0.35	0.71	PFLT
SEIC	0.66	0.75	0.92		0.93	0.32	0.21	0.74	SEIC
HTB	0.69	0.76	0.87	0.93		0.49	0.33	0.85	HTB
ARE	0.65	0.56	0.43	0.32	0.49		0.81	0.67	ARE
ABR	0.56	0.51	0.35	0.21	0.33	0.81		0.5	ABR
MHO	0.66	0.63	0.71	0.74	0.85	0.67	0.5		MHO
	SACH	KRC	PFLT	SEIC	HTB	ARE	ABR	MHO

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
SACH	2.85	0.33	0.06	1.27	3.07	(3.52)	8.49	(5.79)	21.31
KRC	1.23	0.31	0.07	(2.43)	1.33	(1.25)	2.85	(2.10)	6.85
PFLT	0.83	0.12	0.04	0.38	0.89	(0.95)	1.89	(1.47)	5.26
SEIC	1.01	0.17	0.18	0.31	0.67	(1.20)	2.60	(1.78)	9.87
HTB	1.12	0.13	0.10	0.30	0.96	(1.29)	2.77	(2.00)	5.84
ARE	1.48	(0.08)	(0.03)	0.10	2.11	(1.33)	2.88	(2.69)	7.49
ABR	1.80	0.08	(0.02)	0.50	2.60	(1.74)	3.53	(3.78)	13.06
MHO	1.81	0.03	0.05	0.19	2.03	(1.84)	4.02	(3.52)	9.75

UMB Financial Corporate Executives

Elected by the shareholders, the UMB Financial's board of directors comprises two types of representatives: UMB Financial inside directors who are chosen from within the company, and outside directors, selected externally and held independent of UMB. The board's role is to monitor UMB Financial's management team and ensure that shareholders' interests are well served. UMB Financial'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, UMB Financial's outside directors are responsible for providing unbiased perspectives on the board's policies.

Ram Shankar

Executive CFO

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