WSFS Financial Correlations

WSFS Stock

USD 58.16 0.17 0.29%

The current 90-days correlation between WSFS Financial and ST Bancorp is 0.93 (i.e., Almost no diversification). The correlation of WSFS 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.

WSFS Financial Correlation With Market

Poor diversification

The correlation between WSFS Financial and DJI is 0.71 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding WSFS Financial and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with WSFS Stock

Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in WSFS 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.

For more information on how to buy WSFS Stock please use our How to Invest in WSFS Financial guide.

Moving together with WSFS Stock

0.94	AX	Axos Financial Earnings Call This Week	Pair Corr
0.97	BY	Byline Bancorp Earnings Call Today	Pair Corr
0.82	DB	Deutsche Bank AG Earnings Call Today	Pair Corr
0.7	KB	KB Financial Group	Pair Corr
0.84	NU	Nu Holdings	Pair Corr
0.94	PB	Prosperity Bancshares	Pair Corr
0.92	RF	Regions Financial Normal Trading	Pair Corr
0.78	WF	Woori Financial Group	Pair Corr
0.72	VABK	Virginia National	Pair Corr
0.61	VBNK	VersaBank	Pair Corr
0.85	VBTX	Veritex Holdings	Pair Corr
0.72	TECTP	Tectonic Financial	Pair Corr
0.89	TFC-PO	Truist Financial	Pair Corr
0.86	TFC-PR	Truist Financial	Pair Corr
0.9	CFG-PE	Citizens Financial	Pair Corr
0.89	CFG-PH	Citizens Financial Group,	Pair Corr
0.98	EFSC	Enterprise Financial	Pair Corr
0.64	EFSI	Eagle Financial Services Earnings Call Today	Pair Corr
0.63	EGBN	Eagle Bancorp	Pair Corr
0.68	KEY-PI	KeyCorp	Pair Corr
0.75	KEY-PJ	KeyCorp	Pair Corr
0.77	KEY-PK	KeyCorp	Pair Corr
0.7	KEY-PL	KeyCorp	Pair Corr
0.89	WABC	Westamerica Bancorporation	Pair Corr
0.89	WAFD	Washington Federal	Pair Corr
0.89	WASH	Washington Trust Bancorp	Pair Corr
0.7	BANC-PF	Banc of California	Pair Corr
0.87	EQBK	Equity Bancshares,	Pair Corr
0.96	ESSA	ESSA Bancorp	Pair Corr
0.61	TFINP	Triumph Financial	Pair Corr
0.95	EWBC	East West Bancorp	Pair Corr
0.83	WSBCP	WesBanco	Pair Corr
0.82	WNEB	Western New England	Pair Corr
0.69	WSBF	Waterstone Financial Normal Trading	Pair Corr

Related Correlations Analysis

	UVSP	WSBF	MPB	STBA	RBCAA	WSBC	CHCO	WTFC
UVSP		0.58	0.86	0.97	0.96	0.93	0.89	0.88	UVSP
WSBF	0.58		0.27	0.66	0.67	0.78	0.69	0.83	WSBF
MPB	0.86	0.27		0.8	0.8	0.69	0.73	0.59	MPB
STBA	0.97	0.66	0.8		0.97	0.97	0.91	0.9	STBA
RBCAA	0.96	0.67	0.8	0.97		0.95	0.91	0.9	RBCAA
WSBC	0.93	0.78	0.69	0.97	0.95		0.91	0.95	WSBC
CHCO	0.89	0.69	0.73	0.91	0.91	0.91		0.89	CHCO
WTFC	0.88	0.83	0.59	0.9	0.9	0.95	0.89		WTFC
	UVSP	WSBF	MPB	STBA	RBCAA	WSBC	CHCO	WTFC

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between WSFS Stock performing well and WSFS 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 WSFS 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
UVSP	1.33	(0.02)	0.02	0.19	1.22	(1.53)	3.29	(1.99)	7.53
WSBF	1.03	0.07	0.02	0.30	1.03	(1.15)	2.16	(1.68)	5.89
MPB	1.23	(0.04)	0.01	0.17	1.18	(1.48)	2.91	(2.36)	8.21
STBA	1.15	(0.05)	(0.03)	0.16	1.04	(1.45)	3.03	(1.95)	6.82
RBCAA	1.14	0.02	0.02	0.23	1.12	(1.21)	3.16	(2.12)	6.91
WSBC	1.19	(0.03)	0.03	0.18	1.07	(1.56)	3.38	(1.77)	7.92
CHCO	1.06	0.04	0.04	0.25	0.84	(1.28)	2.66	(1.62)	5.13
WTFC	1.30	0.15	0.16	0.31	1.04	(1.50)	3.02	(1.98)	8.59

WSFS Financial Corporate Management

Patrick Keenan	SVP Bank	Profile
CFA CFA	Ex CFO	Profile
Patrick Ward	FSB Society	Profile
Christine Davis	Executive Officer	Profile
Patrick Healy	Debt Bankruptcy	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