CF Financial Correlations

CFFI Stock

USD 76.42 0.36 0.47%

The current 90-days correlation between CF Financial and HMN Financial is 0.21 (i.e., Modest diversification). The correlation of CF 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.

CF Financial Correlation With Market

Average diversification

The correlation between CF Financial and DJI is 0.13 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CF Financial and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in CF 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 detail on how to invest in CFFI Stock please use our How to Invest in CF Financial guide.

Moving together with CFFI Stock

0.67	BY	Byline Bancorp	Pair Corr
0.69	PB	Prosperity Bancshares	Pair Corr
0.75	EBTC	Enterprise Bancorp	Pair Corr
0.79	EFSC	Enterprise Financial Normal Trading	Pair Corr
0.75	BANC-PF	Banc of California	Pair Corr
0.69	ESSA	ESSA Bancorp	Pair Corr
0.86	EVBN	Evans Bancorp	Pair Corr
0.61	WSBCP	WesBanco	Pair Corr
0.82	WNEB	Western New England	Pair Corr

Moving against CFFI Stock

0.49	NU	Nu Holdings Aggressive Push	Pair Corr
0.34	CFG-PE	Citizens Financial	Pair Corr
0.32	KB	KB Financial Group Earnings Call This Week	Pair Corr
0.8	FRCIL	First Republic Bank	Pair Corr
0.79	FRCCL	First Republic Bank	Pair Corr
0.79	FRCHL	First Republic Bank	Pair Corr
0.44	WAFDP	Washington Federal	Pair Corr

Related Correlations Analysis

	HMNF	HFBL	FFNW	FNWB	FCAP	OFED	CULL	HVBC	LSBK	CIZN
HMNF		0.37	-0.62	-0.1	-0.28	-0.34	-0.5	0.4	0.27	-0.62	HMNF
HFBL	0.37		-0.64	-0.14	-0.2	-0.59	-0.19	0.12	0.03	-0.51	HFBL
FFNW	-0.62	-0.64		0.23	0.37	0.75	0.31	-0.08	-0.18	0.7	FFNW
FNWB	-0.1	-0.14	0.23		-0.43	-0.04	-0.17	0.61	0.17	0.03	FNWB
FCAP	-0.28	-0.2	0.37	-0.43		0.64	0.22	-0.34	-0.27	0.58	FCAP
OFED	-0.34	-0.59	0.75	-0.04	0.64		0.36	-0.25	-0.16	0.72	OFED
CULL	-0.5	-0.19	0.31	-0.17	0.22	0.36		-0.54	-0.45	0.39	CULL
HVBC	0.4	0.12	-0.08	0.61	-0.34	-0.25	-0.54		0.32	-0.33	HVBC
LSBK	0.27	0.03	-0.18	0.17	-0.27	-0.16	-0.45	0.32		-0.12	LSBK
CIZN	-0.62	-0.51	0.7	0.03	0.58	0.72	0.39	-0.33	-0.12		CIZN
	HMNF	HFBL	FFNW	FNWB	FCAP	OFED	CULL	HVBC	LSBK	CIZN

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

OFED	+ 0.75	FFNW
CIZN	+ 0.72	OFED
CIZN	+ 0.7	FFNW
OFED	+ 0.64	FCAP
HVBC	+ 0.61	FNWB
CIZN	+ 0.58	FCAP

High negative correlations

FFNW	- 0.64	HFBL
CIZN	- 0.62	HMNF
FFNW	- 0.62	HMNF
OFED	- 0.59	HFBL
HVBC	- 0.54	CULL
CIZN	- 0.51	HFBL

Risk-Adjusted Indicators

There is a big difference between CFFI Stock performing well and CF 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 CF 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
HMNF	1.88	0.44	0.13	(0.82)	1.85	(2.37)	4.29	(3.19)	13.15
HFBL	1.48	0.08	(0.01)	(0.16)	2.08	(2.18)	5.67	(4.53)	13.83
FFNW	0.80	(0.12)	0.00	(0.35)	0.00	0.00	1.58	(1.74)	4.32
FNWB	1.26	(0.02)	(0.04)	0.06	1.53	(1.38)	2.98	(2.74)	8.98
FCAP	1.57	(0.06)	0.00	0.54	0.00	0.00	4.54	(3.38)	11.75
OFED	2.13	(0.27)	0.00	(0.85)	0.00	0.00	3.48	(5.28)	12.66
CULL	0.51	(0.10)	0.00	0.50	0.00	0.00	1.18	(1.64)	4.73
HVBC	1.51	0.34	0.09	43.04	2.03	(1.59)	2.68	(4.11)	18.63
LSBK	1.53	0.35	0.09	11.05	1.50	(2.44)	3.66	(3.49)	10.32
CIZN	0.88	(0.07)	0.00	0.64	0.00	0.00	3.00	(2.14)	6.16

CF Financial Corporate Executives

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

Jason CPA

CFO VP

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