Citizens Financial Correlations

CFG Stock

USD 58.41 0.54 0.92%

The current 90-days correlation between Citizens Financial and Regions Financial is 0.9 (i.e., Almost no diversification). The correlation of Citizens 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.

Citizens Financial Correlation With Market

Poor diversification

The correlation between Citizens Financial Group and DJI is 0.63 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Citizens Financial Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Citizens Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Citizens Financial Group. 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.

Moving together with Citizens Stock

0.81	BIRG	Bank of Ireland	Pair Corr
0.91	EBMT	Eagle Bancorp Montana	Pair Corr
0.94	FCAP	First Capital	Pair Corr
0.82	FFBC	First Financial Bancorp	Pair Corr
0.95	BOH	Bank of Hawaii	Pair Corr
0.96	CAC	Camden National	Pair Corr
0.94	MPB	Mid Penn Bancorp	Pair Corr
0.93	PFS	Provident Financial	Pair Corr
0.99	TFC	Truist Financial Corp	Pair Corr
0.85	WAL	Western Alliance Ban	Pair Corr
0.85	GSBC	Great Southern Bancorp	Pair Corr
0.91	HBAN	Huntington Bancshares	Pair Corr
0.85	HOMB	Home BancShares	Pair Corr
0.93	HTBK	Heritage Commerce Corp	Pair Corr
0.85	IBCP	Independent Bank	Pair Corr
0.72	601187	Xiamen Bank	Pair Corr
0.74	LSBK	Lake Shore Bancorp	Pair Corr
0.75	MCBS	MetroCity Bankshares	Pair Corr
0.86	ORRF	Orrstown Financial	Pair Corr
0.84	VBNK	VersaBank	Pair Corr
0.87	PNBK	Patriot National Bancorp	Pair Corr
0.95	PNFP	Pinnacle Financial	Pair Corr
0.91	QCRH	QCR Holdings	Pair Corr
0.68	RMBI	Richmond Mutual Banc	Pair Corr
0.85	AFBI	Affinity Bancshares	Pair Corr
0.86	SBFG	SB Financial Group	Pair Corr
0.94	SMBC	Southern Missouri Bancorp	Pair Corr
0.86	SPFI	South Plains Financial	Pair Corr
0.67	BCAL	Southern California	Pair Corr
0.93	BOKF	BOK Financial	Pair Corr

Moving against Citizens Stock

0.78	601658	Postal Savings Bank	Pair Corr
0.72	LDI	Loandepot	Pair Corr
0.83	601665	Qilu Bank	Pair Corr
0.47	SFBC	Sound Financial Bancorp	Pair Corr
0.87	CMWCF	Cromwell Property	Pair Corr
0.6	BYFC	Broadway Financial Trending	Pair Corr
0.41	BKRKF	PT Bank Rakyat	Pair Corr

Related Correlations Analysis

	PNC	RF	FITB	CMA	HBAN	MTB	FHN	KEY	ZION	WAL
PNC		0.99	0.98	0.75	0.97	0.99	0.94	0.98	0.96	0.89	PNC
RF	0.99		0.99	0.74	0.97	0.99	0.94	0.97	0.96	0.92	RF
FITB	0.98	0.99		0.8	0.96	0.98	0.93	0.99	0.96	0.89	FITB
CMA	0.75	0.74	0.8		0.66	0.74	0.75	0.83	0.7	0.56	CMA
HBAN	0.97	0.97	0.96	0.66		0.97	0.91	0.94	0.96	0.92	HBAN
MTB	0.99	0.99	0.98	0.74	0.97		0.92	0.98	0.94	0.9	MTB
FHN	0.94	0.94	0.93	0.75	0.91	0.92		0.92	0.95	0.88	FHN
KEY	0.98	0.97	0.99	0.83	0.94	0.98	0.92		0.94	0.85	KEY
ZION	0.96	0.96	0.96	0.7	0.96	0.94	0.95	0.94		0.93	ZION
WAL	0.89	0.92	0.89	0.56	0.92	0.9	0.88	0.85	0.93		WAL
	PNC	RF	FITB	CMA	HBAN	MTB	FHN	KEY	ZION	WAL

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Risk-Adjusted Indicators

There is a big difference between Citizens Stock performing well and Citizens 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 Citizens 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
PNC	0.97	0.01	0.01	0.06	1.33	(1.02)	2.38	(2.18)	6.33
RF	1.05	(0.02)	0.00	0.04	1.60	(1.08)	2.47	(2.03)	8.07
FITB	1.05	0.00	0.02	0.05	1.63	(1.14)	2.74	(1.80)	8.84
CMA	1.25	0.31	0.19	0.27	1.48	(1.51)	2.74	(1.66)	19.74
HBAN	1.11	(0.05)	(0.02)	0.01	1.79	(1.04)	2.79	(2.70)	7.96
MTB	0.96	(0.02)	(0.01)	0.03	1.28	(1.04)	2.38	(2.35)	5.84
FHN	1.24	0.04	0.02	0.08	2.35	(1.22)	2.55	(3.81)	12.00
KEY	1.16	0.10	0.06	0.13	1.68	(1.22)	2.71	(1.76)	7.84
ZION	1.42	(0.02)	0.01	0.04	2.72	(1.50)	3.33	(2.24)	15.99
WAL	1.71	(0.12)	0.00	(0.01)	0.00	0.00	4.13	(4.24)	16.04

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