Farmers Bancorp Correlations

FABP Stock

USD 35.50 0.50 1.43%

The current 90-days correlation between Farmers Bancorp and Eagle Financial Services is 0.13 (i.e., Average diversification). The correlation of Farmers Bancorp 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.

Farmers Bancorp Correlation With Market

Average diversification

The correlation between Farmers Bancorp and DJI is 0.19 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Farmers Bancorp and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Farmers Bancorp could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Farmers Bancorp when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Farmers Bancorp - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Farmers Bancorp to buy it.

Moving against Farmers Pink Sheet

0.69	FITBP	Fifth Third Bancorp	Pair Corr
0.68	MCD	McDonalds Fiscal Year End 3rd of February 2025	Pair Corr
0.56	DD	Dupont De Nemours Fiscal Year End 4th of February 2025	Pair Corr
0.55	BNPQF	BNP Paribas SA	Pair Corr
0.54	CIHKY	China Merchants Bank	Pair Corr
0.5	IBM	International Business Fiscal Year End 22nd of January 2025	Pair Corr
0.5	PFE	Pfizer Inc Aggressive Push	Pair Corr
0.47	BNPQY	BNP Paribas SA	Pair Corr
0.37	CAT	Caterpillar Fiscal Year End 3rd of February 2025	Pair Corr
0.33	VZ	Verizon Communications Aggressive Push	Pair Corr
0.32	CIHHF	China Merchants Bank	Pair Corr

Related Correlations Analysis

	LOGN	FFMR	FMAO	LKFN	EFSI	FFWC	ALPIB	CWBC	HBCP
LOGN		0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	LOGN
FFMR	0.0		-0.36	-0.18	0.12	-0.79	-0.13	0.34	-0.47	FFMR
FMAO	0.0	-0.36		0.93	0.7	0.59	0.82	0.65	0.89	FMAO
LKFN	0.0	-0.18	0.93		0.75	0.44	0.82	0.8	0.86	LKFN
EFSI	0.0	0.12	0.7	0.75		0.07	0.79	0.85	0.55	EFSI
FFWC	0.0	-0.79	0.59	0.44	0.07		0.51	-0.02	0.72	FFWC
ALPIB	0.0	-0.13	0.82	0.82	0.79	0.51		0.71	0.75	ALPIB
CWBC	0.0	0.34	0.65	0.8	0.85	-0.02	0.71		0.5	CWBC
HBCP	0.0	-0.47	0.89	0.86	0.55	0.72	0.75	0.5		HBCP
	LOGN	FFMR	FMAO	LKFN	EFSI	FFWC	ALPIB	CWBC	HBCP

Click cells to compare fundamentals

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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

LKFN	+ 0.93	FMAO
HBCP	+ 0.89	FMAO
HBCP	+ 0.86	LKFN
CWBC	+ 0.85	EFSI
ALPIB	+ 0.82	FMAO
ALPIB	+ 0.82	LKFN

High negative correlations

FFWC	- 0.79	FFMR
HBCP	- 0.47	FFMR
FMAO	- 0.36	FFMR
LKFN	- 0.18	FFMR
ALPIB	- 0.13	FFMR
CWBC	- 0.02	FFWC

Risk-Adjusted Indicators

There is a big difference between Farmers Pink Sheet performing well and Farmers Bancorp 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 Farmers Bancorp'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
LOGN	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
FFMR	0.20	0.02	(0.11)	(1.37)	0.26	(0.71)	0.74	(0.74)	2.22
FMAO	1.57	0.08	0.11	0.15	1.68	(1.93)	3.85	(2.67)	15.56
LKFN	1.67	(0.05)	0.04	0.09	1.66	(1.92)	3.84	(2.98)	14.38
EFSI	0.62	0.10	(0.02)	(1.10)	0.60	(1.03)	1.37	(1.22)	4.23
FFWC	0.45	0.16	0.00	(1.56)	0.00	0.00	1.39	(0.62)	6.78
ALPIB	0.58	0.14	0.02	1.17	0.79	(0.90)	2.04	(0.87)	5.69
CWBC	1.03	0.00	0.02	0.11	1.12	(1.11)	2.53	(2.16)	9.14
HBCP	1.61	0.06	0.07	0.15	1.76	(1.88)	3.67	(3.12)	10.19

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Our tools can tell you how much better you can do entering a position in Farmers Bancorp without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Farmers Bancorp Corporate Management

Chad Kozuch	CFO Treasurer	Profile
Bradley Cunningham	VP Sec	Profile
Jennifer Neal	Investment Bank	Profile
Paul Cox	Treasurer	Profile
James Moore	Director Board	Profile
Karen Gregerson	Pres Director	Profile

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