Intercorp Financial Correlations

IFS Stock

USD 46.16 1.97 4.09%

The current 90-days correlation between Intercorp Financial and Hancock Whitney Corp is 0.23 (i.e., Modest diversification). The correlation of Intercorp 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.

Intercorp Financial Correlation With Market

Very poor diversification

The correlation between Intercorp Financial Services and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Intercorp Financial Services and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Intercorp Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Intercorp Financial Services. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price.

Moving together with Intercorp Stock

0.94	BNPH	BNP PARIBAS ADR	Pair Corr
0.66	AON0	AOZORA BANK LTD	Pair Corr
0.88	AX	Axos Financial	Pair Corr
0.89	BY	Byline Bancorp	Pair Corr
0.63	KBN	Komplett Bank ASA	Pair Corr
0.83	RF	Regions Financial	Pair Corr
0.84	HH1	Hancock Whitney	Pair Corr
0.82	BCVN	Banque Cantonale Vaudoise	Pair Corr
0.94	LLBN	Liechtensteinische	Pair Corr
0.85	VBNK	VersaBank Earnings Call Today	Pair Corr
0.94	SANB	SANTANDER UK 8	Pair Corr
0.92	BEN	Bendigo and Adelaide	Pair Corr
0.8	B4M1	SpareBank 1 SR	Pair Corr
0.92	UIO	ATLANTIC UNION BANKSDL	Pair Corr
0.78	WBCPK	Westpac Banking	Pair Corr
0.93	FRYA	Swedbank AB	Pair Corr
0.87	VNB	Valley National Bancorp	Pair Corr
0.77	BRE	Banco Bradesco SA	Pair Corr
0.93	EBMT	Eagle Bancorp Montana	Pair Corr
0.76	ECBK	ECB Bancorp	Pair Corr
0.95	BNP	BNP Paribas SA	Pair Corr
0.77	EFSC	Enterprise Financial	Pair Corr
0.94	EGBN	Eagle Bancorp	Pair Corr
0.89	HSBK	Halyk Bank	Pair Corr
0.88	BCGE	Banque Cantonale Earnings Call This Week	Pair Corr
0.85	WABC	Westamerica Bancorporation	Pair Corr
0.88	WASH	Washington Trust Bancorp	Pair Corr

Moving against Intercorp Stock

0.54

3YB

Postal Savings Bank

Pair Corr

Related Correlations Analysis

	HWC	UBSI	OZK	ABCB	AVAL	AX	GBCI	AUB	WBS	IBOC
HWC		0.95	0.89	0.92	0.51	0.95	0.96	0.96	0.82	0.74	HWC
UBSI	0.95		0.86	0.94	0.54	0.93	0.95	0.99	0.89	0.71	UBSI
OZK	0.89	0.86		0.86	0.29	0.78	0.8	0.84	0.82	0.8	OZK
ABCB	0.92	0.94	0.86		0.56	0.89	0.91	0.95	0.78	0.72	ABCB
AVAL	0.51	0.54	0.29	0.56		0.6	0.65	0.6	0.25	0.22	AVAL
AX	0.95	0.93	0.78	0.89	0.6		0.97	0.94	0.73	0.58	AX
GBCI	0.96	0.95	0.8	0.91	0.65	0.97		0.97	0.77	0.62	GBCI
AUB	0.96	0.99	0.84	0.95	0.6	0.94	0.97		0.85	0.7	AUB
WBS	0.82	0.89	0.82	0.78	0.25	0.73	0.77	0.85		0.67	WBS
IBOC	0.74	0.71	0.8	0.72	0.22	0.58	0.62	0.7	0.67		IBOC
	HWC	UBSI	OZK	ABCB	AVAL	AX	GBCI	AUB	WBS	IBOC

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Risk-Adjusted Indicators

There is a big difference between Intercorp Stock performing well and Intercorp 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 Intercorp 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
HWC	1.11	0.10	0.06	0.12	1.44	(1.29)	2.39	(2.15)	9.70
UBSI	1.06	0.11	0.07	0.14	1.34	(1.18)	2.11	(1.94)	10.97
OZK	1.13	0.01	0.01	0.05	1.54	(1.16)	2.41	(2.57)	9.56
ABCB	1.15	0.03	0.02	0.06	1.53	(1.34)	2.41	(1.78)	9.90
AVAL	1.84	(0.20)	0.00	(0.23)	0.00	0.00	4.41	(4.38)	15.09
AX	1.48	0.09	0.04	0.10	2.36	(1.43)	3.29	(2.80)	13.49
GBCI	1.46	0.03	0.02	0.06	2.05	(1.43)	2.98	(2.59)	12.89
AUB	1.29	0.11	0.07	0.12	1.51	(1.64)	2.48	(2.04)	13.22
WBS	1.09	0.19	0.14	0.25	1.09	(1.25)	2.10	(1.78)	10.59
IBOC	1.27	0.08	0.02	2.03	1.68	(1.40)	2.75	(2.37)	10.34

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