Intercorp Financial Correlations

IFS Stock

USD 50.87 0.95 1.90%

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

Poor diversification

The correlation between Intercorp Financial Services and DJI is 0.75 (i.e., 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 census.

Moving together with Intercorp Stock

0.72	BIRG	Bank of Ireland	Pair Corr
0.88	AX	Axos Financial	Pair Corr
0.76	FFIN	First Financial Bank Normal Trading	Pair Corr
0.74	ASB	Associated Banc Corp Normal Trading	Pair Corr
0.66	CPF	Central Pacific Financial	Pair Corr
0.62	FSFG	First Savings Financial Earnings Call This Week	Pair Corr
0.79	HWC	Hancock Whitney Corp	Pair Corr
0.89	FVCB	FVCBankcorp	Pair Corr
0.81	WBCPM	Westpac Banking	Pair Corr
0.84	MCB	Metropolitan Bank Holding	Pair Corr
0.85	MTB	MT Bank	Pair Corr
0.73	WBS	Webster Financial	Pair Corr
0.74	HFWA	Heritage Financial Normal Trading	Pair Corr
0.78	ISTR	Investar Holding Corp	Pair Corr
0.67	LCNB	LCNB	Pair Corr
0.88	OVLY	Oak Valley Bancorp	Pair Corr
0.64	MBLPD	Macquarie Bank	Pair Corr
0.78	VBNK	VersaBank	Pair Corr
0.85	BFL	BSP Financial Group	Pair Corr
0.91	SFBS	ServisFirst Bancshares	Pair Corr
0.82	AROW	Arrow Financial	Pair Corr
0.8	TCBI	Texas Capital Bancshares	Pair Corr
0.75	BPRN	Bank Of Princeton	Pair Corr
0.63	TFSL	TFS Financial	Pair Corr
0.63	CADE	Cadence Bancorp	Pair Corr
0.63	CFFI	CF Financial	Pair Corr

Moving against Intercorp Stock

0.62	3YB	Postal Savings Bank	Pair Corr
0.39	BBC	BNK Banking	Pair Corr
0.41	NVNIW	Nvni Group Limited	Pair Corr

Related Correlations Analysis

	HWC	UBSI	OZK	ABCB	AVAL	AX	GBCI	AUB	WBS	IBOC
HWC		0.97	0.94	0.94	0.52	0.96	0.94	0.98	0.97	0.82	HWC
UBSI	0.97		0.89	0.96	0.64	0.97	0.98	0.99	0.94	0.8	UBSI
OZK	0.94	0.89		0.9	0.35	0.87	0.83	0.9	0.94	0.9	OZK
ABCB	0.94	0.96	0.9		0.63	0.93	0.93	0.96	0.9	0.81	ABCB
AVAL	0.52	0.64	0.35	0.63		0.63	0.69	0.63	0.45	0.33	AVAL
AX	0.96	0.97	0.87	0.93	0.63		0.98	0.96	0.91	0.73	AX
GBCI	0.94	0.98	0.83	0.93	0.69	0.98		0.96	0.9	0.72	GBCI
AUB	0.98	0.99	0.9	0.96	0.63	0.96	0.96		0.94	0.79	AUB
WBS	0.97	0.94	0.94	0.9	0.45	0.91	0.9	0.94		0.83	WBS
IBOC	0.82	0.8	0.9	0.81	0.33	0.73	0.72	0.79	0.83		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	1.04	0.32	0.27	0.42	0.72	(1.29)	2.96	(1.12)	7.32
UBSI	1.08	0.30	0.24	0.42	0.90	(1.35)	3.05	(1.84)	8.75
OZK	1.09	0.14	0.11	0.21	1.14	(1.18)	2.73	(2.13)	7.47
ABCB	1.10	0.20	0.16	0.30	0.91	(1.29)	2.76	(1.78)	6.79
AVAL	1.56	0.09	0.03	0.20	2.24	(1.58)	4.40	(4.15)	13.37
AX	1.34	0.27	0.17	0.30	1.30	(1.50)	3.29	(2.60)	8.23
GBCI	1.44	0.32	0.21	0.33	1.22	(1.61)	3.25	(1.94)	9.59
AUB	1.32	0.29	0.23	0.33	0.97	(1.72)	3.79	(1.90)	9.06
WBS	1.15	0.32	0.24	0.43	0.92	(1.33)	3.30	(1.77)	9.35
IBOC	1.23	0.07	0.04	0.15	1.42	(1.42)	2.88	(2.10)	9.51

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