Inter Co Correlations

INTR Stock

USD 5.28 0.30 5.38%

The current 90-days correlation between Inter Co Class and National Bank Holdings is 0.09 (i.e., Significant diversification). The correlation of Inter Co 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.

Inter Co Correlation With Market

Average diversification

The correlation between Inter Co Class 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 Inter Co Class and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Inter Stock

0.69	TFC-PO	Truist Financial	Pair Corr
0.61	TFC-PR	Truist Financial	Pair Corr

Moving against Inter Stock

0.79	VBNK	VersaBank Fiscal Year End 11th of December 2024	Pair Corr
0.78	TECTP	Tectonic Financial	Pair Corr
0.76	EBMT	Eagle Bancorp Montana Normal Trading	Pair Corr
0.75	EGBN	Eagle Bancorp Fiscal Year End 22nd of January 2025	Pair Corr
0.72	VBTX	Veritex Holdings Normal Trading	Pair Corr
0.69	EBTC	Enterprise Bancorp	Pair Corr
0.69	ECBK	ECB Bancorp	Pair Corr
0.67	CFG-PH	Citizens Financial Group,	Pair Corr
0.65	PB	Prosperity Bancshares Fiscal Year End 22nd of January 2025	Pair Corr
0.65	KEY-PK	KeyCorp	Pair Corr
0.65	KEY-PL	KeyCorp	Pair Corr
0.62	EFSC	Enterprise Financial Fiscal Year End 27th of January 2025	Pair Corr
0.6	WASH	Washington Trust Bancorp Fiscal Year End 22nd of January 2025	Pair Corr
0.59	RF	Regions Financial Sell-off Trend	Pair Corr
0.57	BY	Byline Bancorp Fiscal Year End 23rd of January 2025	Pair Corr
0.55	WABC	Westamerica Bancorporation Fiscal Year End 16th of January 2025	Pair Corr
0.52	AX	Axos Financial	Pair Corr
0.49	KB	KB Financial Group	Pair Corr
0.49	KEY-PJ	KeyCorp	Pair Corr
0.82	WSBCP	WesBanco	Pair Corr
0.81	WMPN	William Penn Bancorp	Pair Corr
0.79	OCFCP	OceanFirst Financial Corp	Pair Corr
0.75	EWBC	East West Bancorp Fiscal Year End 28th of January 2025	Pair Corr
0.72	EVBN	Evans Bancorp	Pair Corr
0.68	WTFC	Wintrust Financial Fiscal Year End 15th of January 2025	Pair Corr
0.67	EQBK	Equity Bancshares, Fiscal Year End 22nd of January 2025	Pair Corr
0.63	WTBA	West Bancorporation Fiscal Year End 23rd of January 2025	Pair Corr
0.62	ESSA	ESSA Bancorp	Pair Corr
0.59	FBIZ	First Business Financial Fiscal Year End 23rd of January 2025	Pair Corr
0.56	FBMS	First Bancshares, Fiscal Year End 22nd of January 2025	Pair Corr
0.53	WSBC	WesBanco Fiscal Year End 28th of January 2025	Pair Corr

Related Correlations Analysis

	CWBC	FFNW	FNWB	FCAP	NBHC	FCCO	OVLY	ESSA	FSBW	FBMS
CWBC		-0.08	0.62	-0.63	0.57	0.58	0.66	0.47	0.67	0.71	CWBC
FFNW	-0.08		0.29	-0.08	-0.18	-0.19	-0.22	-0.02	-0.09	-0.13	FFNW
FNWB	0.62	0.29		-0.64	0.1	0.09	0.16	0.09	0.18	0.27	FNWB
FCAP	-0.63	-0.08	-0.64		-0.14	-0.09	-0.11	0.07	-0.07	-0.25	FCAP
NBHC	0.57	-0.18	0.1	-0.14		0.93	0.89	0.79	0.85	0.97	NBHC
FCCO	0.58	-0.19	0.09	-0.09	0.93		0.91	0.83	0.83	0.92	FCCO
OVLY	0.66	-0.22	0.16	-0.11	0.89	0.91		0.85	0.88	0.93	OVLY
ESSA	0.47	-0.02	0.09	0.07	0.79	0.83	0.85		0.84	0.79	ESSA
FSBW	0.67	-0.09	0.18	-0.07	0.85	0.83	0.88	0.84		0.88	FSBW
FBMS	0.71	-0.13	0.27	-0.25	0.97	0.92	0.93	0.79	0.88		FBMS
	CWBC	FFNW	FNWB	FCAP	NBHC	FCCO	OVLY	ESSA	FSBW	FBMS

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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

FBMS	+ 0.97	NBHC
FCCO	+ 0.93	NBHC
FBMS	+ 0.93	OVLY
FBMS	+ 0.92	FCCO
OVLY	+ 0.91	FCCO
OVLY	+ 0.89	NBHC

High negative correlations

FCAP	- 0.64	FNWB
FCAP	- 0.63	CWBC
FBMS	- 0.25	FCAP
OVLY	- 0.22	FFNW
FCCO	- 0.19	FFNW
NBHC	- 0.18	FFNW

Risk-Adjusted Indicators

There is a big difference between Inter Stock performing well and Inter Co 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 Inter Co'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
CWBC	1.03	0.00	0.02	0.11	1.12	(1.11)	2.53	(2.16)	9.14
FFNW	0.61	(0.05)	(0.15)	(0.02)	0.80	(0.62)	1.36	(1.13)	4.32
FNWB	1.60	(0.09)	0.00	(0.01)	0.00	0.00	3.17	(2.82)	14.21
FCAP	1.85	0.00	(0.04)	0.12	2.13	(2.37)	6.22	(4.11)	14.42
NBHC	1.61	(0.04)	0.04	0.09	1.65	(1.87)	2.64	(2.64)	17.64
FCCO	1.25	0.17	0.11	0.29	1.03	(1.42)	3.05	(2.20)	10.76
OVLY	1.73	0.07	0.09	0.15	1.57	(2.21)	4.78	(2.77)	11.90
ESSA	1.67	0.03	0.03	0.14	2.51	(1.55)	3.69	(3.88)	12.53
FSBW	1.69	(0.05)	0.02	0.09	1.73	(1.99)	4.14	(2.96)	11.90
FBMS	1.64	(0.07)	0.03	0.08	1.58	(2.09)	3.88	(3.51)	16.66

Inter Co Corporate Management

Helena Caldeira	Chief Officer	Profile
Leonardo Correa	Treasury Director	Profile
Santiago Stel	Chief Officer	Profile
Priscila Paula	Marketing Officer	Profile
Guilherme Almeida	Chief Officer	Profile
Andre Costa	Legal Officer	Profile
Aloisio Matos	Executive CrossBorder	Profile

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