Origin Bancorp Correlations

Summary

OBNKDelisted Stock

USD 28.61 0.95 3.21%

The current 90-days correlation between Origin Bancorp and Home Federal Bancorp is -0.16 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Origin Bancorp moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Origin Bancorp moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Origin Bancorp Correlation With Market

Good diversification

The correlation between Origin Bancorp and DJI is -0.03 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Origin Bancorp and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

Moving together with Origin Stock

0.84	MULN	Mullen Automotive	Pair Corr
0.83	QLGN	Qualigen Therapeutics Trending	Pair Corr
0.77	SGD	Safe and Green	Pair Corr
0.87	BA	Boeing Fiscal Year End 29th of January 2025	Pair Corr
0.79	JNJ	Johnson Johnson Sell-off Trend	Pair Corr
0.8	KO	Coca Cola Aggressive Push	Pair Corr

Moving against Origin Stock

0.91	CSCO	Cisco Systems Aggressive Push	Pair Corr
0.9	AXP	American Express Fiscal Year End 24th of January 2025	Pair Corr
0.87	WMT	Walmart Aggressive Push	Pair Corr
0.87	INTC	Intel Fiscal Year End 23rd of January 2025	Pair Corr
0.79	TRV	The Travelers Companies Fiscal Year End 17th of January 2025	Pair Corr
0.79	CAT	Caterpillar Fiscal Year End 3rd of February 2025	Pair Corr
0.76	HD	Home Depot	Pair Corr
0.75	DIS	Walt Disney	Pair Corr
0.72	HPQ	HP Inc	Pair Corr
0.66	JPM	JPMorgan Chase Fiscal Year End 10th of January 2025	Pair Corr
0.56	XOM	Exxon Mobil Corp Sell-off Trend	Pair Corr
0.41	GE	GE Aerospace Fiscal Year End 28th of January 2025	Pair Corr
0.38	IBM	International Business Fiscal Year End 22nd of January 2025	Pair Corr
0.31	MCHB	Mechanics Bank	Pair Corr
0.31	DD	Dupont De Nemours Fiscal Year End 4th of February 2025	Pair Corr

Related Correlations Analysis

	HMNF	HFBL	FFNW	FNWB	FCAP	HBCP	HFWA	HTBI	LSBK	FNWD
HMNF		-0.12	-0.03	0.12	0.0	0.47	0.53	0.36	0.31	0.19	HMNF
HFBL	-0.12		-0.06	0.02	0.12	0.12	0.1	0.03	0.18	0.08	HFBL
FFNW	-0.03	-0.06		0.29	0.02	-0.19	-0.29	-0.16	-0.26	-0.03	FFNW
FNWB	0.12	0.02	0.29		-0.59	-0.16	0.02	0.4	-0.32	-0.54	FNWB
FCAP	0.0	0.12	0.02	-0.59		0.13	-0.09	-0.4	0.49	0.86	FCAP
HBCP	0.47	0.12	-0.19	-0.16	0.13		0.89	0.58	0.56	0.4	HBCP
HFWA	0.53	0.1	-0.29	0.02	-0.09	0.89		0.79	0.44	0.19	HFWA
HTBI	0.36	0.03	-0.16	0.4	-0.4	0.58	0.79		0.02	-0.17	HTBI
LSBK	0.31	0.18	-0.26	-0.32	0.49	0.56	0.44	0.02		0.73	LSBK
FNWD	0.19	0.08	-0.03	-0.54	0.86	0.4	0.19	-0.17	0.73		FNWD
	HMNF	HFBL	FFNW	FNWB	FCAP	HBCP	HFWA	HTBI	LSBK	FNWD

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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

HFWA	+ 0.89	HBCP
FNWD	+ 0.86	FCAP
HTBI	+ 0.79	HFWA
FNWD	+ 0.73	LSBK
HTBI	+ 0.58	HBCP
LSBK	+ 0.56	HBCP

High negative correlations

FCAP	- 0.59	FNWB
FNWD	- 0.54	FNWB
HTBI	- 0.4	FCAP
LSBK	- 0.32	FNWB
HFWA	- 0.29	FFNW
LSBK	- 0.26	FFNW

Risk-Adjusted Indicators

There is a big difference between Origin Stock performing well and Origin 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 Origin 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
HMNF	1.88	0.44	0.12	(1.02)	1.85	(2.37)	4.29	(3.19)	13.15
HFBL	1.73	(0.02)	(0.01)	0.09	2.43	(3.09)	3.82	(4.31)	21.70
FFNW	0.63	(0.01)	(0.12)	0.08	0.76	(0.68)	1.65	(1.13)	4.32
FNWB	1.60	0.07	0.02	0.23	1.70	(1.81)	4.11	(2.82)	14.21
FCAP	1.76	0.08	(0.01)	0.49	1.89	(2.34)	6.22	(3.53)	14.42
HBCP	1.69	0.09	0.10	0.17	1.75	(2.01)	3.76	(3.12)	12.98
HFWA	1.64	0.05	0.10	0.14	1.59	(1.74)	3.50	(2.26)	19.67
HTBI	1.48	(0.07)	0.04	0.09	1.64	(1.62)	3.05	(3.47)	18.54
LSBK	1.17	0.12	0.02	0.42	1.25	(1.59)	3.69	(2.95)	8.55
FNWD	0.96	0.16	0.06	0.70	0.75	(1.21)	2.48	(1.80)	12.55

View Origin Bancorp Related Equities

HMN Financial Home Federal Bancorp First Financial Northwest First Northwest Bancorp First Capital Home Bancorp Heritage Financial HomeTrust Bancshares Lake Shore Bancorp Finward Bancorp Community West Bancshares FVCBankcorp ACNB Corporation Affinity Bancshares Great Southern Bancorp

Risk & Return

Correlation

Origin Bancorp Corporate Management

CPA CPA	Sr Officer	Profile
Preston III	Chief Officer	Profile
Derek McGee	Sr Counsel	Profile
Jimmy Crotwell	Corp Officer	Profile
Chris Reigelman	Investor Relations	Profile
William IV	CFO Officer	Profile
Martin Hall	Chief Officer	Profile

Still Interested in Origin Bancorp?

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