Security Federal Correlations

SFDL Stock

USD 35.25 1.00 2.92%

The current 90-days correlation between Security Federal and F M Bank is 0.1 (i.e., Average diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Security Federal moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Security Federal moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Security Federal Correlation With Market

Very poor diversification

The correlation between Security Federal and DJI is 0.82 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Security Federal and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Security Federal could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Security Federal 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 Security Federal - 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 Security Federal to buy it.

Moving together with Security Pink Sheet

0.74	KB	KB Financial Group	Pair Corr
0.72	SHG	Shinhan Financial	Pair Corr
0.73	WF	Woori Financial Group	Pair Corr
0.83	GL-PD	Globe Life 425	Pair Corr
0.94	SBKO	Summit Bank Group	Pair Corr
0.76	CCL	Carnival	Pair Corr
0.91	ADEA	ADEIA P	Pair Corr
0.71	VHI	Valhi Inc	Pair Corr
0.89	ESCA	Escalade Incorporated	Pair Corr
0.89	CMI	Cummins	Pair Corr
0.88	MFGCF	Mayfair Gold Corp Downward Rally	Pair Corr
0.83	VKQ	Invesco Municipal Trust	Pair Corr
0.89	RHHVF	Roche Holding AG	Pair Corr
0.86	INGR	Ingredion Incorporated	Pair Corr
0.71	BKCYF	Bank Of Cyprus Holdings P Normal Trading	Pair Corr
0.81	GEL	Genesis Energy LP	Pair Corr
0.75	OXY	Occidental Petroleum Earnings Call Today	Pair Corr
0.74	CGON	CG Oncology Common	Pair Corr
0.86	BCO	Brinks Company Earnings Call Tomorrow	Pair Corr
0.91	VALE	Vale SA ADR Aggressive Push	Pair Corr
0.86	NTRSO	Northern Trust	Pair Corr
0.74	BNL	Broadstone Net Lease	Pair Corr
0.81	MEEEF	Metal Energy Corp	Pair Corr
0.87	TDY	Teledyne Technologies	Pair Corr
0.72	ABCB	Ameris Bancorp	Pair Corr
0.87	WLK	Westlake Chemical Buyout Trend	Pair Corr
0.86	TWMIF	Tidewater Midstream and	Pair Corr
0.8	SOJE	Southern Company	Pair Corr

Moving against Security Pink Sheet

0.88	PBCRY	Bank Central Asia	Pair Corr
0.71	PBCRF	PT Bank Central	Pair Corr

Related Correlations Analysis

	FMBM	MPCB	OXBC	JDVB	JFBC	PPLL	PSBQ	CYVF	CHBH	CNBB
FMBM		0.7	0.94	0.8	0.58	0.69	0.96	0.87	0.95	0.89	FMBM
MPCB	0.7		0.65	0.46	0.19	0.46	0.67	0.63	0.72	0.57	MPCB
OXBC	0.94	0.65		0.72	0.52	0.65	0.94	0.82	0.9	0.84	OXBC
JDVB	0.8	0.46	0.72		0.74	0.52	0.73	0.77	0.72	0.71	JDVB
JFBC	0.58	0.19	0.52	0.74		0.34	0.5	0.48	0.48	0.43	JFBC
PPLL	0.69	0.46	0.65	0.52	0.34		0.69	0.55	0.68	0.6	PPLL
PSBQ	0.96	0.67	0.94	0.73	0.5	0.69		0.88	0.97	0.86	PSBQ
CYVF	0.87	0.63	0.82	0.77	0.48	0.55	0.88		0.84	0.8	CYVF
CHBH	0.95	0.72	0.9	0.72	0.48	0.68	0.97	0.84		0.85	CHBH
CNBB	0.89	0.57	0.84	0.71	0.43	0.6	0.86	0.8	0.85		CNBB
	FMBM	MPCB	OXBC	JDVB	JFBC	PPLL	PSBQ	CYVF	CHBH	CNBB

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Risk-Adjusted Indicators

There is a big difference between Security Pink Sheet performing well and Security Federal 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 Security Federal'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
FMBM	0.55	0.24	0.25	1.97	0.00	(0.69)	1.19	(0.95)	4.54
MPCB	0.67	0.00	(0.02)	0.00	1.08	(2.49)	1.69	(1.69)	11.11
OXBC	0.23	0.05	(0.04)	9.24	0.18	(0.48)	0.95	(0.58)	3.46
JDVB	0.68	0.24	0.08	(1.31)	0.54	(1.19)	1.90	(1.00)	7.02
JFBC	1.11	0.16	0.03	(3.45)	1.37	(1.34)	2.57	(2.84)	6.00
PPLL	1.66	0.30	0.03	0.32	3.24	(5.35)	1.69	(0.86)	65.12
PSBQ	0.64	0.19	0.09	1.84	0.40	(0.99)	1.87	(1.38)	4.74
CYVF	0.61	0.06	(0.02)	(0.72)	0.94	(0.93)	1.73	(1.87)	4.93
CHBH	0.79	0.18	0.06	0.88	0.78	(1.22)	2.73	(1.63)	8.81
CNBB	0.28	0.06	(0.05)	(0.26)	0.31	(0.90)	1.17	(0.77)	4.94

Be your own money manager

Our tools can tell you how much better you can do entering a position in Security Federal 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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Security Federal Corporate Management

Robert EdD	S Director	Profile
Darrell Rains	Ex CFO	Profile
Beverly Nettles	VP Sec	Profile
Lesley Lampert	VP Officer	Profile
Anthony Ateca	Chief VP	Profile
Michael Strange	Exec Affairs	Profile

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