TFS Financial Correlations

TFSL Stock

USD 14.08 0.61 4.15%

The current 90-days correlation between TFS Financial and Texas Capital Bancshares is 0.69 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as TFS Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if TFS Financial moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

TFS Financial Correlation With Market

Very weak diversification

The correlation between TFS Financial and DJI is 0.53 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding TFS Financial and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with TFS Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in TFS Financial. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as various price indices.

For more information on how to buy TFS Stock please use our How to buy in TFS Stock guide.

Moving together with TFS Stock

0.67	RF	Regions Financial	Pair Corr
0.74	WAFD	Washington Federal	Pair Corr
0.82	FFBC	First Financial Bancorp	Pair Corr
0.79	FNWB	First Northwest Bancorp	Pair Corr
0.79	PFS	Provident Financial	Pair Corr
0.81	PRK	Park National	Pair Corr
0.77	WAL	Western Alliance Ban	Pair Corr
0.73	GSBC	Great Southern Bancorp	Pair Corr
0.8	NBTB	NBT Bancorp	Pair Corr
0.66	BANR	Banner	Pair Corr
0.79	TOWN	Towne Bank	Pair Corr
0.83	TRMK	Trustmark	Pair Corr
0.69	CUBI	Customers Bancorp	Pair Corr
0.86	CVBF	CVB Financial	Pair Corr
0.81	CWBC	Community West Bancshares	Pair Corr
0.63	MUFG	Mitsubishi UFJ Financial	Pair Corr
0.71	SMFG	Sumitomo Mitsui Financial	Pair Corr
0.72	SMFNF	Sumitomo Mitsui Financial	Pair Corr
0.66	MFG	Mizuho Financial Earnings Call Shortly	Pair Corr

Moving against TFS Stock

0.54	BBC	BNK Banking	Pair Corr
0.72	MSFT	Microsoft	Pair Corr

Related Correlations Analysis

	TCBI	FULT	TBBK	MTB	UCB	SNV	INTR	ASB	CADE	EBC
TCBI		0.93	0.29	0.95	0.96	0.56	-0.22	0.94	0.9	0.96	TCBI
FULT	0.93		0.42	0.97	0.95	0.59	-0.3	0.92	0.94	0.89	FULT
TBBK	0.29	0.42		0.34	0.34	0.44	-0.13	0.32	0.4	0.23	TBBK
MTB	0.95	0.97	0.34		0.98	0.68	-0.21	0.9	0.93	0.91	MTB
UCB	0.96	0.95	0.34	0.98		0.67	-0.18	0.9	0.89	0.91	UCB
SNV	0.56	0.59	0.44	0.68	0.67		0.08	0.4	0.57	0.46	SNV
INTR	-0.22	-0.3	-0.13	-0.21	-0.18	0.08		-0.24	-0.43	-0.23	INTR
ASB	0.94	0.92	0.32	0.9	0.9	0.4	-0.24		0.87	0.93	ASB
CADE	0.9	0.94	0.4	0.93	0.89	0.57	-0.43	0.87		0.84	CADE
EBC	0.96	0.89	0.23	0.91	0.91	0.46	-0.23	0.93	0.84		EBC
	TCBI	FULT	TBBK	MTB	UCB	SNV	INTR	ASB	CADE	EBC

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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

UCB	+ 0.98	MTB
MTB	+ 0.97	FULT
UCB	+ 0.96	TCBI
EBC	+ 0.96	TCBI
MTB	+ 0.95	TCBI
UCB	+ 0.95	FULT

High negative correlations

CADE	- 0.43	INTR
INTR	- 0.3	FULT
ASB	- 0.24	INTR
EBC	- 0.23	INTR
INTR	- 0.22	TCBI
INTR	- 0.21	MTB

Risk-Adjusted Indicators

There is a big difference between TFS Stock performing well and TFS 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 TFS 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
TCBI	1.25	0.21	0.13	0.20	1.38	(1.39)	2.92	(2.35)	10.21
FULT	1.25	0.18	0.13	0.18	1.24	(1.44)	3.01	(1.95)	8.73
TBBK	1.89	(0.44)	0.00	(0.20)	0.00	0.00	4.29	(4.55)	15.79
MTB	0.93	0.27	0.27	0.33	0.66	(1.14)	2.65	(1.19)	5.19
UCB	1.05	0.19	0.14	0.26	1.09	(1.24)	2.80	(1.36)	8.46
SNV	1.31	0.05	0.01	(0.26)	1.99	(1.29)	2.93	(2.49)	9.63
INTR	2.27	0.02	0.01	0.05	3.08	(2.34)	4.73	(3.98)	14.58
ASB	1.10	0.08	0.07	0.10	1.23	(1.39)	3.31	(1.59)	8.15
CADE	1.20	0.14	0.08	0.17	1.49	(1.31)	3.30	(2.25)	10.36
EBC	1.25	0.24	0.19	0.25	1.01	(1.49)	4.09	(1.98)	7.47

TFS Financial Corporate Management

Cathy Zbanek	Chief Marketing and HR Officer of Third Federal Savings and Loan	Profile
Sandra Long	Chief Cleveland	Profile
Susanne Miller	Chief Officer	Profile
Kathleen Danckers	Chief Officer	Profile
Timothy Mulhern	Chief Officer	Profile
Russell Holmes	Chief Cleveland	Profile

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