TFS Financial Correlations

TFSL Stock

USD 13.55 0.31 2.24%

The current 90-days correlation between TFS Financial and Texas Capital Bancshares is 0.77 (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 0.47 (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 signals in population.

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

Moving together with TFS Stock

0.76	BIRG	Bank of Ireland	Pair Corr
0.71	ECBK	ECB Bancorp	Pair Corr
0.73	FCAP	First Capital Downward Rally	Pair Corr
0.63	FFBC	First Financial Bancorp	Pair Corr
0.79	BOH	Bank of Hawaii	Pair Corr
0.81	CAC	Camden National	Pair Corr
0.8	MPB	Mid Penn Bancorp	Pair Corr
0.74	PFS	Provident Financial	Pair Corr
0.78	TFC	Truist Financial Corp	Pair Corr
0.65	GSBC	Great Southern Bancorp	Pair Corr
0.62	HBAN	Huntington Bancshares Normal Trading	Pair Corr
0.82	HOMB	Home BancShares Earnings Call This Week	Pair Corr
0.8	HTBK	Heritage Commerce Corp	Pair Corr
0.77	IBCP	Independent Bank	Pair Corr
0.7	601187	Xiamen Bank	Pair Corr
0.8	LSBK	Lake Shore Bancorp	Pair Corr
0.63	MCBS	MetroCity Bankshares	Pair Corr
0.86	ORRF	Orrstown Financial	Pair Corr
0.72	PNFP	Pinnacle Financial	Pair Corr
0.89	QCRH	QCR Holdings	Pair Corr
0.82	SBFG	SB Financial Group	Pair Corr
0.86	SMBC	Southern Missouri Bancorp	Pair Corr
0.64	SPFI	South Plains Financial	Pair Corr
0.83	BCAL	Southern California	Pair Corr
0.68	BOKF	BOK Financial Earnings Call This Week	Pair Corr

Moving against TFS Stock

0.53	LDI	Loandepot	Pair Corr
0.47	601658	Postal Savings Bank	Pair Corr
0.49	601665	Qilu Bank	Pair Corr
0.46	SFBC	Sound Financial Bancorp	Pair Corr
0.7	BYFC	Broadway Financial	Pair Corr
0.52	CMWCF	Cromwell Property	Pair Corr
0.52	HCMC	Healthier Choices	Pair Corr

Related Correlations Analysis

	TCBI	FULT	TBBK	MTB	UCB	SNV	INTR	ASB	CADE	EBC
TCBI		0.89	-0.21	0.91	0.75	0.75	-0.53	0.88	0.92	0.78	TCBI
FULT	0.89		0.09	0.97	0.9	0.91	-0.64	0.89	0.95	0.79	FULT
TBBK	-0.21	0.09		-0.04	0.27	0.12	-0.02	0.12	-0.08	0.13	TBBK
MTB	0.91	0.97	-0.04		0.86	0.9	-0.61	0.86	0.97	0.77	MTB
UCB	0.75	0.9	0.27	0.86		0.85	-0.66	0.9	0.86	0.85	UCB
SNV	0.75	0.91	0.12	0.9	0.85		-0.69	0.74	0.88	0.71	SNV
INTR	-0.53	-0.64	-0.02	-0.61	-0.66	-0.69		-0.53	-0.63	-0.61	INTR
ASB	0.88	0.89	0.12	0.86	0.9	0.74	-0.53		0.84	0.87	ASB
CADE	0.92	0.95	-0.08	0.97	0.86	0.88	-0.63	0.84		0.75	CADE
EBC	0.78	0.79	0.13	0.77	0.85	0.71	-0.61	0.87	0.75		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

MTB	+ 0.97	FULT
CADE	+ 0.97	MTB
CADE	+ 0.95	FULT
CADE	+ 0.92	TCBI
MTB	+ 0.91	TCBI
SNV	+ 0.91	FULT

High negative correlations

INTR	- 0.69	SNV
INTR	- 0.66	UCB
INTR	- 0.64	FULT
CADE	- 0.63	INTR
EBC	- 0.61	INTR
INTR	- 0.61	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	1.46	0.09	0.05	0.12	2.04	(1.45)	3.32	(3.08)	10.88
FULT	1.33	0.02	0.03	0.08	1.82	(1.42)	3.20	(2.77)	8.44
TBBK	1.80	(0.23)	0.00	(0.05)	0.00	0.00	4.29	(3.73)	20.56
MTB	1.01	0.05	0.04	0.11	1.25	(1.11)	2.43	(2.35)	5.84
UCB	1.11	(0.01)	0.00	0.06	1.87	(1.09)	2.88	(2.61)	9.85
SNV	1.31	0.05	(0.01)	(0.62)	1.99	(1.29)	2.93	(2.49)	9.63
INTR	2.08	(0.11)	0.00	(0.01)	0.00	0.00	4.34	(3.98)	14.58
ASB	1.26	(0.05)	(0.01)	0.03	1.81	(1.44)	3.48	(3.10)	9.59
CADE	1.36	0.18	0.09	0.18	2.02	(1.42)	3.30	(3.04)	10.74
EBC	1.52	0.04	0.03	0.10	2.00	(1.75)	4.09	(2.69)	11.70

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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