Trustmark Correlations

TRMK Stock

USD 42.59 1.65 3.73%

The current 90-days correlation between Trustmark and First Financial Bancorp is 0.8 (i.e., Very poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Trustmark moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Trustmark moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Trustmark Correlation With Market

Poor diversification

The correlation between Trustmark and DJI is 0.77 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Trustmark and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Trustmark Stock

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

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

Moving together with Trustmark Stock

0.86	BNPH	BNP PARIBAS ADR	Pair Corr
0.79	AON0	AOZORA BANK LTD	Pair Corr
0.86	AX	Axos Financial	Pair Corr
0.97	BY	Byline Bancorp	Pair Corr
0.65	PB	Prosperity Bancshares	Pair Corr
0.88	RF	Regions Financial Downward Rally	Pair Corr
0.83	HH1	Hancock Whitney	Pair Corr
0.84	BCVN	Banque Cantonale Vaudoise	Pair Corr
0.84	LLBN	Liechtensteinische	Pair Corr
0.82	VBNK	VersaBank Earnings Call This Week	Pair Corr
0.86	SANB	SANTANDER UK 8	Pair Corr
0.61	PWT	TFS Financial	Pair Corr
0.79	BEN	Bendigo and Adelaide	Pair Corr
0.85	B4M1	SpareBank 1 SR	Pair Corr
0.9	UIO	ATLANTIC UNION BANKSDL	Pair Corr
0.66	WBCPK	Westpac Banking	Pair Corr
0.78	FRYA	Swedbank AB	Pair Corr
0.91	VNB	Valley National Bancorp	Pair Corr
0.72	BRE	Banco Bradesco SA	Pair Corr
0.92	EBMT	Eagle Bancorp Montana	Pair Corr
0.81	ECBK	ECB Bancorp	Pair Corr
0.87	BNP	BNP Paribas SA	Pair Corr
0.96	EFSC	Enterprise Financial	Pair Corr
0.9	EGBN	Eagle Bancorp	Pair Corr
0.86	HSBK	Halyk Bank	Pair Corr
0.89	BCGE	Banque Cantonale	Pair Corr
0.97	WABC	Westamerica Bancorporation	Pair Corr
0.96	WASH	Washington Trust Bancorp	Pair Corr

Moving against Trustmark Stock

0.63

3YB

Postal Savings Bank

Pair Corr

Related Correlations Analysis

	FFBC	PFS	WAFD	BANR	NBTB	HTH	CUBI	PRK	WAL	TOWN
FFBC		0.95	0.48	0.02	0.92	0.97	0.16	0.96	0.84	0.82	FFBC
PFS	0.95		0.47	0.0	0.86	0.91	0.15	0.89	0.8	0.74	PFS
WAFD	0.48	0.47		0.66	0.66	0.4	0.51	0.56	0.65	0.53	WAFD
BANR	0.02	0.0	0.66		0.29	-0.08	0.23	0.2	0.23	0.22	BANR
NBTB	0.92	0.86	0.66	0.29		0.87	0.39	0.94	0.86	0.92	NBTB
HTH	0.97	0.91	0.4	-0.08	0.87		0.11	0.93	0.79	0.79	HTH
CUBI	0.16	0.15	0.51	0.23	0.39	0.11		0.12	0.51	0.49	CUBI
PRK	0.96	0.89	0.56	0.2	0.94	0.93	0.12		0.8	0.83	PRK
WAL	0.84	0.8	0.65	0.23	0.86	0.79	0.51	0.8		0.83	WAL
TOWN	0.82	0.74	0.53	0.22	0.92	0.79	0.49	0.83	0.83		TOWN
	FFBC	PFS	WAFD	BANR	NBTB	HTH	CUBI	PRK	WAL	TOWN

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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

HTH	+ 0.97	FFBC
PRK	+ 0.96	FFBC
PFS	+ 0.95	FFBC
PRK	+ 0.94	NBTB
PRK	+ 0.93	HTH
NBTB	+ 0.92	FFBC

High negative correlations

HTH	- 0.08	BANR
BANR	- 0.0	PFS

Risk-Adjusted Indicators

There is a big difference between Trustmark Stock performing well and Trustmark 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 Trustmark'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
FFBC	1.31	0.13	0.11	0.18	1.28	(1.73)	3.31	(1.48)	10.99
PFS	1.26	0.32	0.17	1.71	1.12	(1.57)	3.55	(1.71)	11.70
WAFD	1.22	(0.10)	0.00	(0.01)	0.00	0.00	2.91	(3.83)	8.45
BANR	1.22	(0.17)	0.00	(0.05)	0.00	0.00	2.89	(1.87)	10.81
NBTB	1.24	(0.02)	(0.01)	0.06	1.55	(1.32)	2.94	(2.16)	9.24
HTH	1.02	0.10	0.06	0.21	1.09	(1.25)	2.27	(1.39)	7.36
CUBI	1.69	(0.08)	(0.01)	0.03	2.42	(1.70)	3.73	(3.93)	14.63
PRK	1.23	0.02	0.01	0.10	1.60	(1.31)	2.86	(1.82)	10.29
WAL	1.55	(0.11)	(0.01)	0.02	2.85	(1.34)	3.61	(4.04)	11.95
TOWN	1.19	(0.01)	(0.01)	0.07	1.47	(1.30)	2.71	(2.64)	7.87

Trustmark Corporate Management

Melanie Morgan	Executive Marketing	Profile
Duane CFP	CEO Pres	Profile
George Chambers	Principal Officer	Profile
Joseph Rein	Executive Strategy	Profile

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