Trustmark Correlations

TRMK Stock

USD 42.52 0.20 0.47%

The current 90-days correlation between Trustmark and First Financial Bancorp is 0.76 (i.e., 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

Very poor diversification

The correlation between Trustmark and DJI is 0.8 (i.e., Very 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 various price indices.

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

Moving together with Trustmark Stock

0.9	RF	Regions Financial	Pair Corr
0.79	WAFD	Washington Federal	Pair Corr
0.63	FCAP	First Capital	Pair Corr
0.96	FFBC	First Financial Bancorp	Pair Corr
0.79	FNWB	First Northwest Bancorp	Pair Corr
0.95	PFS	Provident Financial	Pair Corr
0.9	PRK	Park National	Pair Corr
0.93	WAL	Western Alliance Ban	Pair Corr
0.85	GSBC	Great Southern Bancorp	Pair Corr
0.74	HFBL	Home Federal Bancorp	Pair Corr
0.94	NBTB	NBT Bancorp	Pair Corr
0.69	MBLPD	Macquarie Bank	Pair Corr
0.81	BFL	BSP Financial Group	Pair Corr
0.67	BANR	Banner	Pair Corr
0.94	TOWN	Towne Bank	Pair Corr
0.9	CUBI	Customers Bancorp	Pair Corr
0.81	CVBF	CVB Financial	Pair Corr
0.86	CWBC	Community West Bancshares	Pair Corr
0.78	MBFJF	Mitsubishi UFJ Financial Earnings Call This Week	Pair Corr
0.77	MUFG	Mitsubishi UFJ Financial	Pair Corr
0.87	SMFG	Sumitomo Mitsui Financial	Pair Corr
0.85	SMFNF	Sumitomo Mitsui Financial	Pair Corr
0.65	KB	KB Financial Group	Pair Corr
0.73	MZHOF	Mizuho Financial Earnings Call Today	Pair Corr
0.85	MFG	Mizuho Financial Earnings Call Shortly	Pair Corr
0.8	SPGX	Sustainable Projects	Pair Corr
0.77	CAT	Caterpillar	Pair Corr
0.73	XOM	Exxon Mobil Corp	Pair Corr

Moving against Trustmark Stock

0.43	BBC	BNK Banking	Pair Corr
0.74	MSFT	Microsoft	Pair Corr
0.43	MMM	3M Company	Pair Corr

Related Correlations Analysis

	FFBC	PFS	WAFD	BANR	NBTB	HTH	CUBI	PRK	WAL	TOWN
FFBC		0.97	0.79	0.65	0.94	0.94	0.84	0.9	0.91	0.93	FFBC
PFS	0.97		0.81	0.67	0.91	0.89	0.84	0.86	0.91	0.89	PFS
WAFD	0.79	0.81		0.83	0.79	0.77	0.76	0.72	0.85	0.7	WAFD
BANR	0.65	0.67	0.83		0.76	0.58	0.6	0.78	0.7	0.64	BANR
NBTB	0.94	0.91	0.79	0.76		0.88	0.85	0.95	0.91	0.94	NBTB
HTH	0.94	0.89	0.77	0.58	0.88		0.81	0.83	0.88	0.9	HTH
CUBI	0.84	0.84	0.76	0.6	0.85	0.81		0.74	0.95	0.84	CUBI
PRK	0.9	0.86	0.72	0.78	0.95	0.83	0.74		0.82	0.91	PRK
WAL	0.91	0.91	0.85	0.7	0.91	0.88	0.95	0.82		0.89	WAL
TOWN	0.93	0.89	0.7	0.64	0.94	0.9	0.84	0.91	0.89		TOWN
	FFBC	PFS	WAFD	BANR	NBTB	HTH	CUBI	PRK	WAL	TOWN

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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	1.20	0.26	0.24	0.29	0.82	(1.64)	3.31	(1.48)	7.24
PFS	1.24	0.22	0.17	0.24	1.05	(1.62)	3.51	(1.78)	10.08
WAFD	1.20	0.13	0.08	0.21	1.46	(1.24)	3.19	(2.74)	7.68
BANR	1.17	(0.03)	(0.02)	0.00	1.70	(1.26)	2.94	(1.87)	10.80
NBTB	1.21	0.11	0.08	0.14	1.32	(1.41)	3.31	(2.16)	8.92
HTH	0.97	0.18	0.14	0.27	0.97	(1.23)	2.26	(1.29)	7.38
CUBI	1.53	0.16	0.09	0.14	1.80	(1.79)	3.73	(2.67)	14.63
PRK	1.23	0.05	0.03	0.09	1.53	(1.31)	2.86	(1.81)	9.22
WAL	1.32	0.14	0.08	0.12	1.69	(1.24)	3.88	(2.96)	10.08
TOWN	0.97	0.05	0.04	0.10	1.30	(1.01)	2.71	(2.21)	7.41

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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