Trustmark Correlations

TRMK Stock

USD 40.08 0.99 2.53%

The current 90-days correlation between Trustmark and First Financial Bancorp is 0.87 (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

Very weak diversification

The correlation between Trustmark and DJI is 0.58 (i.e., Very weak 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 industry.

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

Moving together with Trustmark Stock

0.8	EBMT	Eagle Bancorp Montana	Pair Corr
0.83	FCAP	First Capital	Pair Corr
0.94	FFBC	First Financial Bancorp	Pair Corr
0.84	BOH	Bank of Hawaii	Pair Corr
0.8	CAC	Camden National	Pair Corr
0.82	MPB	Mid Penn Bancorp	Pair Corr
0.96	PFS	Provident Financial	Pair Corr
0.83	TFC	Truist Financial Corp	Pair Corr
0.91	WAL	Western Alliance Ban	Pair Corr
0.95	GSBC	Great Southern Bancorp	Pair Corr
0.92	HBAN	Huntington Bancshares	Pair Corr
0.92	HOMB	Home BancShares	Pair Corr
0.71	HTBK	Heritage Commerce Corp	Pair Corr
0.82	IBCP	Independent Bank	Pair Corr
0.64	INBK	First Internet Bancorp	Pair Corr
0.9	MCBS	MetroCity Bankshares	Pair Corr
0.77	ORRF	Orrstown Financial	Pair Corr
0.72	VBNK	VersaBank	Pair Corr
0.78	PNBK	Patriot National Bancorp	Pair Corr
0.93	PNFP	Pinnacle Financial	Pair Corr
0.75	QCRH	QCR Holdings	Pair Corr
0.83	RMBI	Richmond Mutual Banc	Pair Corr
0.81	AFBI	Affinity Bancshares	Pair Corr
0.73	SBFG	SB Financial Group	Pair Corr
0.78	SMBC	Southern Missouri Bancorp	Pair Corr
0.93	SPFI	South Plains Financial	Pair Corr
0.91	BOKF	BOK Financial	Pair Corr

Moving against Trustmark Stock

0.63	601658	Postal Savings Bank	Pair Corr
0.45	LDI	Loandepot	Pair Corr
0.77	601665	Qilu Bank	Pair Corr
0.72	CMWCF	Cromwell Property	Pair Corr
0.49	BKRKF	PT Bank Rakyat	Pair Corr
0.37	BYFC	Broadway Financial	Pair Corr

Related Correlations Analysis

	FFBC	PFS	WAFD	BANR	NBTB	HTH	CUBI	PRK	WAL	TOWN
FFBC		0.95	0.7	0.92	0.87	0.73	0.66	0.89	0.9	0.92	FFBC
PFS	0.95		0.83	0.92	0.93	0.83	0.83	0.84	0.9	0.9	PFS
WAFD	0.7	0.83		0.73	0.83	0.94	0.86	0.53	0.73	0.62	WAFD
BANR	0.92	0.92	0.73		0.9	0.78	0.69	0.91	0.82	0.93	BANR
NBTB	0.87	0.93	0.83	0.9		0.85	0.83	0.85	0.84	0.89	NBTB
HTH	0.73	0.83	0.94	0.78	0.85		0.82	0.62	0.76	0.68	HTH
CUBI	0.66	0.83	0.86	0.69	0.83	0.82		0.55	0.72	0.61	CUBI
PRK	0.89	0.84	0.53	0.91	0.85	0.62	0.55		0.79	0.95	PRK
WAL	0.9	0.9	0.73	0.82	0.84	0.76	0.72	0.79		0.84	WAL
TOWN	0.92	0.9	0.62	0.93	0.89	0.68	0.61	0.95	0.84		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	1.13	(0.06)	(0.03)	0.01	1.76	(1.30)	2.88	(1.97)	10.50
PFS	1.25	(0.01)	0.00	0.05	1.77	(1.36)	2.57	(1.87)	9.62
WAFD	1.11	0.07	0.03	0.16	1.29	(1.19)	3.19	(2.17)	6.44
BANR	1.10	(0.11)	0.00	(0.06)	0.00	0.00	2.94	(2.14)	7.92
NBTB	1.17	(0.05)	(0.03)	0.01	1.52	(1.31)	2.94	(3.11)	10.75
HTH	1.12	(0.02)	(0.02)	0.04	1.40	(1.47)	2.45	(1.86)	8.69
CUBI	1.56	0.12	0.08	0.14	1.83	(1.92)	3.30	(1.99)	11.90
PRK	1.22	(0.11)	0.00	(0.05)	0.00	0.00	2.61	(2.67)	8.53
WAL	1.72	(0.11)	(0.01)	0.00	3.13	(1.48)	4.13	(4.24)	16.04
TOWN	0.95	(0.10)	0.00	(0.06)	0.00	0.00	2.52	(2.64)	7.46

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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