Citizens Financial Correlations

CFG Stock

USD 63.49 0.57 0.91%

The current 90-days correlation between Citizens Financial and Regions Financial is 0.82 (i.e., Very poor diversification). The correlation of Citizens Financial is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Citizens Financial Correlation With Market

Very poor diversification

The correlation between Citizens Financial Group and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Citizens Financial Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Citizens Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Citizens Financial Group. 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.

Moving together with Citizens Stock

0.83	CAT	Caterpillar	Pair Corr
0.88	WMT	Walmart Common Stock	Pair Corr
0.72	AA	Alcoa Corp	Pair Corr

Moving against Citizens Stock

0.74	T	ATT Inc Earnings Call This Week	Pair Corr
0.73	HPQ	HP Inc	Pair Corr
0.41	BKLRF	Berkeley Energy	Pair Corr
0.38	VZ	Verizon Communications Earnings Call Tomorrow	Pair Corr

Related Correlations Analysis

	PNC	RF	FITB	CMA	HBAN	MTB	FHN	KEY	ZION	WAL
PNC		0.96	0.99	0.99	0.94	0.99	0.96	0.98	0.96	0.95	PNC
RF	0.96		0.96	0.96	0.98	0.97	0.98	0.99	0.98	0.97	RF
FITB	0.99	0.96		1.0	0.94	0.99	0.96	0.97	0.95	0.95	FITB
CMA	0.99	0.96	1.0		0.94	0.99	0.96	0.97	0.95	0.95	CMA
HBAN	0.94	0.98	0.94	0.94		0.93	0.97	0.96	0.98	0.95	HBAN
MTB	0.99	0.97	0.99	0.99	0.93		0.96	0.98	0.95	0.96	MTB
FHN	0.96	0.98	0.96	0.96	0.97	0.96		0.99	0.99	0.96	FHN
KEY	0.98	0.99	0.97	0.97	0.96	0.98	0.99		0.99	0.96	KEY
ZION	0.96	0.98	0.95	0.95	0.98	0.95	0.99	0.99		0.96	ZION
WAL	0.95	0.97	0.95	0.95	0.95	0.96	0.96	0.96	0.96		WAL
	PNC	RF	FITB	CMA	HBAN	MTB	FHN	KEY	ZION	WAL

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Risk-Adjusted Indicators

There is a big difference between Citizens Stock performing well and Citizens 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 Citizens 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
PNC	0.97	0.31	0.32	0.41	0.55	(1.18)	2.28	(1.53)	5.33
RF	1.07	0.23	0.19	0.23	0.91	(1.23)	3.11	(1.71)	6.55
FITB	1.07	0.27	0.20	0.32	1.01	(1.26)	2.74	(1.80)	9.19
CMA	1.07	0.29	0.23	0.35	0.96	(1.28)	2.60	(1.66)	9.13
HBAN	1.11	0.16	0.09	0.20	1.40	(1.14)	2.86	(2.12)	10.36
MTB	0.97	0.27	0.28	0.34	0.67	(1.20)	2.65	(1.19)	5.19
FHN	1.05	0.18	0.15	0.21	1.02	(1.26)	2.71	(1.71)	7.47
KEY	1.03	0.32	0.28	0.43	0.80	(1.25)	2.76	(1.44)	5.63
ZION	1.08	0.18	0.13	0.20	1.14	(1.19)	2.58	(1.58)	8.08
WAL	1.32	0.20	0.11	0.17	1.57	(1.26)	3.88	(2.94)	10.08

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