CFSB Bancorp Correlations

CFSB Stock

USD 13.80 0.02 0.14%

The current 90-days correlation between CFSB Bancorp and ECB Bancorp is 0.04 (i.e., Significant diversification). The correlation of CFSB Bancorp 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.

CFSB Bancorp Correlation With Market

Very good diversification

The correlation between CFSB Bancorp and DJI is -0.34 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CFSB Bancorp and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with CFSB Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in CFSB Bancorp. 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 information on how to trade CFSB Stock refer to our How to Trade CFSB Stock guide.

Moving together with CFSB Stock

0.61	AX	Axos Financial Earnings Call This Week	Pair Corr
0.71	DB	Deutsche Bank AG Normal Trading	Pair Corr
0.87	KB	KB Financial Group	Pair Corr
0.75	WF	Woori Financial Group	Pair Corr
0.72	TECTP	Tectonic Financial	Pair Corr
0.75	EBTC	Enterprise Bancorp	Pair Corr
0.74	KEY-PL	KeyCorp	Pair Corr
0.77	BANC-PF	Banc of California	Pair Corr
0.68	TFINP	Triumph Financial	Pair Corr
0.7	WSBCP	WesBanco	Pair Corr
0.81	WSBF	Waterstone Financial	Pair Corr

Moving against CFSB Stock

0.66	TFC-PI	Truist Financial	Pair Corr
0.5	EBMT	Eagle Bancorp Montana	Pair Corr
0.49	ECBK	ECB Bancorp	Pair Corr
0.48	WAFDP	Washington Federal	Pair Corr
0.48	WSBK	Winchester Bancorp,	Pair Corr

Related Correlations Analysis

	CRZBF	ECBK	PDLB	OFED	CULL	NSTS	BLFY	PBBK	BCOW
CRZBF		-0.44	0.76	0.0	0.0	0.63	-0.22	0.79	-0.31	CRZBF
ECBK	-0.44		-0.12	0.0	0.0	-0.64	0.39	-0.31	0.38	ECBK
PDLB	0.76	-0.12		0.0	0.0	0.28	0.24	0.56	-0.04	PDLB
OFED	0.0	0.0	0.0		0.0	0.0	0.0	0.0	0.0	OFED
CULL	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	CULL
NSTS	0.63	-0.64	0.28	0.0	0.0		-0.6	0.43	-0.49	NSTS
BLFY	-0.22	0.39	0.24	0.0	0.0	-0.6		-0.25	0.51	BLFY
PBBK	0.79	-0.31	0.56	0.0	0.0	0.43	-0.25		-0.19	PBBK
BCOW	-0.31	0.38	-0.04	0.0	0.0	-0.49	0.51	-0.19		BCOW
	CRZBF	ECBK	PDLB	OFED	CULL	NSTS	BLFY	PBBK	BCOW

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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

PBBK	+ 0.79	CRZBF
PDLB	+ 0.76	CRZBF
NSTS	+ 0.63	CRZBF
PBBK	+ 0.56	PDLB
BCOW	+ 0.51	BLFY
PBBK	+ 0.43	NSTS

High negative correlations

NSTS	- 0.64	ECBK
BLFY	- 0.6	NSTS
BCOW	- 0.49	NSTS
ECBK	- 0.44	CRZBF
PBBK	- 0.31	ECBK
BCOW	- 0.31	CRZBF

Risk-Adjusted Indicators

There is a big difference between CFSB Stock performing well and CFSB Bancorp 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 CFSB Bancorp'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
CRZBF	1.57	0.78	0.18	(1.76)	0.63	(3.91)	4.53	(2.12)	25.89
ECBK	1.16	(0.11)	0.00	(0.08)	0.00	0.00	2.53	(2.33)	6.84
PDLB	1.22	0.34	0.09	(37.02)	1.17	(1.42)	2.64	(2.27)	10.33
OFED	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
CULL	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
NSTS	0.62	0.05	(0.13)	2.10	0.78	(0.82)	1.64	(1.30)	7.16
BLFY	1.29	(0.26)	0.00	(0.02)	0.00	0.00	2.83	(2.74)	7.37
PBBK	1.59	0.32	0.06	3.28	1.86	(2.13)	4.35	(2.13)	24.45
BCOW	1.44	(0.04)	0.00	(0.13)	0.00	0.00	4.18	(4.58)	12.03

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