Stifel Financial Correlations

SF Stock

USD 94.80 0.54 0.57%

The current 90-days correlation between Stifel Financial and Lion Group Holding is -0.16 (i.e., Good diversification). The correlation of Stifel 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.

Stifel Financial Correlation With Market

Poor diversification

The correlation between Stifel Financial and DJI is 0.7 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Stifel Financial and DJI in the same portfolio, assuming nothing else is changed.

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

For more detail on how to invest in Stifel Stock please use our How to Invest in Stifel Financial guide.

Moving together with Stifel Stock

0.86	BN	Brookfield Corp	Pair Corr
0.95	BX	Blackstone Group	Pair Corr
0.97	CG	Carlyle Group	Pair Corr
0.75	GS	Goldman Sachs Group	Pair Corr
0.76	LC	LendingClub Corp	Pair Corr
0.95	MC	Moelis	Pair Corr
0.92	MS	Morgan Stanley	Pair Corr
0.96	PX	P10 Inc	Pair Corr
0.93	RM	Regional Management Corp	Pair Corr
0.68	WD	Walker Dunlop	Pair Corr
0.73	WT	WisdomTree	Pair Corr
0.67	VRTS	Virtus Investment	Pair Corr
0.88	ECPG	Encore Capital Group	Pair Corr
0.79	WULF	Terawulf Buyout Trend	Pair Corr
0.65	ABR	Arbor Realty Trust	Pair Corr
0.95	AMP	Ameriprise Financial	Pair Corr
0.93	AXP	American Express	Pair Corr
0.82	BLK	BlackRock	Pair Corr

Moving against Stifel Stock

0.71	LU	Lufax Holding	Pair Corr
0.69	DB	Deutsche Bank AG	Pair Corr
0.6	LX	Lexinfintech Holdings	Pair Corr
0.72	TW	Tradeweb Markets	Pair Corr
0.6	WU	Western Union	Pair Corr
0.59	ARI	Apollo Commercial Real	Pair Corr
0.47	XP	Xp Inc	Pair Corr
0.84	PFX	Phenixfin	Pair Corr
0.31	BLX	Foreign Trade Bank	Pair Corr

Related Correlations Analysis

	LGHL	HOFVW	AQUI	MSTSX	LBHIX	VIASP	RRTLX	OSHDF	70082LAB3	SITKF
LGHL		0.3	0.57	-0.26	-0.27	-0.83	-0.18	0.0	0.3	-0.53	LGHL
HOFVW	0.3		0.63	0.06	0.0	-0.6	0.2	0.0	-0.06	-0.59	HOFVW
AQUI	0.57	0.63		-0.4	-0.44	-0.68	-0.26	0.0	-0.03	-0.52	AQUI
MSTSX	-0.26	0.06	-0.4		0.78	0.24	0.96	0.0	0.32	0.19	MSTSX
LBHIX	-0.27	0.0	-0.44	0.78		0.29	0.79	0.0	0.46	0.03	LBHIX
VIASP	-0.83	-0.6	-0.68	0.24	0.29		0.13	0.0	-0.15	0.74	VIASP
RRTLX	-0.18	0.2	-0.26	0.96	0.79	0.13		0.0	0.31	0.09	RRTLX
OSHDF	0.0	0.0	0.0	0.0	0.0	0.0	0.0		0.0	0.0	OSHDF
70082LAB3	0.3	-0.06	-0.03	0.32	0.46	-0.15	0.31	0.0		-0.36	70082LAB3
SITKF	-0.53	-0.59	-0.52	0.19	0.03	0.74	0.09	0.0	-0.36		SITKF
	LGHL	HOFVW	AQUI	MSTSX	LBHIX	VIASP	RRTLX	OSHDF	70082LAB3	SITKF

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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

RRTLX	+ 0.96	MSTSX
RRTLX	+ 0.79	LBHIX
LBHIX	+ 0.78	MSTSX
SITKF	+ 0.74	VIASP
AQUI	+ 0.63	HOFVW
AQUI	+ 0.57	LGHL

High negative correlations

VIASP	- 0.83	LGHL
VIASP	- 0.68	AQUI
VIASP	- 0.6	HOFVW
SITKF	- 0.59	HOFVW
SITKF	- 0.53	LGHL
SITKF	- 0.52	AQUI

Risk-Adjusted Indicators

There is a big difference between Stifel Stock performing well and Stifel 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 Stifel 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
LGHL	5.18	(2.05)	0.00	1.35	0.00	0.00	8.57	(11.54)	39.35
HOFVW	14.96	1.89	0.08	0.28	16.44	(21.04)	44.12	(30.00)	93.35
AQUI	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
MSTSX	0.59	0.03	0.11	(0.26)	0.68	(0.63)	1.31	(1.20)	2.87
LBHIX	0.14	0.00	0.16	(0.02)	0.14	(0.27)	0.24	(0.24)	0.95
VIASP	0.54	0.12	0.23	1.25	0.57	(0.60)	1.09	(0.98)	2.87
RRTLX	0.30	0.01	0.15	(0.14)	0.35	(0.31)	0.57	(0.57)	1.65
OSHDF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
70082LAB3	1.62	0.05	0.00	(0.02)	0.00	0.00	2.46	(4.54)	16.11
SITKF	3.82	0.70	0.12	(0.83)	3.96	(6.22)	8.33	(5.26)	25.79

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