Stifel Financial Correlations

SFB Stock

USD 20.87 0.11 0.52%

The current 90-days correlation between Stifel Financial and Ally Financial is 0.05 (i.e., Significant 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

Significant diversification

The correlation between Stifel Financial and DJI is 0.09 (i.e., Significant 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.

Build AI portfolio with Stifel Stock

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 price.

For information on how to trade Stifel Stock refer to our How to Trade Stifel Stock guide.

Moving together with Stifel Stock

0.8	WCAT	Wildcat Petroleum Plc	Pair Corr
0.62	SEPL	Seplat Petroleum Dev	Pair Corr

Moving against Stifel Stock

0.71	PR	Permian Resources	Pair Corr
0.55	VTLE	Vital Energy	Pair Corr
0.55	LGN	Logan Energy Corp	Pair Corr
0.53	AR	Antero Resources Corp	Pair Corr
0.53	SD	SandRidge Energy	Pair Corr
0.51	VNOM	Viper Energy Ut	Pair Corr
0.5	EFXT	Enerflex	Pair Corr
0.49	SDE	Spartan Delta Corp	Pair Corr
0.44	CDA	Canuc Resources Corp	Pair Corr
0.43	VIST	Vista Oil Gas	Pair Corr
0.38	KEY	KEY Petroleum	Pair Corr
0.34	600938	CNOOC Limited	Pair Corr
0.67	DVN	Devon Energy Sell-off Trend	Pair Corr
0.66	DEC	Diversified Energy	Pair Corr
0.65	BKV	BKV Corporation	Pair Corr
0.63	CNQ	Canadian Natural Res	Pair Corr
0.59	PSK	PrairieSky Royalty	Pair Corr
0.59	BTE	Baytex Energy Corp	Pair Corr
0.58	BSM	Black Stone Minerals	Pair Corr
0.53	COP	ConocoPhillips	Pair Corr

Related Correlations Analysis

	ALLY	CFG	UNM	RGA	EVR	CNA	AEG	RNR	OXLCI	AFG
ALLY		0.89	0.19	0.72	0.73	0.42	-0.16	0.42	0.58	-0.08	ALLY
CFG	0.89		0.29	0.81	0.67	0.57	0.03	0.66	0.56	0.18	CFG
UNM	0.19	0.29		0.53	0.26	0.57	-0.04	0.39	0.36	0.68	UNM
RGA	0.72	0.81	0.53		0.6	0.7	-0.05	0.67	0.4	0.3	RGA
EVR	0.73	0.67	0.26	0.6		0.41	0.27	0.12	0.31	0.29	EVR
CNA	0.42	0.57	0.57	0.7	0.41		0.02	0.55	0.32	0.48	CNA
AEG	-0.16	0.03	-0.04	-0.05	0.27	0.02		0.03	-0.13	0.48	AEG
RNR	0.42	0.66	0.39	0.67	0.12	0.55	0.03		0.52	0.31	RNR
OXLCI	0.58	0.56	0.36	0.4	0.31	0.32	-0.13	0.52		0.17	OXLCI
AFG	-0.08	0.18	0.68	0.3	0.29	0.48	0.48	0.31	0.17		AFG
	ALLY	CFG	UNM	RGA	EVR	CNA	AEG	RNR	OXLCI	AFG

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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

CFG	+ 0.89	ALLY
RGA	+ 0.81	CFG
EVR	+ 0.73	ALLY
RGA	+ 0.72	ALLY
CNA	+ 0.7	RGA
AFG	+ 0.68	UNM

High negative correlations

AEG	- 0.16	ALLY
OXLCI	- 0.13	AEG
AFG	- 0.08	ALLY
AEG	- 0.05	RGA
AEG	- 0.04	UNM

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
ALLY	1.55	0.01	0.03	0.06	2.03	(1.51)	3.01	(3.15)	9.48
CFG	1.16	0.12	0.07	0.14	1.76	(1.18)	2.65	(2.11)	9.49
UNM	1.01	0.06	0.02	0.24	1.05	(1.20)	2.03	(1.83)	9.20
RGA	1.03	0.13	0.07	0.31	1.20	(1.05)	2.36	(2.24)	5.32
EVR	1.58	(0.11)	(0.03)	0.00	2.55	(1.50)	2.99	(4.00)	13.96
CNA	0.80	0.05	0.01	0.27	0.97	(0.83)	1.55	(1.74)	4.40
AEG	1.07	0.00	0.00	0.06	0.00	0.00	2.04	(1.86)	11.41
RNR	1.13	0.23	0.13	41.07	1.16	(1.32)	2.66	(1.73)	8.52
OXLCI	0.21	0.04	(0.08)	(0.35)	0.13	(0.25)	0.48	(0.40)	1.50
AFG	0.99	(0.04)	0.00	(0.03)	0.00	0.00	1.78	(2.46)	6.31

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