American National Correlations

The correlation of American National 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.
  
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Related Correlations Analysis

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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   
GSBCCWBC
HBCPFNWB
HBCPCWBC
OVLYGSBC
OVLYCWBC
HBCPGSBC
  
High negative correlations   
FCAPGSBC
FNWDFNWB
HBCPFNWD
FCAPCWBC
OVLYFCAP
FNWDHFBL

Risk-Adjusted Indicators

There is a big difference between American Stock performing well and American National 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 American National'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
HMNF  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
FNWB  1.18 (0.01) 0.00 (0.02) 1.46 
 2.68 
 9.99 
CWBC  0.95 (0.11) 0.00 (0.12) 0.00 
 2.45 
 6.01 
FFNW  0.97  0.07  0.06  0.14  0.98 
 1.17 
 16.29 
GSBC  1.19 (0.10) 0.00 (0.11) 0.00 
 2.41 
 7.73 
HFBL  1.63  0.12  0.04  0.41  2.10 
 5.67 
 13.32 
FCAP  1.23  0.37  0.20  0.65  1.27 
 3.26 
 10.37 
FNWD  0.99  0.00  0.00  0.00  1.33 
 2.12 
 8.51 
OVLY  1.40 (0.09) 0.00 (0.12) 0.00 
 2.97 
 11.49 
HBCP  1.32  0.03  0.02  0.02  1.70 
 3.09 
 8.36 

View American National Related Equities

 Risk & Return  Correlation

American National Corporate Management

Alexander JungEVP CompanyProfile
Cathy CAPChief Accounting Officer and Sr. VPProfile
Lee BurrisSVP CoProfile
CPA CPACOO, VPProfile
Edward MartinSenior OfficerProfile
Lutheria SmithExecutive OfficerProfile

Still Interested in American National Bankshares?

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