CullenFrost Bankers Correlations

CFR Stock

USD 140.62 0.81 0.57%

The current 90-days correlation between CullenFrost Bankers and BancFirst is 0.9 (i.e., Almost no diversification). The correlation of CullenFrost Bankers 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. If the correlation is 0, the equities are not correlated; they are entirely random.

CullenFrost Bankers Correlation With Market

Poor diversification

The correlation between CullenFrost Bankers and DJI is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CullenFrost Bankers and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in CullenFrost Bankers. 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.

To learn how to invest in CullenFrost Stock, please use our How to Invest in CullenFrost Bankers guide.

Moving together with CullenFrost Stock

0.89	AX	Axos Financial	Pair Corr
0.88	BY	Byline Bancorp Fiscal Year End 23rd of January 2025	Pair Corr
0.71	KB	KB Financial Group	Pair Corr
0.9	PB	Prosperity Bancshares Fiscal Year End 22nd of January 2025	Pair Corr
0.95	RF	Regions Financial Fiscal Year End 17th of January 2025	Pair Corr
0.7	VBFC	Village Bank	Pair Corr
0.96	VBNK	VersaBank Normal Trading	Pair Corr
0.97	VBTX	Veritex Holdings Fiscal Year End 28th of January 2025	Pair Corr
0.84	TECTP	Tectonic Financial	Pair Corr
0.91	EBMT	Eagle Bancorp Montana Normal Trading	Pair Corr
0.92	EBTC	Enterprise Bancorp	Pair Corr
0.77	ECBK	ECB Bancorp	Pair Corr
0.63	CFG-PH	Citizens Financial Group,	Pair Corr
0.93	EFSC	Enterprise Financial Fiscal Year End 27th of January 2025	Pair Corr
0.98	EGBN	Eagle Bancorp Fiscal Year End 22nd of January 2025	Pair Corr
0.68	KEY-PJ	KeyCorp	Pair Corr
0.72	KEY-PK	KeyCorp	Pair Corr
0.72	KEY-PL	KeyCorp	Pair Corr
0.92	WABC	Westamerica Bancorporation Fiscal Year End 16th of January 2025	Pair Corr
0.96	WASH	Washington Trust Bancorp Fiscal Year End 22nd of January 2025	Pair Corr
0.96	EQBK	Equity Bancshares, Fiscal Year End 22nd of January 2025	Pair Corr
0.84	ESSA	ESSA Bancorp	Pair Corr
0.87	EVBN	Evans Bancorp	Pair Corr
0.85	WSBCP	WesBanco	Pair Corr

Moving against CullenFrost Stock

0.69	TFC-PO	Truist Financial	Pair Corr
0.67	CFG-PE	Citizens Financial	Pair Corr
0.64	TFC-PR	Truist Financial	Pair Corr
0.38	WF	Woori Financial Group	Pair Corr
0.53	FRCIL	First Republic Bank	Pair Corr
0.42	FRCHL	First Republic Bank	Pair Corr
0.41	FRCCL	First Republic Bank	Pair Corr
0.4	WBBW	Westbury Bancorp	Pair Corr

Related Correlations Analysis

	BANF	FFIN	UMBF	CBSH	BFST	IBTX	IBCP	HTH	BOKF	CBU
BANF		0.96	0.98	0.94	0.96	0.97	0.96	0.42	0.97	0.96	BANF
FFIN	0.96		0.97	0.91	0.94	0.97	0.97	0.54	0.94	0.94	FFIN
UMBF	0.98	0.97		0.92	0.96	0.97	0.95	0.4	0.96	0.97	UMBF
CBSH	0.94	0.91	0.92		0.89	0.91	0.96	0.46	0.87	0.94	CBSH
BFST	0.96	0.94	0.96	0.89		0.93	0.92	0.44	0.91	0.92	BFST
IBTX	0.97	0.97	0.97	0.91	0.93		0.95	0.51	0.96	0.96	IBTX
IBCP	0.96	0.97	0.95	0.96	0.92	0.95		0.59	0.91	0.96	IBCP
HTH	0.42	0.54	0.4	0.46	0.44	0.51	0.59		0.4	0.47	HTH
BOKF	0.97	0.94	0.96	0.87	0.91	0.96	0.91	0.4		0.93	BOKF
CBU	0.96	0.94	0.97	0.94	0.92	0.96	0.96	0.47	0.93		CBU
	BANF	FFIN	UMBF	CBSH	BFST	IBTX	IBCP	HTH	BOKF	CBU

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Risk-Adjusted Indicators

There is a big difference between CullenFrost Stock performing well and CullenFrost Bankers 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 CullenFrost Bankers' 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
BANF	1.61	(0.04)	0.09	0.11	1.45	(1.99)	3.37	(2.90)	20.44
FFIN	1.45	(0.06)	0.07	0.10	1.22	(1.68)	2.82	(2.03)	17.03
UMBF	1.40	0.06	0.13	0.16	1.16	(1.58)	3.28	(2.08)	16.37
CBSH	1.14	0.02	0.09	0.14	1.03	(1.38)	2.63	(1.79)	13.35
BFST	1.61	0.00	0.07	0.13	1.72	(1.94)	3.11	(3.48)	17.85
IBTX	1.65	(0.06)	0.07	0.10	1.58	(1.94)	3.09	(3.04)	17.98
IBCP	1.74	(0.11)	0.03	0.08	1.74	(1.98)	3.84	(2.96)	18.82
HTH	1.26	(0.27)	0.00	(0.02)	0.00	0.00	2.62	(2.06)	15.70
BOKF	1.36	(0.04)	0.05	0.11	1.41	(1.42)	2.66	(2.18)	15.50
CBU	1.64	(0.07)	0.05	0.10	1.63	(1.86)	2.99	(2.97)	18.34

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