Citizens Financial Correlations
| CZFS Stock | USD 60.59 2.54 4.38% |
The correlation of Citizens 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. If the correlation is 0, the equities are not correlated; they are entirely random.
Citizens Financial Correlation With Market
Very weak diversification
The correlation between Citizens Financial Services and DJI is 0.51 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Citizens Financial Services and DJI in the same portfolio, assuming nothing else is changed.
Citizens |
Moving together with Citizens Stock
| 0.82 | AX | Axos Financial | PairCorr |
| 0.8 | BY | Byline Bancorp | PairCorr |
| 0.66 | VABK | Virginia National | PairCorr |
| 0.68 | VBNK | VersaBank | PairCorr |
| 0.9 | VBTX | Veritex Holdings | PairCorr |
| 0.8 | EGBN | Eagle Bancorp | PairCorr |
| 0.72 | WAFD | Washington Federal | PairCorr |
| 0.72 | EQBK | Equity Bancshares, | PairCorr |
| 0.64 | WAFDP | Washington Federal | PairCorr |
| 0.8 | EVBN | Evans Bancorp | PairCorr |
| 0.69 | WMPN | William Penn Bancorp | PairCorr |
Moving against Citizens Stock
| 0.75 | VBFC | Village Bank | PairCorr |
| 0.62 | DB | Deutsche Bank AG | PairCorr |
| 0.52 | TECTP | Tectonic Financial | PairCorr |
| 0.34 | EBMT | Eagle Bancorp Montana | PairCorr |
| 0.51 | KEY-PI | KeyCorp | PairCorr |
| 0.46 | WSBCP | WesBanco | PairCorr |
| 0.4 | KEY-PL | KeyCorp | PairCorr |
| 0.32 | BANC-PF | Banc of California | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Citizens Stock performing well and Citizens 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 Citizens 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HFBL | 1.62 | 0.12 | 0.04 | 0.38 | 2.08 | 5.67 | 13.32 | |||
| HMNF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| OFED | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CWBC | 1.01 | (0.17) | 0.00 | (0.19) | 0.00 | 2.45 | 6.01 | |||
| CULL | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| MGYR | 1.08 | 0.00 | 0.00 | (0.02) | 1.37 | 2.98 | 6.74 | |||
| HVBC | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FNWD | 1.04 | (0.05) | 0.00 | (0.27) | 0.00 | 2.12 | 8.51 | |||
| FFNW | 0.97 | 0.07 | 0.06 | (0.91) | 0.98 | 1.17 | 16.29 | |||
| OVLY | 1.50 | (0.27) | 0.00 | (0.34) | 0.00 | 2.38 | 11.49 |
Citizens Financial Corporate Management
| Jeffrey Wilson | Chief Lending Officer of First Citizens Community Bank and Sr. VP of First Citizens Community Bank | Profile | |
| Jeffrey Carr | Chief Retail Banking and Sr. VP | Profile | |
| CPA CPA | COO, VP | Profile | |
| Jeffrey White | Chief Officer | Profile |