Merchants Bancorp Correlations

MBIN Stock

USD 41.33 0.35 0.84%

The current 90-days correlation between Merchants Bancorp and Business First Bancshares is 0.53 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Merchants Bancorp moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Merchants Bancorp moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Merchants Bancorp Correlation With Market

Very weak diversification

The correlation between Merchants Bancorp and DJI is 0.48 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Merchants Bancorp and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Merchants Bancorp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.

To learn how to invest in Merchants Stock, please use our How to Invest in Merchants Bancorp guide.

Moving together with Merchants Stock

0.62	RC	Ready Capital Corp	Pair Corr
0.71	RM	Regional Management Corp	Pair Corr
0.83	WU	Western Union	Pair Corr

Moving against Merchants Stock

0.63	LC	LendingClub Corp	Pair Corr
0.59	MS	Morgan Stanley Sell-off Trend	Pair Corr
0.59	QD	Qudian Inc	Pair Corr
0.58	BX	Blackstone Group Fiscal Year End 23rd of January 2025	Pair Corr
0.57	V	Visa Class A	Pair Corr
0.57	DIST	Distoken Acquisition	Pair Corr
0.57	SF	Stifel Financial Fiscal Year End 22nd of January 2025	Pair Corr
0.51	CG	Carlyle Group	Pair Corr
0.5	GS	Goldman Sachs Group Sell-off Trend	Pair Corr
0.5	LX	Lexinfintech Holdings Trending	Pair Corr
0.49	MA	Mastercard	Pair Corr
0.48	AB	AllianceBernstein	Pair Corr
0.43	PX	P10 Inc	Pair Corr
0.42	AC	Associated Capital	Pair Corr
0.42	BN	Brookfield Corp	Pair Corr
0.69	TETEU	Technology Telecommunicatio	Pair Corr
0.54	VCTR	Victory Capital Holdings Normal Trading	Pair Corr
0.54	VRTS	Virtus Investment	Pair Corr
0.52	DUET	DUET Acquisition Corp	Pair Corr
0.5	DYCQ	DT Cloud Acquisition	Pair Corr
0.46	WT	WisdomTree	Pair Corr
0.42	GCMGW	GCM Grosvenor	Pair Corr
0.38	VIRT	Virtu Financial Fiscal Year End 23rd of January 2025	Pair Corr
0.33	VINP	Vinci Partners Inves	Pair Corr
0.31	TW	Tradeweb Markets	Pair Corr

Related Correlations Analysis

	RBB	MSBI	SMBK	BFST	FMBH
RBB		0.79	0.75	0.87	0.86	RBB
MSBI	0.79		0.96	0.95	0.84	MSBI
SMBK	0.75	0.96		0.91	0.76	SMBK
BFST	0.87	0.95	0.91		0.83	BFST
FMBH	0.86	0.84	0.76	0.83		FMBH
	RBB	MSBI	SMBK	BFST	FMBH

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Merchants Stock performing well and Merchants Bancorp 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 Merchants Bancorp'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
RBB	1.39	(0.10)	0.00	0.06	1.45	(1.60)	2.79	(2.53)	10.92
MSBI	1.38	0.10	0.12	0.17	1.26	(1.70)	3.63	(2.37)	17.19
SMBK	1.35	0.35	0.18	3.08	1.02	(1.60)	3.42	(2.04)	13.86
BFST	1.60	0.05	0.09	0.14	1.74	(1.90)	3.11	(3.48)	17.85
FMBH	1.46	(0.14)	(0.01)	0.05	1.56	(1.77)	2.87	(2.64)	18.64

Merchants Bancorp Corporate Executives

Elected by the shareholders, the Merchants Bancorp's board of directors comprises two types of representatives: Merchants Bancorp inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Merchants. The board's role is to monitor Merchants Bancorp's management team and ensure that shareholders' interests are well served. Merchants Bancorp's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Merchants Bancorp's outside directors are responsible for providing unbiased perspectives on the board's policies.

John Macke

CFO of Merchants and Merchants Bank

Profile

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC