TFS Financial Correlations
| TFSL Stock | USD 12.17 0.11 0.91% |
The current 90-days correlation between TFS Financial and First Hawaiian is 0.76 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as TFS Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if TFS Financial moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
TFS Financial Correlation With Market
Weak diversification
The correlation between TFS Financial and DJI is 0.31 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding TFS Financial and DJI in the same portfolio, assuming nothing else is changed.
TFS |
Moving together with TFS Stock
| 0.72 | BY | Byline Bancorp | PairCorr |
| 0.69 | NU | Nu Holdings | PairCorr |
| 0.65 | PB | Prosperity Bancshares | PairCorr |
| 0.69 | TFC-PI | Truist Financial | PairCorr |
| 0.9 | EFSC | Enterprise Financial | PairCorr |
| 0.72 | WASH | Washington Trust Bancorp | PairCorr |
| 0.67 | EQBK | Equity Bancshares, | PairCorr |
| 0.75 | ESSA | ESSA Bancorp | PairCorr |
| 0.64 | TFINP | Triumph Financial | PairCorr |
| 0.68 | WMPN | William Penn Bancorp | PairCorr |
| 0.73 | WNEB | Western New England | PairCorr |
Moving against TFS Stock
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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between TFS Stock performing well and TFS 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 TFS 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FHB | 1.10 | (0.03) | 0.00 | (0.16) | 0.00 | 2.23 | 6.71 | |||
| TBNK | 1.48 | (0.26) | 0.00 | (0.42) | 0.00 | 2.28 | 8.84 | |||
| BOH | 1.20 | (0.10) | 0.00 | (0.23) | 0.00 | 2.30 | 7.55 | |||
| FISI | 1.26 | 0.10 | 0.00 | (0.02) | 0.00 | 2.32 | 11.28 | |||
| HFWA | 1.18 | (0.07) | 0.00 | (0.21) | 0.00 | 2.33 | 8.15 | |||
| CPF | 1.34 | (0.10) | 0.00 | (0.23) | 0.00 | 2.99 | 8.30 | |||
| WMPN | 1.20 | (0.18) | 0.00 | (0.32) | 0.00 | 2.11 | 7.70 | |||
| PKBK | 1.15 | (0.23) | 0.00 | (0.50) | 0.00 | 1.90 | 5.78 | |||
| NBHC | 1.09 | (0.18) | 0.00 | (0.34) | 0.00 | 1.65 | 7.00 | |||
| WSBF | 1.27 | (0.06) | 0.00 | (0.21) | 0.00 | 2.23 | 11.71 |
TFS Financial Corporate Management
| Cathy Zbanek | Chief Marketing and HR Officer of Third Federal Savings and Loan | Profile | |
| Sandra Long | Chief Cleveland | Profile | |
| Russell Holmes | Chief Cleveland | Profile | |
| Susanne Miller | Chief Officer | Profile | |
| Deborah Hand | Chief Officer | Profile | |
| Kathleen Danckers | Chief Officer | Profile |