Capitol Federal Correlations

CFFN Stock

USD 6.42 0.25 4.05%

The current 90-days correlation between Capitol Federal Financial and Hanmi Financial is 0.79 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Capitol Federal moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Capitol Federal Financial moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Capitol Federal Correlation With Market

Very weak diversification

The correlation between Capitol Federal Financial and DJI is 0.58 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Capitol Federal Financial and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Capitol Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Capitol Federal Financial. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price.

Moving together with Capitol Stock

0.67	AX	Axos Financial	Pair Corr
0.79	BY	Byline Bancorp	Pair Corr
0.68	RF	Regions Financial	Pair Corr
0.69	EBMT	Eagle Bancorp Montana	Pair Corr
0.64	EFSC	Enterprise Financial	Pair Corr
0.63	WABC	Westamerica Bancorporation	Pair Corr
0.7	WAFD	Washington Federal Normal Trading	Pair Corr
0.72	WASH	Washington Trust Bancorp	Pair Corr
0.74	EWBC	East West Bancorp	Pair Corr
0.71	WNEB	Western New England	Pair Corr
0.73	WSFS	WSFS Financial	Pair Corr
0.74	WTFC	Wintrust Financial	Pair Corr
0.8	FBIZ	First Business Financial	Pair Corr
0.7	FBNC	First Bancorp	Pair Corr
0.65	FCBC	First Community Banc	Pair Corr

Moving against Capitol Stock

0.51	VBTX	Veritex Holdings	Pair Corr
0.44	HSBK	Halyk Bank	Pair Corr
0.39	TFINP	Triumph Financial	Pair Corr
0.37	SOUTHBANK	South Indian	Pair Corr
0.4	BANKINDIA	Bank of India	Pair Corr
0.31	FRMEP	First Merchants	Pair Corr

Related Correlations Analysis

	HAFC	MOFG	CPF	HFWA	ESQ	AMAL	MCB	SBSI	FSBC	DCOM
HAFC		0.91	-0.18	-0.41	-0.39	0.3	-0.66	-0.05	0.85	-0.65	HAFC
MOFG	0.91		-0.39	-0.62	-0.53	0.16	-0.82	-0.19	0.76	-0.82	MOFG
CPF	-0.18	-0.39		0.92	0.27	0.68	0.72	0.82	-0.27	0.79	CPF
HFWA	-0.41	-0.62	0.92		0.43	0.49	0.84	0.69	-0.46	0.9	HFWA
ESQ	-0.39	-0.53	0.27	0.43		-0.18	0.5	-0.14	-0.35	0.55	ESQ
AMAL	0.3	0.16	0.68	0.49	-0.18		0.3	0.87	0.11	0.27	AMAL
MCB	-0.66	-0.82	0.72	0.84	0.5	0.3		0.58	-0.63	0.94	MCB
SBSI	-0.05	-0.19	0.82	0.69	-0.14	0.87	0.58		-0.17	0.55	SBSI
FSBC	0.85	0.76	-0.27	-0.46	-0.35	0.11	-0.63	-0.17		-0.62	FSBC
DCOM	-0.65	-0.82	0.79	0.9	0.55	0.27	0.94	0.55	-0.62		DCOM
	HAFC	MOFG	CPF	HFWA	ESQ	AMAL	MCB	SBSI	FSBC	DCOM

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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

DCOM	+ 0.94	MCB
HFWA	+ 0.92	CPF
MOFG	+ 0.91	HAFC
DCOM	+ 0.9	HFWA
SBSI	+ 0.87	AMAL
FSBC	+ 0.85	HAFC

High negative correlations

DCOM	- 0.82	MOFG
MCB	- 0.82	MOFG
MCB	- 0.66	HAFC
DCOM	- 0.65	HAFC
FSBC	- 0.63	MCB
DCOM	- 0.62	FSBC

Risk-Adjusted Indicators

There is a big difference between Capitol Stock performing well and Capitol Federal 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 Capitol Federal'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
HAFC	1.36	0.19	0.11	0.19	1.52	(1.56)	3.38	(1.73)	12.14
MOFG	2.00	0.46	0.28	0.23	1.40	(2.73)	3.38	(3.18)	43.85
CPF	1.30	(0.02)	0.00	0.03	1.84	(1.38)	2.82	(3.22)	11.01
HFWA	1.27	(0.02)	0.00	0.02	1.59	(1.49)	3.29	(3.30)	11.32
ESQ	1.36	0.00	0.01	0.04	1.87	(1.30)	3.48	(3.08)	8.27
AMAL	1.51	(0.03)	0.00	0.02	1.86	(1.77)	3.20	(2.20)	12.88
MCB	1.52	(0.03)	(0.01)	0.02	2.01	(1.76)	3.93	(2.71)	14.13
SBSI	1.24	(0.06)	(0.03)	0.00	1.53	(1.42)	3.08	(2.52)	10.03
FSBC	1.35	0.08	0.07	0.09	1.36	(1.68)	4.28	(2.50)	9.22
DCOM	1.58	(0.09)	0.00	(0.02)	0.00	0.00	3.62	(3.43)	13.64

Capitol Federal Corporate Executives

Elected by the shareholders, the Capitol Federal's board of directors comprises two types of representatives: Capitol Federal inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Capitol. The board's role is to monitor Capitol Federal's management team and ensure that shareholders' interests are well served. Capitol Federal'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, Capitol Federal's outside directors are responsible for providing unbiased perspectives on the board's policies.

Kent Townsend

CFO, Executive VP, Treasurer, CFO of Capitol Federal Savings Bank, Executive VP of Capitol Federal Savings Bank and Treasurer of Capitol Federal Savings Bank

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