FVCBankcorp Correlations

FVCB Stock

USD 13.80 0.19 1.36%

The current 90-days correlation between FVCBankcorp and HMN Financial is -0.05 (i.e., Good diversification). The correlation of FVCBankcorp 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.

FVCBankcorp Correlation With Market

Very weak diversification

The correlation between FVCBankcorp and DJI is 0.52 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding FVCBankcorp and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in FVCBankcorp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

For information on how to trade FVCBankcorp Stock refer to our How to Trade FVCBankcorp Stock guide.

Moving together with FVCBankcorp Stock

0.7	AX	Axos Financial	Pair Corr
0.69	BY	Byline Bancorp Fiscal Year End 23rd of January 2025	Pair Corr
0.62	KB	KB Financial Group	Pair Corr
0.71	PB	Prosperity Bancshares Fiscal Year End 22nd of January 2025	Pair Corr
0.79	RF	Regions Financial Fiscal Year End 17th of January 2025	Pair Corr
0.65	VABK	Virginia National	Pair Corr
0.79	VBNK	VersaBank Earnings Call This Week	Pair Corr
0.89	VBTX	Veritex Holdings Fiscal Year End 28th of January 2025	Pair Corr
0.73	TECTP	Tectonic Financial	Pair Corr
0.9	EBMT	Eagle Bancorp Montana Fiscal Year End 28th of January 2025	Pair Corr
0.85	EBTC	Enterprise Bancorp	Pair Corr
0.82	ECBK	ECB Bancorp	Pair Corr
0.7	CFG-PH	Citizens Financial Group,	Pair Corr
0.76	EFSC	Enterprise Financial Fiscal Year End 27th of January 2025	Pair Corr
0.82	EGBN	Eagle Bancorp Fiscal Year End 22nd of January 2025	Pair Corr
0.78	KEY-PJ	KeyCorp	Pair Corr
0.85	KEY-PK	KeyCorp	Pair Corr
0.86	KEY-PL	KeyCorp	Pair Corr
0.72	WABC	Westamerica Bancorporation Fiscal Year End 16th of January 2025	Pair Corr
0.78	WASH	Washington Trust Bancorp Fiscal Year End 22nd of January 2025	Pair Corr
0.85	EQBK	Equity Bancshares, Fiscal Year End 22nd of January 2025	Pair Corr
0.92	ESSA	ESSA Bancorp	Pair Corr
0.86	EVBN	Evans Bancorp	Pair Corr
0.85	WSBCP	WesBanco	Pair Corr

Moving against FVCBankcorp Stock

0.37	TFC-PO	Truist Financial	Pair Corr
0.78	FRCIL	First Republic Bank	Pair Corr
0.74	FRCHL	First Republic Bank	Pair Corr
0.73	FRCCL	First Republic Bank	Pair Corr
0.57	WBBW	Westbury Bancorp	Pair Corr

Related Correlations Analysis

	HMNF	HFBL	FFNW	FNWB	FCAP	LSBK	OVLY	CULL	FCCO	CWBC
HMNF		-0.03	0.06	0.17	-0.16	0.24	0.63	-0.5	0.66	0.54	HMNF
HFBL	-0.03		-0.04	0.01	0.19	0.22	0.1	-0.01	0.09	-0.04	HFBL
FFNW	0.06	-0.04		0.27	-0.06	-0.35	-0.22	-0.01	-0.19	-0.12	FFNW
FNWB	0.17	0.01	0.27		-0.65	-0.23	0.24	-0.04	0.18	0.64	FNWB
FCAP	-0.16	0.19	-0.06	-0.65		0.27	-0.17	-0.07	-0.16	-0.64	FCAP
LSBK	0.24	0.22	-0.35	-0.23	0.27		0.51	-0.26	0.49	0.01	LSBK
OVLY	0.63	0.1	-0.22	0.24	-0.17	0.51		-0.49	0.93	0.74	OVLY
CULL	-0.5	-0.01	-0.01	-0.04	-0.07	-0.26	-0.49		-0.51	-0.29	CULL
FCCO	0.66	0.09	-0.19	0.18	-0.16	0.49	0.93	-0.51		0.66	FCCO
CWBC	0.54	-0.04	-0.12	0.64	-0.64	0.01	0.74	-0.29	0.66		CWBC
	HMNF	HFBL	FFNW	FNWB	FCAP	LSBK	OVLY	CULL	FCCO	CWBC

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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

FCCO	+ 0.93	OVLY
CWBC	+ 0.74	OVLY
FCCO	+ 0.66	HMNF
CWBC	+ 0.66	FCCO
CWBC	+ 0.64	FNWB
OVLY	+ 0.63	HMNF

High negative correlations

FCAP	- 0.65	FNWB
CWBC	- 0.64	FCAP
FCCO	- 0.51	CULL
CULL	- 0.5	HMNF
CULL	- 0.49	OVLY
LSBK	- 0.35	FFNW

Risk-Adjusted Indicators

There is a big difference between FVCBankcorp Stock performing well and FVCBankcorp 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 FVCBankcorp'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
HMNF	1.88	0.39	0.12	10.22	1.85	(2.37)	4.29	(3.19)	13.15
HFBL	1.50	(0.11)	0.00	(0.13)	0.00	0.00	3.75	(4.31)	17.43
FFNW	0.61	(0.07)	0.00	(0.10)	0.00	0.00	1.36	(1.20)	4.32
FNWB	1.60	(0.11)	0.00	(0.05)	0.00	0.00	3.17	(3.07)	14.21
FCAP	1.93	0.05	(0.01)	0.25	2.08	(2.53)	6.30	(4.11)	14.42
LSBK	1.18	0.14	0.01	(0.41)	1.36	(1.62)	3.69	(3.23)	8.64
OVLY	1.69	0.06	0.08	0.14	1.55	(2.17)	4.78	(2.77)	11.90
CULL	0.51	(0.13)	0.00	(0.84)	0.00	0.00	1.18	(1.64)	4.73
FCCO	1.22	0.19	0.13	0.30	1.00	(1.36)	3.05	(2.20)	10.76
CWBC	1.05	(0.01)	0.01	0.10	1.14	(1.17)	2.53	(2.16)	9.14

FVCBankcorp Corporate Management

Alberta Gibson	Senior Resources	Profile
Jacqueline MarbellEdson	VP Admin	Profile
James Elliott	Market Virginia	Profile
William Byers	Executive Officer	Profile
David Esq	Chairman CEO	Profile

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