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Regional Banks Stocks$99.63
-1.02%4:00PM 01/15/2021
The list of companies include ABCB-Ameris Bancorp, ABTX-Allegiance Bancshares Inc, ACBI-Atlantic Capital Bancshares Inc, ACNB-ACNB Corp., ALLY-Ally Financial Inc, ALRS-Alerus Financial Corp, ALTA-Altabancorp, AMAL-Amalgamated Bank., AMRB-American River Bancshares, AROW-Arrow Financial Corp., ASB-Associated Banc-Corp., ASRV-Ameriserv Financial Inc, ATLO-Ames National Corp., AUB-Atlantic Union Bankshares Corp, AUBN-Auburn National Bancorp Inc., BANC-Banc of California Inc, BANF-Bancfirst Corp., BANR-Banner Corp., BAP-Credicorp Ltd, BCBP-BCB Bancorp Inc (NJ), BCML-BayCom Corp, BCOW-1895 Bancorp of Wisconsin Inc, BDGE-Bridge Bancorp, Inc., BFC-Bank First Corp, BFST-Business First Bancshares Inc., BHB-Bar Harbor Bankshares Inc, BHLB-Berkshire Hills Bancorp Inc., BKSC-Bank Of South Carolina Corp., BKU-BankUnited Inc, BLX-Banco Latinoamericano De Comercio Exterior SA
Latest intraday update before market close @ 19:45:26 PM 01/15/2021
Summary :
Average return is down -1.0%
Median return is down -1.0%
58 out of 277 stocks are up (limited to those with intraday pricing feeds).

Aggregated price index

Aggregated price index with volume information

Summary:

  • Regional Banks stocks down 1.0% on average while median return down 1.1% in a day
  • Regional Banks stocks up 1.0% on average while median return up 0.9% in a week
  • Regional Banks stocks up 7.9% on average while median return up 7.0% in a month
  • When average return is significantly different from median return, this implies an asymmetry - composite return is driven by some outliners.

Aggregated price index (close) is based on equal weighted constituencies returns. Average short volume and average total volumes are averaged across all volume data among constituencies.

Related Stocks (click on ticker for detail)
Ticker
1 Day Return
1 Week Return
1 Month Return
PE Ratio
PE Growth Ratio
Price To Book
Earning Growth
MarketCap
Short %
Held By Institutions %
20 Days Price ZScore
50 Days Price ZScore
12-26 Days percentage price oscillator
20 Days Volume ZScore
ABCB-1.70%
3.20%
16.80%
13.371.321.03443.10%3.1B3.24%85.59%1.341.935.68%-0.52
ABTX-1.00%
0.40%
6.30%
17.040.9334.20%735.1M1.95%45.78%1.001.413.04%-0.92
ACBI-0.60%
3.30%
14.00%
18.971.580.995.30%357.8M1.17%87.26%1.432.023.50%-0.14
ACNB-2.20%
0.70%
-4.00%
0.857.30%230.1M0.94%23.66%0.490.110.57%-0.89
ALLY0.00%
9.40%
21.40%
19.592.750.9424.90%15B2.87%97.52%2.122.335.53%0.09
ALRS-2.70%
-1.50%
12.60%
1.46148.60%504.2M0.94%37.66%0.621.383.73%-0.65
ALTA-0.70%
7.20%
5.00%
1.551.461.80%551.3M0.87%42.68%1.921.862.82%-0.22
AMAL0.60%
5.40%
17.70%
0.82-5.40%476.1M40.27%1.762.233.77%-0.35
AMRB1.60%
2.60%
10.40%
0.740.8413.20%77.1M0.10%54.72%2.041.382.49%-0.61
AROW-1.10%
0.40%
1.60%
12.461.681.429.70%478.8M0.51%42.95%0.680.740.89%-0.45
ASB-1.00%
4.90%
22.20%
10.461.610.70-45.70%3B1.40%76.94%1.492.195.80%-0.36
ASRV5.30%
9.10%
6.90%
0.52-36.20%56.3M0.93%43.73%2.882.611.81%1.84
ATLO-0.70%
3.20%
-1.30%
12.891.0640.30%230.4M1.24%23.82%0.570.951.72%-0.84
AUB-2.00%
1.80%
12.10%
19.112.181.0514.60%2.9B1.83%71.10%1.131.594.33%-0.31
AUBAP-0.10%
-0.80%
0.40%
14.60%2.9B-1.04-0.52-0.17%-1.02
AUBN-0.50%
-1.00%
-0.60%
1.40-12.30%146.5M0.68%13.01%-0.790.320.22%
BANC-1.90%
2.50%
20.60%
-100.12-71.07860.9M2.60%93.33%1.301.995.69%-0.41
BANF-1.10%
2.70%
13.60%
21.243.131.84-37.40%2.1B6.82%45.29%1.271.593.85%-0.68
BANR-1.80%
1.60%
12.60%
16.222.180.99-7.70%1.8B2.47%86.19%1.141.684.21%-0.78
BAP-2.90%
-7.20%
-4.70%
50.9616942.64-90.40%15B2.08%65.28%-2.410.150.96%1.43

Related ETFs (click on ticker for detail)

leak data

  • 1M winners are : Winners for past month are $SI 67.6%, $BPFH 62.8%, $OPHC 33.8%, $SIVB 32.0%, $HWC 29.3%
  • 1M losers are : Losers for past month are $FNCB -10.6%, $PDLB -10.9%, $CALB -11.3%, $PEBK -11.7%, $BMA -13.3%
  • 1W winners are : Winners for past week are $ALLY 9.4%, $ASRV 9.1%, $SSBI 9.0%, $SIVB 8.8%, $FMBI 8.5%
  • 1W losers are : Losers for past week are $BAP -7.2%, $FCCY -8.1%, $SI -8.2%, $FGBI -8.9%, $CALB -11.8%
Pick two stocks to compare:

Correlation Analysis

Index correlation analysis

Correlation for the past month is 33.5%, for the past 3 months is 39.8%

In the past month for a 5 days rolling window, the highest corrrelation is 51.6%, the lowest correlation is 10.8%, the latest correlation is 30.1%

When a correlation deviated from the normal level and goes lower or even negative, it indicates some of stocks have deviated from the normal direction of the group. The deviation could reverse if long term level of correlation was at a higher level. It creates trading opportunities and deserves study whether the deviation is idiosyncratic or systematic.

Among pairwise correlation, the highest correlation is 96.7% between ACBI and AUB

The lowest correlation is -40.3% between AUBAP and BANF

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