ρ +0.84beyond mkt +0.44holdout +0.84stable 100%robust
STBA S&T Bancorp, Inc. Common Stock
- Last close
- 50.78
- 504-day return
- +43.57%
- Median $/day
- $7.1M
- Relationships shown
- 13
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Same exposure: SRCE, FMBH move almost identically to STBA (|ρ| ≥ 0.93). Same-day relationships for the group are listed here.
STBA vs WSFS
Both indexed to 100 at 2026-05-11.
Moves with STBA
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.86beyond mkt +0.44holdout +0.90stable 100%robust
ρ +0.83beyond mkt +0.41holdout +0.85stable 100%robust
ρ +0.84beyond mkt +0.40holdout +0.84stable 100%robust
ρ +0.83beyond mkt +0.39holdout +0.82stable 100%robust
ρ +0.82beyond mkt +0.39holdout +0.81stable 100%robust
Moves against STBA
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.40holdout +0.17stable 62%moderate
horizon 10dρ +0.38holdout +0.32stable 50%moderate
horizon 10dρ +0.37holdout +0.13stable 50%moderate
horizon 10dρ +0.37holdout +0.45stable 25%moderate
horizon 10dρ +0.36holdout +0.06stable 75%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.67recent -0.17prior +0.50beyond mkt -0.05
Δ -0.61recent -0.11prior +0.50beyond mkt -0.01
Δ -0.60recent -0.28prior +0.32beyond mkt +0.06
Δ -0.60recent -0.22prior +0.38beyond mkt +0.05
Δ -0.59recent -0.28prior +0.31beyond mkt -0.09
Δ -0.59recent -0.42prior +0.17beyond mkt -0.01
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.
| Symbol | beyond mkt | raw ρ | shared | isolation |
|---|---|---|---|---|
| KRE State Street SPDR S&P Regional Banking ETF | +0.35 | +0.85 | 4 | |
| INDB Independent Bank Corp. Common Stock | +0.39 | +0.82 | 10 | |
| WSFS WSFS Financial Corporation Common Stock | +0.44 | +0.84 | 13 | |
| TRST TrustCo Bank Corp NY Common Stock | +0.39 | +0.83 | 12 | |
| CATY Cathay General Bancorp Common Stock | +0.37 | +0.82 | 14 | |
| FCF First Commonwealth Financial Corporation | +0.40 | +0.84 | 16 |