Arbor Realty Correlations
| ABR-PD Preferred Stock | USD 18.34 0.06 0.33% |
The current 90-days correlation between Arbor Realty Trust and Arbor Realty Trust is 0.38 (i.e., Weak diversification). The correlation of Arbor Realty 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.
Arbor Realty Correlation With Market
Weak diversification
The correlation between Arbor Realty Trust and DJI is 0.36 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Arbor Realty Trust and DJI in the same portfolio, assuming nothing else is changed.
Arbor |
The ability to find closely correlated positions to Arbor Realty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Arbor Realty when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Arbor Realty - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Arbor Realty Trust to buy it.
Moving together with Arbor Preferred Stock
Moving against Arbor Preferred Stock
| 0.62 | RITM-PC | Rithm Capital Corp Earnings Call This Week | PairCorr |
| 0.56 | NLY-PI | Annaly Capital Management Earnings Call This Week | PairCorr |
| 0.51 | NLY-PF | Annaly Capital Management Earnings Call This Week | PairCorr |
| 0.5 | ACR-PC | ACRES Commercial Realty | PairCorr |
| 0.48 | RITM-PA | Rithm Capital Corp Earnings Call This Week | PairCorr |
| 0.48 | RITM-PB | Rithm Capital Corp Earnings Call This Week | PairCorr |
| 0.44 | GPMT-PA | Granite Point Mortgage | PairCorr |
| 0.43 | NLY-PG | Annaly Capital Management Earnings Call This Week | PairCorr |
| 0.42 | RITM-PD | Rithm Capital Corp Earnings Call This Week | PairCorr |
| 0.39 | MITT-PC | AG Mortgage Investment | PairCorr |
| 0.32 | IVR-PB | Invesco Mortgage Capital | PairCorr |
| 0.55 | MFA-PC | MFA Financial | PairCorr |
| 0.49 | AGNCO | AGNC Investment Corp | PairCorr |
| 0.48 | NYMTM | New York Mortgage | PairCorr |
| 0.47 | AGNCP | AGNC Investment Corp | PairCorr |
| 0.46 | AGNCM | AGNC Investment Corp | PairCorr |
| 0.43 | DX-PC | Dynex Capital | PairCorr |
| 0.42 | CIM-PD | Chimera Investment | PairCorr |
| 0.41 | CIM-PC | Chimera Investment | PairCorr |
| 0.39 | AGNCN | AGNC Investment Corp | PairCorr |
| 0.33 | TWO-PC | Two Harbors Investment | PairCorr |
Related Correlations Analysis
| -0.71 | 0.48 | 0.72 | 0.7 | ABR-PE | ||
| -0.71 | -0.57 | -0.82 | -0.8 | ABR-PF | ||
| 0.48 | -0.57 | 0.42 | 0.4 | ACR-PD | ||
| 0.72 | -0.82 | 0.42 | 0.73 | ARR-PC | ||
| 0.7 | -0.8 | 0.4 | 0.73 | CIM-PA | ||
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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 Arbor Preferred Stock performing well and Arbor Realty 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 Arbor Realty'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ABR-PE | 0.67 | (0.14) | 0.00 | (0.67) | 0.00 | 1.48 | 8.22 | |||
| ABR-PF | 0.79 | 0.20 | 0.11 | 0.89 | 0.79 | 2.14 | 6.09 | |||
| ACR-PD | 0.66 | (0.05) | 0.00 | (0.14) | 0.00 | 1.47 | 5.68 | |||
| ARR-PC | 0.60 | (0.08) | 0.00 | (0.21) | 0.00 | 1.21 | 4.11 | |||
| CIM-PA | 0.67 | (0.07) | 0.00 | (0.40) | 0.00 | 1.38 | 4.49 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Arbor Realty without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Arbor Realty Corporate Management
| Ivan Kaufman | Pres Chairman | Profile | |
| CPA Ridings | MD Officer | Profile | |
| Howard Leiner | Ex CTO | Profile | |
| Paul Elenio | Ex CFO | Profile | |
| Lee Roth | VP | Profile | |
| JD BA | Exec Counsel | Profile | |
| John Caulfield | Ex Lending | Profile |