Arbor Realty Correlations

ABR-PF Preferred Stock

20.40 0.21 1.02%

The current 90-days correlation between Arbor Realty Trust and Two Harbors Investment is 0.28 (i.e., Modest 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

Significant diversification

The correlation between Arbor Realty Trust and DJI is 0.09 (i.e., Significant 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.

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

0.64	MITT-PA	AG Mortgage Investment	Pair Corr
0.77	MITT-PB	AG Mortgage Investment	Pair Corr
0.93	MITT-PC	AG Mortgage Investment	Pair Corr
0.81	NREF-PA	NexPoint Real Estate	Pair Corr
0.88	LFT-PA	Lument Finance Trust	Pair Corr
0.93	ACR-PC	ACRES Commercial Realty	Pair Corr
0.8	TRTX-PC	TPG RE Finance Potential Growth	Pair Corr
0.75	GPMT-PA	Granite Point Mortgage	Pair Corr
0.83	NLY-PI	Annaly Capital Management	Pair Corr
0.91	NLY-PF	Annaly Capital Management	Pair Corr
0.88	NLY-PG	Annaly Capital Management	Pair Corr
0.73	ABR-PE	Arbor Realty Trust	Pair Corr
0.74	ABR-PD	Arbor Realty Trust	Pair Corr
0.91	RITM-PC	Rithm Capital Corp	Pair Corr
0.91	RITM-PD	Rithm Capital Corp	Pair Corr
0.95	RITM-PA	Rithm Capital Corp	Pair Corr
0.97	RITM-PB	Rithm Capital Corp	Pair Corr
0.66	NYMTN	New York Mortgage	Pair Corr
0.94	NYMTL	New York Mortgage	Pair Corr
0.97	NYMTM	New York Mortgage	Pair Corr
0.79	ARR-PC	ARMOUR Residential REIT	Pair Corr
0.62	CHMI-PA	Cherry Hill Mortgage	Pair Corr
0.64	CHMI-PB	Cherry Hill Mortgage	Pair Corr
0.91	TWO-PC	Two Harbors Investment	Pair Corr
0.71	TWO-PA	Two Harbors Investment	Pair Corr
0.75	MFA-PC	MFA Financial	Pair Corr

Moving against Arbor Preferred Stock

0.65	MRTI	Maxus Realty Trust	Pair Corr
0.64	ECRO	Ecc Cap Corp	Pair Corr
0.33	IVR-PC	Invesco Mortgage Capital	Pair Corr
0.57	SACH	Sachem Capital Corp	Pair Corr
0.54	DTLAP	Brookfield DTLA	Pair Corr
0.33	AMCT	American Education Center	Pair Corr

Related Correlations Analysis

	NYMTL	NYMTZ	TWO-PA	TWO-PB
NYMTL		0.39	0.59	0.34	NYMTL
NYMTZ	0.39		0.77	0.78	NYMTZ
TWO-PA	0.59	0.77		0.88	TWO-PA
TWO-PB	0.34	0.78	0.88		TWO-PB
	NYMTL	NYMTZ	TWO-PA	TWO-PB

Click cells to compare fundamentals

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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
NYMTL	0.50	0.13	0.05	0.74	0.37	(0.58)	1.21	(0.85)	3.36
NYMTZ	0.66	0.14	0.00	(0.84)	0.63	(0.85)	1.63	(1.30)	4.88
TWO-PA	0.39	0.03	(0.18)	(0.79)	0.42	(0.45)	0.89	(0.69)	2.69
TWO-PB	0.46	0.01	(0.20)	(0.31)	0.54	(0.50)	1.01	(0.72)	3.31

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.

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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

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