Apollo Commercial Correlations

ARI Stock

USD 10.63 0.09 0.85%

The current 90-days correlation between Apollo Commercial Real and Ladder Capital Corp is 0.47 (i.e., Very weak diversification). The correlation of Apollo Commercial 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.

Apollo Commercial Correlation With Market

Poor diversification

The correlation between Apollo Commercial Real and DJI is 0.7 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Apollo Commercial Real and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Apollo Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Apollo Commercial Real. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real.

Moving together with Apollo Stock

0.62	DX	Dynex Capital	Pair Corr
0.8	DDT	Dillards Capital Trust	Pair Corr
0.7	IVR	Invesco Mortgage Capital	Pair Corr
0.71	MFA	MFA Financial	Pair Corr
0.62	ORC	Orchid Island Capital	Pair Corr
0.68	ACRE	Ares Commercial Real	Pair Corr
0.73	ADAM	New York Mortgage Symbol Change	Pair Corr
0.72	AGNC	AGNC Investment Corp	Pair Corr
0.85	MBFJF	Mitsubishi UFJ Financial	Pair Corr

Moving against Apollo Stock

0.7	GPMT	Granite Point Mortgage	Pair Corr
0.69	ACR	Acres Commercial Realty Earnings Call This Week	Pair Corr
0.66	EFC	Ellington Financial	Pair Corr
0.64	RC	Ready Capital Corp	Pair Corr
0.56	ABR	Arbor Realty Trust Earnings Call This Week	Pair Corr
0.5	KREF	KKR Real Estate	Pair Corr
0.81	PBCRY	Bank Central Asia	Pair Corr
0.79	AFCG	AFC Gamma	Pair Corr
0.64	ORGN	Origin Materials	Pair Corr
0.5	PTAIF	PT Astra International	Pair Corr

Related Correlations Analysis

	LADR	KREF	EFC	TRTX	IIPR	ARR	CIM	DX	PMT	MFA
LADR		0.71	0.6	0.58	0.67	0.34	0.23	0.3	0.58	0.29	LADR
KREF	0.71		0.66	0.33	0.48	-0.26	-0.36	-0.21	0.18	-0.34	KREF
EFC	0.6	0.66		0.28	0.41	0.11	-0.13	-0.02	0.56	-0.14	EFC
TRTX	0.58	0.33	0.28		0.46	0.56	0.25	0.61	0.59	0.56	TRTX
IIPR	0.67	0.48	0.41	0.46		0.11	0.1	0.04	0.25	0.13	IIPR
ARR	0.34	-0.26	0.11	0.56	0.11		0.78	0.9	0.79	0.91	ARR
CIM	0.23	-0.36	-0.13	0.25	0.1	0.78		0.69	0.51	0.83	CIM
DX	0.3	-0.21	-0.02	0.61	0.04	0.9	0.69		0.72	0.92	DX
PMT	0.58	0.18	0.56	0.59	0.25	0.79	0.51	0.72		0.64	PMT
MFA	0.29	-0.34	-0.14	0.56	0.13	0.91	0.83	0.92	0.64		MFA
	LADR	KREF	EFC	TRTX	IIPR	ARR	CIM	DX	PMT	MFA

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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

MFA	+ 0.92	DX
MFA	+ 0.91	ARR
DX	+ 0.9	ARR
MFA	+ 0.83	CIM
PMT	+ 0.79	ARR
CIM	+ 0.78	ARR

High negative correlations

CIM	- 0.36	KREF
MFA	- 0.34	KREF
ARR	- 0.26	KREF
DX	- 0.21	KREF
MFA	- 0.14	EFC
CIM	- 0.13	EFC

Risk-Adjusted Indicators

There is a big difference between Apollo Stock performing well and Apollo Commercial 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 Apollo Commercial'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
LADR	0.93	(0.06)	(0.04)	0.00	1.61	(0.86)	1.75	(1.90)	9.16
KREF	1.36	(0.32)	0.00	(0.23)	0.00	0.00	2.44	(3.02)	11.70
EFC	0.75	(0.15)	0.00	(0.28)	0.00	0.00	1.17	(1.62)	5.32
TRTX	0.92	(0.10)	0.00	(0.06)	0.00	0.00	1.47	(2.24)	7.85
IIPR	1.69	(0.06)	0.00	(0.01)	0.00	0.00	3.09	(3.52)	14.66
ARR	1.03	0.16	0.07	0.45	1.39	(1.09)	2.16	(1.92)	8.30
CIM	1.25	0.26	0.10	(0.60)	1.28	(1.44)	2.51	(2.10)	9.12
DX	0.72	0.09	0.04	0.42	0.94	(0.81)	1.75	(1.07)	7.50
PMT	1.09	0.00	(0.01)	0.07	2.49	(1.07)	2.42	(1.76)	16.00
MFA	0.97	0.13	0.08	0.27	1.06	(1.22)	1.92	(1.54)	9.61

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