CoStar Correlations

CSGP Stock

USD 61.50 0.43 0.69%

The current 90-days correlation between CoStar Group and Jones Lang LaSalle is 0.19 (i.e., Average diversification). The correlation of CoStar 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. If the correlation is 0, the equities are not correlated; they are entirely random.

CoStar Correlation With Market

Very good diversification

The correlation between CoStar Group and DJI is -0.49 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CoStar Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with CoStar Stock

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

Moving together with CoStar Stock

0.63

Zillow Group Class

Pair Corr

Moving against CoStar Stock

0.62	000628	ChengDu Hi Tech	Pair Corr
0.59	DRM	Dream Unlimited Corp	Pair Corr
0.53	GRP-UN	Granite Real Estate	Pair Corr
0.5	SVI	Storage Vault Canada	Pair Corr
0.46	MRD	Melcor Developments	Pair Corr
0.39	002208	Hefei Urban Construction	Pair Corr
0.39	AEI	Alset Ehome International	Pair Corr
0.63	IRS	IRSA Inversiones Y Earnings Call This Week	Pair Corr
0.59	JLL	Jones Lang LaSalle	Pair Corr
0.57	CBL	CBL Associates Properties	Pair Corr
0.43	FOR	Forestar Group	Pair Corr
0.34	CWK	Cushman Wakefield plc	Pair Corr
0.62	NXDT	NexPoint Strategic	Pair Corr
0.52	PKT	Parkit Enterprise	Pair Corr
0.52	BRE	Bridgemarq Real Estate	Pair Corr
0.4	ROAD	Roadside Real Estate	Pair Corr
0.39	600053	Kunwu Jiuding Investment	Pair Corr
0.38	000506	Zhongrun Resources	Pair Corr

Related Correlations Analysis

	JLL	CWK	CIGI	NMRK	NEN	MMI	MAYS	FSV	MLP	FRPH
JLL		0.73	-0.3	0.57	-0.83	-0.79	-0.39	0.53	0.88	0.06	JLL
CWK	0.73		0.04	0.64	-0.5	-0.39	-0.47	0.66	0.54	0.14	CWK
CIGI	-0.3	0.04		0.38	0.24	0.36	0.02	0.07	-0.03	-0.07	CIGI
NMRK	0.57	0.64	0.38		-0.47	-0.16	-0.07	0.37	0.69	-0.05	NMRK
NEN	-0.83	-0.5	0.24	-0.47		0.69	0.17	-0.24	-0.85	0.28	NEN
MMI	-0.79	-0.39	0.36	-0.16	0.69		0.51	-0.47	-0.72	-0.07	MMI
MAYS	-0.39	-0.47	0.02	-0.07	0.17	0.51		-0.71	-0.29	-0.47	MAYS
FSV	0.53	0.66	0.07	0.37	-0.24	-0.47	-0.71		0.41	0.43	FSV
MLP	0.88	0.54	-0.03	0.69	-0.85	-0.72	-0.29	0.41		-0.04	MLP
FRPH	0.06	0.14	-0.07	-0.05	0.28	-0.07	-0.47	0.43	-0.04		FRPH
	JLL	CWK	CIGI	NMRK	NEN	MMI	MAYS	FSV	MLP	FRPH

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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

MLP	+ 0.88	JLL
CWK	+ 0.73	JLL
MLP	+ 0.69	NMRK
MMI	+ 0.69	NEN
FSV	+ 0.66	CWK
NMRK	+ 0.64	CWK

High negative correlations

MLP	- 0.85	NEN
NEN	- 0.83	JLL
MMI	- 0.79	JLL
MLP	- 0.72	MMI
FSV	- 0.71	MAYS
NEN	- 0.5	CWK

Risk-Adjusted Indicators

There is a big difference between CoStar Stock performing well and CoStar 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 CoStar'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
JLL	1.29	0.29	0.16	(3.48)	1.23	(1.40)	3.97	(2.34)	7.53
CWK	1.57	0.11	0.03	(0.36)	1.70	(1.91)	4.23	(2.53)	12.40
CIGI	1.05	(0.24)	0.00	(2.15)	0.00	0.00	2.17	(2.48)	5.76
NMRK	1.49	0.05	0.00	(0.19)	1.71	(1.70)	3.42	(2.35)	10.30
NEN	0.85	(0.14)	0.00	(0.30)	0.00	0.00	2.26	(2.46)	6.28
MMI	1.33	(0.10)	0.00	0.24	0.00	0.00	3.06	(2.86)	9.79
MAYS	0.73	0.25	0.00	11.68	0.00	0.00	3.67	(1.83)	4.33
FSV	1.03	(0.03)	0.00	(0.09)	0.00	0.00	2.04	(2.30)	6.36
MLP	1.27	0.16	0.09	0.60	1.36	(1.48)	3.65	(2.07)	8.45
FRPH	1.19	0.05	0.01	(0.23)	1.78	(1.14)	2.33	(2.79)	8.28

CoStar Corporate Management

Cyndi Eakin	Senior Controller	Profile
Frank Simuro	Chief Officer	Profile
Timothy Trainor	Communications Director	Profile
Richard Simonelli	Head Relations	Profile
Mark Ibbotson	Managing Canada	Profile
Christian Lown	Chief Officer	Profile

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