EastGroup Properties Correlations

EGP Stock

USD 202.19 1.79 0.89%

A high positive correlation means the stock tends to rise and fall in tandem with the paired instrument.

Market Correlation Snapshot: EastGroup Properties

Poor diversification

For the present investment horizon, the measured correlation between EastGroup Properties and Dow Jones stands at 0.62, or Poor diversification. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.

EastGroup Properties has a market cap of 10.66 billion, an operating margin of 40.15% (TTM), current ratio of 0.68. Margin trends and liquidity ratios are among the first indicators to shift ahead of earnings revisions. Position weights are derived from the selected portfolio construction methodology. Broader economic conditions can influence EastGroup Properties's company valuation - related indicators include signals in price.

For more detail on EastGroup Stock please use our How to Invest in EastGroup Stock guide.

Moving together with EastGroup Stock

0.7	MSFT	Microsoft	Pair Corr
0.65	JPM	JPMorgan Chase	Pair Corr
0.68	CSCO	Cisco Systems Earnings Call This Week	Pair Corr
0.7	INTC	Intel Buyout Trend	Pair Corr

Moving Against EastGroup Stock

0.58	XOM	Exxon Mobil Corp	Pair Corr
0.42	MCD	McDonalds Earnings Call Tomorrow	Pair Corr

Related Correlations Analysis

	REXR	CUBE	LINE	FR	STAG	ARE	AGNC	FRT
REXR		0.0	0.0	0.0	0.0	0.0	0.0	0.0	REXR
CUBE	0.0		0.7	0.87	0.84	0.0	0.0	0.71	CUBE
LINE	0.0	0.7		0.53	0.7	0.0	0.0	0.21	LINE
FR	0.0	0.87	0.53		0.83	0.0	0.0	0.81	FR
STAG	0.0	0.84	0.7	0.83		0.0	0.0	0.62	STAG
ARE	0.0	0.0	0.0	0.0	0.0		0.0	0.0	ARE
AGNC	0.0	0.0	0.0	0.0	0.0	0.0		0.0	AGNC
FRT	0.0	0.71	0.21	0.81	0.62	0.0	0.0		FRT
	REXR	CUBE	LINE	FR	STAG	ARE	AGNC	FRT

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

FR	+ 0.87	CUBE
STAG	+ 0.84	CUBE
STAG	+ 0.83	FR
FRT	+ 0.81	FR
FRT	+ 0.71	CUBE
LINE	+ 0.7	CUBE

High negative correlations

FRT	- 0.0	AGNC
FRT	- 0.0	ARE
AGNC	- 0.0	ARE
AGNC	- 0.0	STAG
ARE	- 0.0	STAG
AGNC	- 0.0	FR

Risk-Adjusted Indicators

Headline performance for EastGroup Stock may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
REXR	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
CUBE	1.12	0.05	0.03	0.04	1.46	-1.11	2.09	-2.35	8.26
LINE	2.14	0.03	0.01	0.00	2.61	-2.19	5.12	-4.40	12.47
FR	1.06	0.11	0.08	0.12	1.36	-1.04	1.96	-2.29	5.36
STAG	1.06	-0.02	0.00	-0.04	0.00	0.00	2.10	-2.23	6.29
ARE	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
AGNC	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
FRT	0.85	0.19	0.17	0.46	0.92	-0.91	1.67	-1.54	4.74

EastGroup Properties Corporate Management

Ryan Collins	Executive VP & Head of Western Region	Profile
Ceejaye Peters	VP & Corporate Counsel	Profile
Brian Laird	CIO & VP	Profile
Chris Segrest	Managing Florida	Profile