EPR Properties Correlations

EPR-PC Preferred Stock

USD 21.46 0.22 1.04%

The current 90-days correlation between EPR Properties and EPR Properties is 0.5 (i.e., Very weak diversification). The correlation of EPR Properties 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.

EPR Properties Correlation With Market

Modest diversification

The correlation between EPR Properties and DJI is 0.2 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding EPR Properties and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to EPR Properties could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace EPR Properties 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 EPR Properties - 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 EPR Properties to buy it.

Moving together with EPR Preferred Stock

0.75	EPR-PE	EPR Properties Series	Pair Corr
0.91	EPR-PG	EPR Properties	Pair Corr
0.79	DLR-PL	Digital Realty Trust	Pair Corr
0.86	DLR-PJ	Digital Realty Trust	Pair Corr
0.8	O	Realty Income	Pair Corr
0.8	WY	Weyerhaeuser Fiscal Year End 23rd of January 2025	Pair Corr
0.89	ADC-PA	Agree Realty	Pair Corr
0.64	VNO-PL	Vornado Realty Trust	Pair Corr
0.64	VICI	VICI Properties	Pair Corr

Moving against EPR Preferred Stock

0.56	LANDM	Gladstone Land Corp	Pair Corr
0.41	PW-PA	Power REIT PFD	Pair Corr
0.37	UE	Urban Edge Properties	Pair Corr
0.74	EMITF	Elbit Imaging	Pair Corr
0.54	DOUG	Douglas Elliman	Pair Corr
0.31	WELL	Welltower	Pair Corr

Related Correlations Analysis

	EPR-PG	LXP-PC	AQUI	MSTSX	ABHYX	LBHIX	SCAXF	VIASP	RRTLX
EPR-PG		0.45	0.0	0.43	0.63	0.31	0.33	-0.52	0.45	EPR-PG
LXP-PC	0.45		0.0	0.69	0.48	0.8	0.1	-0.09	0.69	LXP-PC
AQUI	0.0	0.0		0.0	0.0	0.0	0.0	0.0	0.0	AQUI
MSTSX	0.43	0.69	0.0		0.29	0.69	0.02	-0.11	0.87	MSTSX
ABHYX	0.63	0.48	0.0	0.29		0.59	-0.03	-0.21	0.43	ABHYX
LBHIX	0.31	0.8	0.0	0.69	0.59		-0.26	0.15	0.72	LBHIX
SCAXF	0.33	0.1	0.0	0.02	-0.03	-0.26		-0.78	-0.05	SCAXF
VIASP	-0.52	-0.09	0.0	-0.11	-0.21	0.15	-0.78		0.0	VIASP
RRTLX	0.45	0.69	0.0	0.87	0.43	0.72	-0.05	0.0		RRTLX
	EPR-PG	LXP-PC	AQUI	MSTSX	ABHYX	LBHIX	SCAXF	VIASP	RRTLX

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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

RRTLX	+ 0.87	MSTSX
LBHIX	+ 0.8	LXP-PC
RRTLX	+ 0.72	LBHIX
MSTSX	+ 0.69	LXP-PC
RRTLX	+ 0.69	LXP-PC
LBHIX	+ 0.69	MSTSX

High negative correlations

VIASP	- 0.78	SCAXF
VIASP	- 0.52	EPR-PG
SCAXF	- 0.26	LBHIX
VIASP	- 0.21	ABHYX
VIASP	- 0.11	MSTSX
VIASP	- 0.09	LXP-PC

Risk-Adjusted Indicators

There is a big difference between EPR Preferred Stock performing well and EPR Properties 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 EPR Properties' 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
EPR-PG	0.69	(0.01)	(0.07)	0.10	1.00	(0.77)	1.48	(1.35)	8.04
LXP-PC	0.99	0.06	(0.02)	0.40	1.25	(1.12)	2.09	(2.11)	6.49
AQUI	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
MSTSX	0.48	(0.04)	(0.13)	0.06	0.50	(0.59)	1.21	(1.02)	2.80
ABHYX	0.17	0.02	(0.25)	(0.03)	0.26	(0.23)	0.34	(0.33)	1.91
LBHIX	0.11	0.01	(0.41)	0.46	0.00	(0.29)	0.24	(0.24)	0.96
SCAXF	0.70	(0.37)	0.00	(25.57)	0.00	0.00	0.00	0.00	23.47
VIASP	0.72	0.00	(0.02)	0.00	1.05	(0.80)	2.28	(1.15)	7.18
RRTLX	0.24	(0.02)	(0.31)	0.05	0.24	(0.27)	0.56	(0.56)	1.37

Be your own money manager

Our tools can tell you how much better you can do entering a position in EPR Properties 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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