EPR Properties Correlations

EPR Stock

USD 51.25 0.49 0.97%

The current 90-days correlation between EPR Properties and Sabra Healthcare REIT is 0.17 (i.e., Average 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. If the correlation is 0, the equities are not correlated; they are entirely random.

EPR Properties Correlation With Market

Average diversification

The correlation between EPR Properties and DJI is 0.14 (i.e., Average 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.

Build AI portfolio with EPR Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in EPR Properties. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

To learn how to invest in EPR Stock, please use our How to Invest in EPR Properties guide.

Moving together with EPR Stock

0.62	FCPT	Four Corners Property	Pair Corr
0.64	FPI	Farmland Partners	Pair Corr
0.84	OPINL	Office Properties Income	Pair Corr

Moving against EPR Stock

0.82	GLUC	Glucose Health	Pair Corr
0.8	LCDX	Caliber Imaging Diag	Pair Corr
0.76	CAH	Cardinal Health	Pair Corr
0.76	BYSD	Bayside Corp	Pair Corr
0.69	DGWPF	Drgerwerk AG	Pair Corr
0.66	FLIDY	FLSmidth Co AS	Pair Corr
0.64	NRC	National Research Corp	Pair Corr
0.63	LUMN	Lumen Technologies	Pair Corr
0.58	FTV	Fortive Corp	Pair Corr
0.57	MGCV	MGC Ventures	Pair Corr
0.49	BNXAF	Banxa Holdings	Pair Corr
0.48	TUXS	Tuxis	Pair Corr
0.47	PLTK	Playtika Holding Corp	Pair Corr
0.36	SIGL	Signal Advance	Pair Corr
0.32	LAMR	Lamar Advertising	Pair Corr
0.81	TMSNY	Temenos Group AG	Pair Corr
0.78	CASXF	Casa Minerals	Pair Corr
0.78	CICOY	COSCO SHIPPING Holdings	Pair Corr
0.73	NAUFF	NevGold Corp	Pair Corr
0.66	CTOWY	China TowerLimited	Pair Corr
0.61	SGTM	National Storm Recovery	Pair Corr
0.6	FSRL	First Reliance Bancshares Normal Trading	Pair Corr
0.58	ALB	Albemarle Corp	Pair Corr
0.57	SYF	Synchrony Financial	Pair Corr
0.56	FCOB	1st Colonial Bancorp	Pair Corr
0.55	ARVN	Arvinas	Pair Corr
0.55	ADAMI	New York Mortgage Symbol Change	Pair Corr

Related Correlations Analysis

	SBRA	RYN	KRG	PECO	ABR	SLG	OUT	PSA	MAC
SBRA		-0.58	0.58	0.74	-0.76	-0.73	0.88	-0.71	0.32	SBRA
RYN	-0.58		-0.44	-0.6	0.82	0.89	-0.65	0.67	0.01	RYN
KRG	0.58	-0.44		0.91	-0.64	-0.58	0.75	-0.5	0.74	KRG
PECO	0.74	-0.6	0.91		-0.79	-0.74	0.86	-0.67	0.56	PECO
ABR	-0.76	0.82	-0.64	-0.79		0.87	-0.86	0.91	-0.31	ABR
SLG	-0.73	0.89	-0.58	-0.74	0.87		-0.83	0.75	-0.13	SLG
OUT	0.88	-0.65	0.75	0.86	-0.86	-0.83		-0.82	0.43	OUT
PSA	-0.71	0.67	-0.5	-0.67	0.91	0.75	-0.82		-0.3	PSA
MAC	0.32	0.01	0.74	0.56	-0.31	-0.13	0.43	-0.3		MAC
	SBRA	RYN	KRG	PECO	ABR	SLG	OUT	PSA	MAC

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

PECO	+ 0.91	KRG
PSA	+ 0.91	ABR
SLG	+ 0.89	RYN
OUT	+ 0.88	SBRA
SLG	+ 0.87	ABR
OUT	+ 0.86	PECO

High negative correlations

OUT	- 0.86	ABR
OUT	- 0.83	SLG
PSA	- 0.82	OUT
ABR	- 0.79	PECO
ABR	- 0.76	SBRA
SLG	- 0.74	PECO

Risk-Adjusted Indicators

There is a big difference between EPR 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
SBRA	0.99	0.06	0.01	(9.15)	1.16	(1.06)	1.98	(1.76)	5.40
RYN	1.21	(0.22)	0.00	(0.45)	0.00	0.00	2.04	(3.00)	8.45
KRG	0.90	0.08	0.05	0.17	0.99	(1.00)	2.02	(1.68)	5.18
PECO	0.67	0.04	(0.01)	0.49	0.66	(0.75)	1.52	(1.12)	3.60
ABR	1.71	(0.65)	0.00	(0.42)	0.00	0.00	2.46	(4.81)	14.71
SLG	1.71	(0.41)	0.00	(0.25)	0.00	0.00	2.38	(3.47)	10.73
OUT	1.51	0.39	0.28	0.60	0.98	(1.85)	3.65	(2.07)	16.82
PSA	0.98	(0.19)	0.00	(0.26)	0.00	0.00	1.86	(1.97)	4.88
MAC	1.29	(0.02)	(0.01)	0.04	1.70	(1.31)	2.43	(2.32)	7.29

EPR Properties Corporate Management

April Jenkins	VP Controller	Profile
Gwendolyn Johnson	Senior Management	Profile
Paul Turvey	Senior Counsel	Profile
Robin Sterneck	Independent Trustee	Profile

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