EPR Properties Correlations

EPR Stock

USD 51.70 0.08 0.15%

The current 90-days correlation between EPR Properties and Sabra Healthcare REIT is 0.2 (i.e., Modest 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

Very weak diversification

The correlation between EPR Properties and DJI is 0.42 (i.e., Very weak 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 various price indices.

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

Moving together with EPR Stock

0.69	OIS	Oil States International	Pair Corr
0.68	FGNXP	Fundamental Global Symbol Change	Pair Corr
0.61	APA	APA Corporation	Pair Corr
0.68	SMDRF	Sierra Madre Gold	Pair Corr
0.67	URI	United Rentals	Pair Corr
0.64	HNNA	Hennessy Ad Earnings Call Next Week	Pair Corr
0.68	ICE	Intercontinental Exchange Earnings Call Next Week	Pair Corr
0.65	BESIY	BE Semiconductor Ind	Pair Corr

Moving against EPR Stock

0.36	03040WAJ4	US03040WAJ45	Pair Corr
0.55	13034VAB0	US13034VAB09	Pair Corr
0.49	MYBUF	Meyer Burger Technology	Pair Corr

Related Correlations Analysis

	SBRA	RYN	KRG	PECO	ABR	SLG	OUT	PSA	MAC
SBRA		0.21	0.56	0.49	-0.52	-0.27	0.75	0.05	0.34	SBRA
RYN	0.21		0.42	0.34	-0.33	0.31	0.36	0.79	0.47	RYN
KRG	0.56	0.42		0.83	-0.77	-0.08	0.8	-0.01	0.84	KRG
PECO	0.49	0.34	0.83		-0.72	-0.34	0.8	-0.08	0.62	PECO
ABR	-0.52	-0.33	-0.77	-0.72		0.29	-0.77	0.09	-0.59	ABR
SLG	-0.27	0.31	-0.08	-0.34	0.29		-0.51	0.43	0.09	SLG
OUT	0.75	0.36	0.8	0.8	-0.77	-0.51		0.01	0.56	OUT
PSA	0.05	0.79	-0.01	-0.08	0.09	0.43	0.01		0.05	PSA
MAC	0.34	0.47	0.84	0.62	-0.59	0.09	0.56	0.05		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

MAC	+ 0.84	KRG
PECO	+ 0.83	KRG
OUT	+ 0.8	KRG
OUT	+ 0.8	PECO
PSA	+ 0.79	RYN
OUT	+ 0.75	SBRA

High negative correlations

OUT	- 0.77	ABR
ABR	- 0.77	KRG
ABR	- 0.72	PECO
MAC	- 0.59	ABR
ABR	- 0.52	SBRA
OUT	- 0.51	SLG

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	0.90	0.11	0.05	(62.34)	0.87	(1.00)	2.04	(1.61)	5.40
RYN	1.40	0.00	(0.03)	0.08	1.46	(1.68)	3.60	(2.56)	8.02
KRG	0.78	0.06	0.01	0.36	0.88	(0.90)	2.04	(1.78)	5.39
PECO	0.66	0.07	0.00	(0.80)	0.57	(0.79)	1.53	(0.88)	4.29
ABR	1.86	(0.66)	0.00	(0.45)	0.00	0.00	3.39	(4.81)	12.62
SLG	1.62	(0.28)	0.00	(0.15)	0.00	0.00	2.57	(3.23)	10.73
OUT	1.54	0.58	0.49	1.19	0.58	(2.05)	3.65	(1.73)	16.82
PSA	1.11	(0.08)	0.00	(0.03)	0.00	0.00	2.27	(1.90)	6.57
MAC	1.18	0.05	0.03	0.11	1.43	(1.21)	2.43	(2.25)	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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