EPR Properties Correlations

EPR Stock

USD 45.63 0.61 1.35%

The current 90-days correlation between EPR Properties and Broadstone Net Lease is 0.71 (i.e., Poor 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

Modest diversification

The correlation between EPR Properties and DJI is 0.24 (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.

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 american community survey.

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

Moving together with EPR Stock

0.88	O	Realty Income	Pair Corr
0.73	FR	First Industrial Realty	Pair Corr
0.68	WY	Weyerhaeuser Fiscal Year End 23rd of January 2025	Pair Corr
0.79	VICI	VICI Properties	Pair Corr
0.61	ELME	Elme Communities	Pair Corr
0.68	ALX	Alexanders	Pair Corr
0.83	AMT	American Tower Corp	Pair Corr
0.86	ARE	Alexandria Real Estate	Pair Corr
0.94	BNL	Broadstone Net Lease	Pair Corr
0.84	CCI	Crown Castle Fiscal Year End 22nd of January 2025	Pair Corr
0.8	CIO	City Office	Pair Corr

Moving against EPR Stock

0.6	UE	Urban Edge Properties	Pair Corr
0.53	WELL	Welltower	Pair Corr
0.5	AKR	Acadia Realty Trust	Pair Corr
0.35	EQIX	Equinix	Pair Corr
0.66	FSP	Franklin Street Prop	Pair Corr
0.62	IVT	Inventrust Properties	Pair Corr
0.61	DLR	Digital Realty Trust	Pair Corr
0.55	KIM	Kimco Realty	Pair Corr
0.54	BRX	Brixmor Property	Pair Corr
0.48	KRG	Kite Realty Group	Pair Corr
0.34	CUZ	Cousins Properties	Pair Corr

Related Correlations Analysis

	BNL	AHH	BRSP	SAFE	EPRT	CTO	GOOD	WPC
BNL		0.24	-0.66	0.87	0.27	-0.36	-0.42	0.82	BNL
AHH	0.24		0.01	0.52	-0.33	-0.3	-0.59	0.43	AHH
BRSP	-0.66	0.01		-0.56	0.03	0.52	0.53	-0.51	BRSP
SAFE	0.87	0.52	-0.56		0.1	-0.55	-0.61	0.95	SAFE
EPRT	0.27	-0.33	0.03	0.1		0.29	0.58	0.24	EPRT
CTO	-0.36	-0.3	0.52	-0.55	0.29		0.74	-0.46	CTO
GOOD	-0.42	-0.59	0.53	-0.61	0.58	0.74		-0.47	GOOD
WPC	0.82	0.43	-0.51	0.95	0.24	-0.46	-0.47		WPC
	BNL	AHH	BRSP	SAFE	EPRT	CTO	GOOD	WPC

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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

WPC	+ 0.95	SAFE
SAFE	+ 0.87	BNL
WPC	+ 0.82	BNL
GOOD	+ 0.74	CTO
GOOD	+ 0.58	EPRT
GOOD	+ 0.53	BRSP

High negative correlations

BRSP	- 0.66	BNL
GOOD	- 0.61	SAFE
GOOD	- 0.59	AHH
SAFE	- 0.56	BRSP
CTO	- 0.55	SAFE
WPC	- 0.51	BRSP

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
BNL	0.78	(0.09)	0.00	(0.11)	0.00	0.00	1.59	(1.71)	5.03
AHH	0.97	(0.13)	0.00	(0.22)	0.00	0.00	1.63	(1.74)	11.25
BRSP	1.42	0.09	0.06	0.21	1.44	(1.60)	3.10	(2.74)	22.56
SAFE	1.43	(0.29)	0.00	(0.28)	0.00	0.00	2.70	(3.71)	10.10
EPRT	0.82	0.09	0.00	0.50	0.94	(0.88)	1.67	(1.77)	4.84
CTO	1.16	0.12	0.01	0.63	2.18	(1.22)	2.27	(1.39)	19.07
GOOD	0.89	0.22	0.17	0.67	0.60	(1.11)	1.94	(1.58)	8.00
WPC	0.79	(0.05)	0.00	(0.14)	0.00	0.00	1.73	(1.57)	4.41

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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