Essential Properties Correlations

EPRT Stock

USD 31.91 0.44 1.40%

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

Essential Properties Correlation With Market

Good diversification

The correlation between Essential Properties Realty and DJI is -0.06 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Essential Properties Realty and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Essential Stock

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

Moving together with Essential Stock

0.64

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Pair Corr

Moving against Essential Stock

0.5	UIS	Unisys	Pair Corr
0.6	DIS	Walt Disney	Pair Corr
0.47	MSFT	Microsoft Sell-off Trend	Pair Corr
0.46	AXP	American Express	Pair Corr

Related Correlations Analysis

	TRNO	RITM	RHP	REXR	GNL	CTRE	FR	STWD	STAG	BPYPO
TRNO		0.04	0.48	-0.03	0.53	0.65	0.45	0.21	0.5	0.42	TRNO
RITM	0.04		0.1	-0.01	0.51	0.2	0.28	0.55	-0.41	0.42	RITM
RHP	0.48	0.1		-0.24	0.56	0.29	0.67	0.54	-0.18	0.5	RHP
REXR	-0.03	-0.01	-0.24		-0.39	-0.32	-0.29	-0.26	0.38	-0.34	REXR
GNL	0.53	0.51	0.56	-0.39		0.62	0.77	0.7	-0.22	0.87	GNL
CTRE	0.65	0.2	0.29	-0.32	0.62		0.63	0.37	0.29	0.41	CTRE
FR	0.45	0.28	0.67	-0.29	0.77	0.63		0.74	-0.15	0.6	FR
STWD	0.21	0.55	0.54	-0.26	0.7	0.37	0.74		-0.37	0.57	STWD
STAG	0.5	-0.41	-0.18	0.38	-0.22	0.29	-0.15	-0.37		-0.25	STAG
BPYPO	0.42	0.42	0.5	-0.34	0.87	0.41	0.6	0.57	-0.25		BPYPO
	TRNO	RITM	RHP	REXR	GNL	CTRE	FR	STWD	STAG	BPYPO

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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

BPYPO	+ 0.87	GNL
FR	+ 0.77	GNL
STWD	+ 0.74	FR
STWD	+ 0.7	GNL
FR	+ 0.67	RHP
CTRE	+ 0.65	TRNO

High negative correlations

STAG	- 0.41	RITM
GNL	- 0.39	REXR
STAG	- 0.37	STWD
BPYPO	- 0.34	REXR
CTRE	- 0.32	REXR
FR	- 0.29	REXR

Risk-Adjusted Indicators

There is a big difference between Essential Stock performing well and Essential 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 Essential 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
TRNO	0.93	0.17	0.10	0.71	0.88	(1.03)	2.49	(1.77)	5.89
RITM	1.05	(0.09)	0.00	(0.03)	0.00	0.00	2.15	(1.75)	11.83
RHP	1.06	0.09	0.08	0.18	0.89	(1.29)	2.66	(1.67)	6.96
REXR	1.19	(0.16)	0.00	(0.13)	0.00	0.00	2.30	(1.96)	9.72
GNL	1.10	0.46	0.36	(3.19)	0.60	(1.45)	2.49	(1.37)	8.05
CTRE	0.93	0.13	0.03	(1.21)	1.09	(0.94)	1.61	(2.27)	6.71
FR	0.84	0.12	0.06	1.02	0.74	(0.97)	2.08	(1.43)	4.65
STWD	0.83	(0.03)	(0.07)	0.03	0.92	(1.00)	1.81	(1.46)	4.49
STAG	0.71	0.02	(0.06)	0.18	0.75	(0.80)	1.61	(1.35)	3.62
BPYPO	0.59	0.07	(0.01)	0.65	0.73	(0.69)	1.36	(1.01)	5.05

Essential Properties Corporate Management

Kristin JD	Senior Counsel	Profile
Max Jenkins	Executive Investments	Profile
A Peil	Executive Management	Profile
Chama Punlert	VP Credit	Profile
Joseph CFA	Executive Officer	Profile

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