Franklin BSP Correlations
| FBRT Stock | USD 13.10 0.09 0.69% |
The current 90-days correlation between Franklin BSP Realty and Via Renewables is -0.11 (i.e., Good diversification). The correlation of Franklin BSP 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.
Franklin BSP Correlation With Market
Very weak diversification
The correlation between Franklin BSP Realty and DJI is 0.53 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Franklin BSP Realty and DJI in the same portfolio, assuming nothing else is changed.
Franklin |
Moving together with Franklin Stock
Moving against Franklin Stock
Related Correlations Analysis
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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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Franklin Stock performing well and Franklin BSP 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 Franklin BSP's 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AGNCN | 0.30 | 0.03 | (0.28) | (0.49) | 0.28 | 0.63 | 2.32 | |||
| AQUI | 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 | 1.21 | 2.80 | |||
| LBHIX | 0.11 | 0.01 | (0.41) | 0.46 | 0.00 | 0.24 | 0.96 | |||
| VIASP | 0.72 | 0.00 | (0.02) | 0.00 | 1.05 | 2.28 | 7.18 | |||
| RRTLX | 0.24 | (0.02) | (0.31) | 0.05 | 0.24 | 0.56 | 1.37 | |||
| OSHDF | 39.65 | 20.22 | 0.00 | (24.88) | 0.00 | 0.00 | 1,329 | |||
| SITKF | 5.58 | 1.06 | 0.14 | 3.03 | 5.02 | 14.29 | 32.64 | |||
| RWAYL | 0.13 | 0.03 | (0.46) | 2.12 | 0.00 | 0.32 | 1.21 | |||
| SEGI | 10.80 | 2.87 | 0.14 | (1.04) | 10.74 | 33.33 | 63.33 |
Franklin BSP Corporate Management
| Elizabeth Tuppeny | Lead Independent Director | Profile | |
| Michelle Goolsby | Independent Director | Profile | |
| Michael Oneil | Independent Director | Profile | |
| Peter McDonough | Independent Director | Profile | |
| Patsy Augustine | Independent Director | Profile | |
| Aaron Derby | Managing Director | Profile |