Inventrust Properties Correlations

IVT Stock

USD 31.20 0.08 0.26%

The current 90-days correlation between Inventrust Properties and EPR Properties is 0.36 (i.e., Weak diversification). The correlation of Inventrust 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.

Inventrust Properties Correlation With Market

Poor diversification

The correlation between Inventrust Properties Corp and DJI is 0.68 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Inventrust Properties Corp and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Inventrust Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Inventrust Properties Corp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in persons.

Moving together with Inventrust Stock

0.94	O	Realty Income	Pair Corr
0.93	UE	Urban Edge Properties	Pair Corr
0.75	CRT-UN	CT Real Estate	Pair Corr
0.83	SUPR	Supermarket Income REIT Earnings Call This Week	Pair Corr
0.9	FCR-UN	First Capital Real	Pair Corr
0.65	PLZ-UN	Plaza Retail REIT Earnings Call This Week	Pair Corr
0.68	FCD-UN	Firm Capital Property Earnings Call This Week	Pair Corr
0.76	ADC	Agree Realty	Pair Corr
0.74	ALX	Alexanders	Pair Corr
0.71	SHC	Shaftesbury Capital PLC	Pair Corr
0.96	BFS	Saul Centers	Pair Corr
0.94	BRX	Brixmor Property	Pair Corr
0.89	FRT	Federal Realty Investment	Pair Corr
0.94	GTY	Getty Realty	Pair Corr
0.94	KIM	Kimco Realty	Pair Corr
0.9	KRG	Kite Realty Group Sell-off Trend	Pair Corr
0.71	MAC	Macerich	Pair Corr
0.91	NNN	National Retail Prop	Pair Corr
0.92	REG	Regency Centers	Pair Corr
0.61	SKT	Tanger Factory Outlet	Pair Corr
0.93	SPG	Simon Property Group	Pair Corr
0.84	9R4	PHILLIPS EDISON DL	Pair Corr
0.94	WSR	Whitestone REIT	Pair Corr
0.85	RRC	Regency Centers	Pair Corr
0.63	AXE	Alexanders	Pair Corr
0.74	SGR-U	Slate Grocery REIT	Pair Corr
0.86	PMZ-UN	Primaris Retail RE	Pair Corr
0.86	FGC1	KITE REALTY GRP	Pair Corr
0.71	MERY	Mercialys SA	Pair Corr

Moving against Inventrust Stock

0.77	WHLR	Wheeler Real Estate	Pair Corr
0.55	DXC	Dexus Convenience Retail	Pair Corr
0.34	CQR	Charter Hall Retail	Pair Corr
0.72	1D3	SERITAGE GWTH PRA	Pair Corr
0.82	SCG	Scentre Group	Pair Corr
0.63	RGN	Region Group	Pair Corr

Related Correlations Analysis

	ADC	EPR	CXW	FCPT	NSA	EFC	DEI	CURB	UE	ABR
ADC		0.81	-0.62	0.67	0.62	-0.73	-0.5	0.88	0.79	-0.39	ADC
EPR	0.81		-0.29	0.92	0.92	-0.67	-0.7	0.92	0.77	-0.6	EPR
CXW	-0.62	-0.29		-0.22	-0.1	0.65	0.08	-0.43	-0.35	0.03	CXW
FCPT	0.67	0.92	-0.22		0.9	-0.56	-0.71	0.86	0.67	-0.65	FCPT
NSA	0.62	0.92	-0.1	0.9		-0.53	-0.72	0.84	0.65	-0.6	NSA
EFC	-0.73	-0.67	0.65	-0.56	-0.53		0.57	-0.75	-0.79	0.48	EFC
DEI	-0.5	-0.7	0.08	-0.71	-0.72	0.57		-0.71	-0.7	0.9	DEI
CURB	0.88	0.92	-0.43	0.86	0.84	-0.75	-0.71		0.82	-0.64	CURB
UE	0.79	0.77	-0.35	0.67	0.65	-0.79	-0.7	0.82		-0.6	UE
ABR	-0.39	-0.6	0.03	-0.65	-0.6	0.48	0.9	-0.64	-0.6		ABR
	ADC	EPR	CXW	FCPT	NSA	EFC	DEI	CURB	UE	ABR

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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

FCPT	+ 0.92	EPR
NSA	+ 0.92	EPR
CURB	+ 0.92	EPR
NSA	+ 0.9	FCPT
ABR	+ 0.9	DEI
CURB	+ 0.88	ADC

High negative correlations

UE	- 0.79	EFC
CURB	- 0.75	EFC
EFC	- 0.73	ADC
DEI	- 0.72	NSA
CURB	- 0.71	DEI
DEI	- 0.71	FCPT

Risk-Adjusted Indicators

There is a big difference between Inventrust Stock performing well and Inventrust 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 Inventrust 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
ADC	0.82	0.17	0.02	(0.42)	0.99	(0.87)	1.63	(1.86)	6.16
EPR	0.97	0.30	0.15	(1.62)	0.80	(1.09)	2.22	(1.59)	6.42
CXW	1.51	0.03	(0.01)	0.19	2.58	(1.52)	3.15	(3.36)	16.22
FCPT	0.78	0.11	0.02	0.66	0.80	(0.87)	1.90	(1.30)	5.74
NSA	1.18	0.23	0.16	0.39	1.02	(1.30)	2.75	(2.28)	8.34
EFC	0.75	(0.13)	0.00	(0.21)	0.00	0.00	1.17	(1.62)	5.32
DEI	1.28	(0.21)	0.00	(0.12)	0.00	0.00	2.85	(2.88)	7.98
CURB	0.83	0.30	0.23	(9.35)	0.36	(1.04)	2.46	(1.47)	4.84
UE	1.01	0.21	0.11	4.08	0.83	(1.27)	2.29	(1.67)	4.59
ABR	1.66	(0.31)	0.00	(0.20)	0.00	0.00	3.59	(3.31)	10.47

Inventrust Properties Corporate Management

Michael Stein	Independent Director	Profile
Thomas Glavin	Independent Director	Profile
Lauren Suva	Executive Officer	Profile
David Bryson	Senior Vice President Chief Accounting Officer	Profile
Michael CPA	CFO VP	Profile
Amanda Black	Independent Director	Profile

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