Kimco Realty Correlations

KIM Stock

USD 21.83 0.14 0.65%

The current 90-days correlation between Kimco Realty and Regency Centers is 0.75 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Kimco Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Kimco Realty moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Kimco Realty Correlation With Market

Poor diversification

The correlation between Kimco Realty and DJI is 0.71 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Kimco Realty and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Kimco Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Kimco 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 gross domestic product.

To learn how to invest in Kimco Stock, please use our How to Invest in Kimco Realty guide.

Moving together with Kimco Stock

0.8	SUPR	Supermarket Income REIT	Pair Corr
0.61	PLZ-UN	Plaza Retail REIT	Pair Corr
0.81	FRT	Federal Realty Investment Earnings Call This Week	Pair Corr
0.82	NNN	National Retail Prop Earnings Call This Week	Pair Corr
0.88	REG	Regency Centers Sell-off Trend	Pair Corr
0.76	SGR-U	Slate Grocery REIT Earnings Call This Week	Pair Corr
0.81	PMZ-UN	Primaris Retail RE Earnings Call This Week	Pair Corr
0.72	NTST	Netstreit Corp	Pair Corr
0.68	R6N	Retail Estates NV	Pair Corr
0.64	PBMRF	PT Bumi Resources	Pair Corr
0.72	YLLXF	Yellow Cake plc	Pair Corr
0.77	RILYL	B Riley Financial	Pair Corr
0.74	ENS	Enersys Earnings Call This Week	Pair Corr
0.74	AROC	Archrock Symbol Change	Pair Corr
0.71	SECVY	Seche Environnement	Pair Corr

Moving against Kimco Stock

0.68	WHLR	Wheeler Real Estate	Pair Corr
0.44	PBCRF	PT Bank Central	Pair Corr
0.43	OPINL	Office Properties Income	Pair Corr
0.42	DXC	Dexus Convenience Retail Earnings Call Tomorrow	Pair Corr
0.4	CMWCF	Cromwell Property	Pair Corr
0.36	CQR	Charter Hall Retail Earnings Call This Week	Pair Corr
0.58	BROGF	BROGF	Pair Corr
0.34	IVVD	Invivyd	Pair Corr
0.32	NVNIW	Nvni Group Limited	Pair Corr

Related Correlations Analysis

	REG	RITM	NLY	MAA	JLL	AMH	WPC	OHI	GLPI
REG		0.3	0.56	0.32	0.41	0.07	0.83	-0.02	0.49	REG
RITM	0.3		0.81	0.46	0.65	0.1	0.49	-0.05	0.42	RITM
NLY	0.56	0.81		0.71	0.88	0.02	0.58	0.0	0.62	NLY
MAA	0.32	0.46	0.71		0.79	0.4	0.11	0.22	0.49	MAA
JLL	0.41	0.65	0.88	0.79		-0.03	0.32	0.08	0.52	JLL
AMH	0.07	0.1	0.02	0.4	-0.03		-0.05	-0.03	0.34	AMH
WPC	0.83	0.49	0.58	0.11	0.32	-0.05		-0.06	0.4	WPC
OHI	-0.02	-0.05	0.0	0.22	0.08	-0.03	-0.06		-0.42	OHI
GLPI	0.49	0.42	0.62	0.49	0.52	0.34	0.4	-0.42		GLPI
	REG	RITM	NLY	MAA	JLL	AMH	WPC	OHI	GLPI

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

JLL	+ 0.88	NLY
WPC	+ 0.83	REG
NLY	+ 0.81	RITM
JLL	+ 0.79	MAA
MAA	+ 0.71	NLY
JLL	+ 0.65	RITM

High negative correlations

GLPI	- 0.42	OHI
OHI	- 0.06	WPC
WPC	- 0.05	AMH
OHI	- 0.05	RITM
OHI	- 0.03	AMH
AMH	- 0.03	JLL

Risk-Adjusted Indicators

There is a big difference between Kimco Stock performing well and Kimco Realty 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 Kimco Realty'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
REG	0.81	0.13	0.07	0.87	0.72	(0.96)	2.10	(1.32)	3.69
RITM	1.07	(0.07)	(0.05)	(0.01)	1.67	(1.26)	2.15	(1.75)	11.83
NLY	0.90	0.12	0.06	0.38	1.02	(0.98)	2.39	(1.46)	6.58
MAA	0.92	0.03	(0.01)	0.15	1.10	(1.00)	2.09	(1.91)	6.14
JLL	1.37	0.11	0.06	0.17	1.69	(1.38)	3.97	(3.15)	10.91
AMH	1.07	(0.06)	0.00	(0.09)	0.00	0.00	2.00	(2.05)	7.05
WPC	0.84	0.14	0.06	(1.03)	0.86	(0.93)	1.87	(1.49)	4.96
OHI	0.91	0.15	0.03	(0.23)	1.06	(0.93)	2.13	(1.77)	5.63
GLPI	0.90	0.02	(0.06)	0.83	1.03	(1.09)	2.67	(2.00)	5.95

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