KKR Real Correlations

KREF Stock

USD 7.32 0.05 0.69%

The current 90-days correlation between KKR Real Estate and Invesco Mortgage Capital is 0.27 (i.e., Modest diversification). The correlation of KKR Real 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.

KKR Real Correlation With Market

Average diversification

The correlation between KKR Real Estate and DJI is 0.12 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding KKR Real Estate and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with KKR Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in KKR Real Estate. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in services.

Related Correlations Analysis

	IVR	RC	CMTG	NREF	ADAM	CTO	BFS	TRTX
IVR		-0.72	-0.55	0.54	0.73	0.75	0.77	0.7	IVR
RC	-0.72		0.54	-0.16	-0.19	-0.79	-0.78	-0.24	RC
CMTG	-0.55	0.54		0.03	-0.44	-0.21	-0.47	-0.24	CMTG
NREF	0.54	-0.16	0.03		0.72	0.34	0.52	0.76	NREF
ADAM	0.73	-0.19	-0.44	0.72		0.29	0.49	0.84	ADAM
CTO	0.75	-0.79	-0.21	0.34	0.29		0.77	0.34	CTO
BFS	0.77	-0.78	-0.47	0.52	0.49	0.77		0.51	BFS
TRTX	0.7	-0.24	-0.24	0.76	0.84	0.34	0.51		TRTX
	IVR	RC	CMTG	NREF	ADAM	CTO	BFS	TRTX

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

TRTX	+ 0.84	ADAM
BFS	+ 0.77	IVR
BFS	+ 0.77	CTO
TRTX	+ 0.76	NREF
CTO	+ 0.75	IVR
ADAM	+ 0.73	IVR

High negative correlations

CTO	- 0.79	RC
BFS	- 0.78	RC
RC	- 0.72	IVR
CMTG	- 0.55	IVR
BFS	- 0.47	CMTG
ADAM	- 0.44	CMTG

Risk-Adjusted Indicators

There is a big difference between KKR Stock performing well and KKR Real 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 KKR Real'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
IVR	1.10	0.29	0.19	0.72	0.92	(1.34)	2.36	(1.89)	8.51
RC	2.58	(0.54)	0.00	(0.49)	0.00	0.00	5.19	(4.92)	14.40
CMTG	2.61	(0.23)	0.00	(0.07)	0.00	0.00	6.01	(6.32)	17.41
NREF	1.10	0.17	0.11	0.36	1.04	(1.26)	2.44	(1.51)	8.26
ADAM	1.38	0.22	0.11	0.39	1.61	(1.60)	3.31	(1.90)	9.71
CTO	0.86	0.17	0.08	15.11	0.88	(0.94)	1.74	(1.72)	4.98
BFS	0.98	0.26	0.15	(15.14)	0.86	(1.13)	2.35	(1.75)	4.95
TRTX	0.87	(0.02)	(0.03)	0.06	1.17	(0.83)	1.47	(1.65)	6.77

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