Lument Finance Correlations

LFT Stock

USD 2.82 0.03 1.08%

The current 90-days correlation between Lument Finance Trust and Acres Commercial Realty is 0.17 (i.e., Average diversification). The correlation of Lument Finance 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.

Lument Finance Correlation With Market

Modest diversification

The correlation between Lument Finance Trust and DJI is 0.28 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lument Finance Trust and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Lument Stock

0.86	V	Visa Class A Sell-off Trend	Pair Corr
0.76	DB	Deutsche Bank AG	Pair Corr
0.89	DX	Dynex Capital	Pair Corr
0.68	LU	Lufax Holding Downward Rally	Pair Corr
0.86	LX	Lexinfintech Holdings	Pair Corr
0.69	MA	Mastercard	Pair Corr
0.83	XP	Xp Inc Normal Trading	Pair Corr
0.71	DMYY	dMY Squared Technology	Pair Corr
0.77	DOMH	Dominari Holdings Downward Rally	Pair Corr
0.67	GCMGW	GCM Grosvenor	Pair Corr
0.72	DYCQ	DT Cloud Acquisition	Pair Corr
0.84	EMCGU	Embrace Change Acqui	Pair Corr

Moving against Lument Stock

0.62	BX	Blackstone Group Normal Trading	Pair Corr
0.57	DHIL	Diamond Hill Investment	Pair Corr
0.44	CG	Carlyle Group Normal Trading	Pair Corr
0.38	PX	P10 Inc	Pair Corr
0.35	MC	Moelis	Pair Corr
0.83	VRTS	Virtus Investment	Pair Corr
0.67	WT	WisdomTree	Pair Corr
0.65	WD	Walker Dunlop	Pair Corr
0.49	RC	Ready Capital Corp	Pair Corr
0.32	SF	Stifel Financial	Pair Corr
0.76	LGHLW	Lion Financial Group	Pair Corr
0.75	WULF	Terawulf Aggressive Push	Pair Corr
0.69	AMG	Affiliated Managers	Pair Corr
0.56	ABR	Arbor Realty Trust	Pair Corr

Related Correlations Analysis

	ACR	MITT	RITM-PB	ACRE	RC	EFC	CHMI	KREF	REFI
ACR		0.78	0.93	-0.79	-0.78	0.89	0.83	0.63	0.5	ACR
MITT	0.78		0.8	-0.64	-0.6	0.84	0.66	0.72	0.69	MITT
RITM-PB	0.93	0.8		-0.86	-0.7	0.93	0.92	0.64	0.62	RITM-PB
ACRE	-0.79	-0.64	-0.86		0.7	-0.81	-0.78	-0.31	-0.52	ACRE
RC	-0.78	-0.6	-0.7	0.7		-0.68	-0.52	-0.24	-0.29	RC
EFC	0.89	0.84	0.93	-0.81	-0.68		0.86	0.64	0.71	EFC
CHMI	0.83	0.66	0.92	-0.78	-0.52	0.86		0.63	0.55	CHMI
KREF	0.63	0.72	0.64	-0.31	-0.24	0.64	0.63		0.64	KREF
REFI	0.5	0.69	0.62	-0.52	-0.29	0.71	0.55	0.64		REFI
	ACR	MITT	RITM-PB	ACRE	RC	EFC	CHMI	KREF	REFI

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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

RITM-PB	+ 0.93	ACR
EFC	+ 0.93	RITM-PB
CHMI	+ 0.92	RITM-PB
EFC	+ 0.89	ACR
CHMI	+ 0.86	EFC
EFC	+ 0.84	MITT

High negative correlations

ACRE	- 0.86	RITM-PB
EFC	- 0.81	ACRE
ACRE	- 0.79	ACR
CHMI	- 0.78	ACRE
RC	- 0.78	ACR
RC	- 0.7	RITM-PB

Risk-Adjusted Indicators

There is a big difference between Lument Stock performing well and Lument Finance 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 Lument Finance'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
ACR	1.50	0.48	0.26	(5.24)	1.82	(1.75)	3.69	(3.13)	8.89
MITT	1.18	0.25	0.15	0.26	1.49	(1.28)	2.58	(2.41)	8.00
RITM-PB	0.15	0.03	0.40	1.15	0.10	(0.17)	0.36	(0.32)	1.17
ACRE	1.95	(0.38)	0.00	(0.43)	0.00	0.00	3.19	(4.93)	16.58
RC	1.90	(0.27)	0.00	(0.25)	0.00	0.00	2.34	(4.10)	31.28
EFC	0.87	0.24	0.19	0.20	0.99	(0.91)	1.46	(1.88)	12.37
CHMI	1.65	0.64	0.35	0.60	1.28	(2.12)	4.18	(2.79)	13.99
KREF	1.40	0.07	0.05	0.01	1.64	(1.51)	2.72	(2.30)	12.73
REFI	0.68	0.02	0.06	(0.03)	1.11	(0.66)	1.31	(2.07)	5.52

Lument Finance Corporate Management

James JD	CEO Chairman	Profile
Stephanie Culpepper	Secretary	Profile
James CPA	Chief Officer	Profile
Charles Duddy	Managing Director	Profile

Trending Assets

CHMI

Cherry Hill Mortgage

3.59 -0.03 -0.83

ACR-PD

ACRES Commercial Realty

22.45 0.03 0.13

REFI

Chicago Atlantic Real

15.40 -0.08 -0.52

ACR

Acres Commercial Realty

23.38 -0.15 -0.64

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