LTC Properties Correlations

LTC Stock

USD 39.05 0.14 0.36%

The current 90-days correlation between LTC Properties and Dynex Capital is 0.1 (i.e., Average diversification). The correlation of LTC 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.

LTC Properties Correlation With Market

Very weak diversification

The correlation between LTC Properties and DJI is 0.47 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding LTC Properties and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with LTC Stock

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

For information on how to trade LTC Stock refer to our How to Trade LTC Stock guide.

Moving together with LTC Stock

0.62	FR	First Industrial Realty	Pair Corr
0.84	0FA	Farmland Partners	Pair Corr
0.85	SGRO	Segro Plc	Pair Corr
0.89	FQI	Digital Realty Trust	Pair Corr
0.82	5PP	LondonMetric Property Plc	Pair Corr
0.86	O1A	One Liberty Properties Earnings Call This Week	Pair Corr
0.85	EPRT	Essential Properties	Pair Corr
0.61	WELL	Welltower	Pair Corr
0.82	UK8	CubeSmart Earnings Call Tomorrow	Pair Corr
0.79	IIP-UN	InterRent Real Estate Earnings Call This Week	Pair Corr
0.68	AHR	American Healthcare REIT Earnings Call Tomorrow	Pair Corr
0.62	ARE	Alexandria Real Estate Sell-off Trend	Pair Corr

Moving against LTC Stock

0.69	DXS	Dexus	Pair Corr
0.61	GDI	GDI Property Group	Pair Corr
0.58	WRI	Washington Real Estate	Pair Corr
0.74	SMWN	SM Wirtschaftsberatungs	Pair Corr
0.72	VO7	Vornado Realty Trust	Pair Corr
0.67	3I0	REXFORD INDREALTY	Pair Corr
0.66	D8K	Douglas Emmett	Pair Corr
0.51	ESRT	Empire State Realty Earnings Call Today	Pair Corr
0.39	ESBA	Empire State Realty	Pair Corr
0.79	BXP	Boston Properties	Pair Corr
0.72	CIO	City Office	Pair Corr
0.69	5QV	CITY OFFICE REIT	Pair Corr
0.66	DEI	Douglas Emmett	Pair Corr
0.65	GEI	SL Green Realty	Pair Corr
0.42	CUZ	Cousins Properties	Pair Corr

Related Correlations Analysis

	DX	EPR	DRH	GTY	SILA	IIPR	TRTX	GNL	PMT
DX		0.59	0.6	0.54	0.55	-0.02	0.47	0.82	0.66	DX
EPR	0.59		0.82	0.94	0.91	-0.32	-0.01	0.87	0.04	EPR
DRH	0.6	0.82		0.87	0.85	-0.04	0.05	0.87	0.13	DRH
GTY	0.54	0.94	0.87		0.92	-0.26	-0.04	0.86	0.0	GTY
SILA	0.55	0.91	0.85	0.92		-0.3	-0.02	0.84	0.03	SILA
IIPR	-0.02	-0.32	-0.04	-0.26	-0.3		0.4	-0.09	0.21	IIPR
TRTX	0.47	-0.01	0.05	-0.04	-0.02	0.4		0.3	0.58	TRTX
GNL	0.82	0.87	0.87	0.86	0.84	-0.09	0.3		0.3	GNL
PMT	0.66	0.04	0.13	0.0	0.03	0.21	0.58	0.3		PMT
	DX	EPR	DRH	GTY	SILA	IIPR	TRTX	GNL	PMT

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

GTY	+ 0.94	EPR
SILA	+ 0.92	GTY
SILA	+ 0.91	EPR
GNL	+ 0.87	EPR
GTY	+ 0.87	DRH
GNL	+ 0.87	DRH

High negative correlations

IIPR	- 0.32	EPR
IIPR	- 0.3	SILA
IIPR	- 0.26	GTY
GNL	- 0.09	IIPR
TRTX	- 0.04	GTY
IIPR	- 0.04	DRH

Risk-Adjusted Indicators

There is a big difference between LTC Stock performing well and LTC 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 LTC 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
DX	0.71	0.10	0.02	0.51	0.94	(0.81)	1.78	(1.08)	7.46
EPR	0.89	0.25	0.13	(1.60)	0.81	(0.96)	2.02	(1.59)	6.42
DRH	1.22	0.11	0.08	0.20	1.22	(1.40)	3.33	(2.27)	7.13
GTY	1.08	0.26	0.08	(0.50)	1.45	(1.25)	2.15	(1.48)	13.43
SILA	0.95	0.12	0.03	1.01	1.07	(1.03)	2.17	(1.67)	6.27
IIPR	1.87	0.12	0.05	0.23	1.98	(2.33)	4.46	(3.52)	14.66
TRTX	0.92	(0.11)	0.00	(0.05)	0.00	0.00	1.47	(2.24)	7.85
GNL	0.96	0.32	0.26	2.68	0.57	(1.26)	2.49	(1.36)	5.64
PMT	1.09	(0.02)	(0.02)	0.05	2.46	(1.09)	2.42	(1.76)	16.00

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