One Liberty Correlations

OLP Stock

USD 22.62 0.22 0.98%

The current 90-days correlation between One Liberty Properties and Peakstone Realty Trust is 0.08 (i.e., Significant diversification). The correlation of One Liberty 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.

One Liberty Correlation With Market

Very weak diversification

The correlation between One Liberty Properties and DJI is 0.42 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding One Liberty Properties and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with One Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in One Liberty 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 board of governors.

Moving together with One Stock

0.76	NWH-UN	NorthWest Healthcare	Pair Corr
0.71	DIR-UN	Dream Industrial Real Earnings Call This Week	Pair Corr

Moving against One Stock

0.63	FSP	Franklin Street Prop Earnings Call This Week	Pair Corr
0.38	TUXS	Tuxis	Pair Corr
0.52	MSFT	Microsoft Sell-off Trend	Pair Corr

Related Correlations Analysis

	PKST	NREF	NLOP	FPI	CMTG	IVR	GOOD	AHH	PSTL	SITC
PKST		0.56	-0.41	0.76	-0.37	0.12	0.35	0.54	0.76	0.26	PKST
NREF	0.56		-0.45	0.81	-0.07	0.54	0.54	0.9	0.69	0.39	NREF
NLOP	-0.41	-0.45		-0.7	0.62	-0.51	-0.69	-0.42	-0.74	0.28	NLOP
FPI	0.76	0.81	-0.7		-0.52	0.44	0.61	0.84	0.95	0.16	FPI
CMTG	-0.37	-0.07	0.62	-0.52		-0.46	-0.55	-0.26	-0.68	0.21	CMTG
IVR	0.12	0.54	-0.51	0.44	-0.46		0.75	0.56	0.49	0.11	IVR
GOOD	0.35	0.54	-0.69	0.61	-0.55	0.75		0.54	0.65	-0.12	GOOD
AHH	0.54	0.9	-0.42	0.84	-0.26	0.56	0.54		0.76	0.45	AHH
PSTL	0.76	0.69	-0.74	0.95	-0.68	0.49	0.65	0.76		0.13	PSTL
SITC	0.26	0.39	0.28	0.16	0.21	0.11	-0.12	0.45	0.13		SITC
	PKST	NREF	NLOP	FPI	CMTG	IVR	GOOD	AHH	PSTL	SITC

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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

PSTL	+ 0.95	FPI
AHH	+ 0.9	NREF
AHH	+ 0.84	FPI
FPI	+ 0.81	NREF
FPI	+ 0.76	PKST
PSTL	+ 0.76	PKST

High negative correlations

PSTL	- 0.74	NLOP
FPI	- 0.7	NLOP
GOOD	- 0.69	NLOP
PSTL	- 0.68	CMTG
GOOD	- 0.55	CMTG
CMTG	- 0.52	FPI

Risk-Adjusted Indicators

There is a big difference between One Stock performing well and One Liberty 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 One Liberty'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
PKST	1.66	0.62	0.37	0.88	0.99	(2.16)	2.22	(2.01)	33.48
NREF	1.06	0.11	0.05	0.28	1.08	(1.19)	2.44	(1.51)	8.26
NLOP	0.97	(0.08)	0.00	(0.97)	0.00	0.00	1.85	(1.87)	7.34
FPI	0.98	0.33	0.21	0.86	0.87	(1.11)	2.38	(1.48)	7.13
CMTG	2.42	(0.18)	0.00	(0.02)	0.00	0.00	4.89	(5.50)	17.41
IVR	1.08	0.25	0.16	0.60	0.91	(1.34)	2.36	(1.89)	8.51
GOOD	0.91	0.11	0.05	0.38	1.03	(0.93)	2.31	(1.95)	5.50
AHH	1.15	0.24	0.15	0.61	0.99	(1.37)	2.63	(1.82)	7.04
PSTL	0.88	0.34	0.22	(2.76)	0.66	(1.00)	2.25	(1.42)	6.17
SITC	1.05	0.05	0.01	0.18	1.23	(1.17)	2.30	(2.20)	6.71

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