Pebblebrook Hotel Correlations

PEB Stock

USD 13.75 0.05 0.36%

The current 90-days correlation between Pebblebrook Hotel Trust and RLJ Lodging Trust is 0.79 (i.e., Poor diversification). The correlation of Pebblebrook Hotel 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.

Pebblebrook Hotel Correlation With Market

Modest diversification

The correlation between Pebblebrook Hotel Trust and DJI is 0.22 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Pebblebrook Hotel Trust and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Pebblebrook Hotel 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 income.

Moving together with Pebblebrook Stock

0.84	PK	Park Hotels Resorts	Pair Corr
0.81	EQIX	Equinix	Pair Corr
0.7	AHR	American Healthcare REIT,	Pair Corr

Moving against Pebblebrook Stock

0.69	WHLR	Wheeler Real Estate	Pair Corr
0.5	O	Realty Income	Pair Corr
0.31	FR	First Industrial Realty	Pair Corr
0.47	ARE	Alexandria Real Estate	Pair Corr
0.4	CCI	Crown Castle Earnings Call This Week	Pair Corr
0.38	BNL	Broadstone Net Lease	Pair Corr
0.33	AMT	American Tower Corp	Pair Corr

Related Correlations Analysis

	RLJ	SHO	DRH	INN	CLDT
RLJ		0.81	0.87	0.85	0.92	RLJ
SHO	0.81		0.71	0.88	0.64	SHO
DRH	0.87	0.71		0.79	0.93	DRH
INN	0.85	0.88	0.79		0.73	INN
CLDT	0.92	0.64	0.93	0.73		CLDT
	RLJ	SHO	DRH	INN	CLDT

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Risk-Adjusted Indicators

There is a big difference between Pebblebrook Stock performing well and Pebblebrook Hotel 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 Pebblebrook Hotel'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
RLJ	1.12	0.14	0.08	0.40	1.48	(1.15)	2.46	(2.51)	10.47
SHO	1.11	0.20	0.12	0.43	1.17	(1.25)	2.54	(2.64)	12.79
DRH	1.07	0.05	0.02	0.14	1.53	(1.10)	2.17	(1.97)	11.72
INN	1.36	0.04	0.01	0.25	1.56	(1.60)	2.47	(3.01)	10.67
CLDT	1.40	0.08	0.04	0.20	1.70	(1.64)	3.33	(2.62)	14.63

Pebblebrook Hotel Corporate Management

Cydney Donnell	Independent Trustee	Profile
Phillip Miller	Lead Independent Trustee	Profile
Bonny Simi	Indeoendent Trustee	Profile
Jon CPA	Pres Chairman	Profile

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