RMR Correlations

RMR Stock

USD 17.82 0.19 1.08%

The current 90-days correlation between RMR Group and Frp Holdings Ord is 0.25 (i.e., Modest diversification). The correlation of RMR 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.

RMR Correlation With Market

Poor diversification

The correlation between RMR Group and DJI is 0.62 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding RMR Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with RMR Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in RMR Group. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in state.

Moving together with RMR Stock

0.7	4D7	Daito Trust Construction	Pair Corr
0.69	5NU	CapitaLand Investment Earnings Call Tomorrow	Pair Corr
0.63	ABEV	Ambev SA ADR Earnings Call This Week	Pair Corr
0.62	RILYL	B Riley Financial	Pair Corr
0.62	TFLM	TFLM	Pair Corr

Moving against RMR Stock

0.55	LLC	Lendlease Group	Pair Corr
0.55	GRAB	Grab Holdings	Pair Corr
0.43	ASPS	Altisource Portfolio Trending	Pair Corr
0.38	CL1A	WANDA HOTEL DEVEL	Pair Corr
0.44	IVVD	Invivyd Buyout Trend	Pair Corr
0.34	BROGF	BROGF	Pair Corr

Related Correlations Analysis

	FRPH	IVR	FPH	CMTG	SVC	OLP	FPI	UHT	BFS	SITC
FRPH		0.29	-0.03	-0.34	0.5	0.54	0.49	-0.06	0.32	-0.15	FRPH
IVR	0.29		-0.73	-0.56	0.71	0.77	0.83	0.3	0.76	0.23	IVR
FPH	-0.03	-0.73		0.27	-0.58	-0.69	-0.74	-0.44	-0.75	-0.37	FPH
CMTG	-0.34	-0.56	0.27		-0.37	-0.5	-0.54	0.13	-0.49	0.22	CMTG
SVC	0.5	0.71	-0.58	-0.37		0.72	0.75	0.2	0.65	0.31	SVC
OLP	0.54	0.77	-0.69	-0.5	0.72		0.91	0.5	0.93	0.21	OLP
FPI	0.49	0.83	-0.74	-0.54	0.75	0.91		0.32	0.82	0.08	FPI
UHT	-0.06	0.3	-0.44	0.13	0.2	0.5	0.32		0.61	0.38	UHT
BFS	0.32	0.76	-0.75	-0.49	0.65	0.93	0.82	0.61		0.37	BFS
SITC	-0.15	0.23	-0.37	0.22	0.31	0.21	0.08	0.38	0.37		SITC
	FRPH	IVR	FPH	CMTG	SVC	OLP	FPI	UHT	BFS	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

BFS	+ 0.93	OLP
FPI	+ 0.91	OLP
FPI	+ 0.83	IVR
BFS	+ 0.82	FPI
OLP	+ 0.77	IVR
BFS	+ 0.76	IVR

High negative correlations

BFS	- 0.75	FPH
FPI	- 0.74	FPH
FPH	- 0.73	IVR
OLP	- 0.69	FPH
SVC	- 0.58	FPH
CMTG	- 0.56	IVR

Risk-Adjusted Indicators

There is a big difference between RMR Stock performing well and RMR 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 RMR'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
FRPH	1.19	(0.02)	(0.03)	0.06	1.73	(1.14)	2.33	(2.79)	8.28
IVR	1.07	0.25	0.16	0.61	0.92	(1.32)	2.36	(1.89)	8.51
FPH	1.35	(0.24)	0.00	(0.22)	0.00	0.00	2.65	(2.83)	8.24
CMTG	2.61	(0.25)	0.00	(0.07)	0.00	0.00	6.01	(6.32)	17.41
SVC	2.34	0.12	0.05	0.19	2.64	(2.73)	5.52	(4.52)	17.24
OLP	1.03	0.18	0.09	1.17	1.01	(1.16)	2.65	(1.75)	6.92
FPI	0.95	0.27	0.16	0.67	0.86	(1.03)	2.38	(1.76)	7.13
UHT	1.01	0.15	0.06	0.62	1.08	(1.04)	2.07	(2.05)	5.17
BFS	1.00	0.25	0.13	(14.57)	0.90	(1.15)	2.35	(1.75)	4.95
SITC	1.10	(0.03)	(0.04)	0.04	1.43	(1.17)	2.30	(2.54)	6.71

RMR Corporate Management

Timothy Bonang	Executive Officer	Profile
Jacquelyn Anderson	Senior LLC	Profile
Jeffrey Leer	Executive LLC	Profile
Kevin Barry	Senior Relations	Profile
Brian CPA	Senior LLC	Profile

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