RMR Correlations

RMR Stock

USD 17.30 0.36 2.13%

The current 90-days correlation between RMR Group and Frp Holdings Ord is 0.34 (i.e., Weak 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 0.73 (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

0.62	KW	Kennedy Wilson Holdings Sell-off Trend	Pair Corr
0.76	CDE	Coeur Mining	Pair Corr
0.7	TEG	TAG Immobilien AG	Pair Corr
0.61	61B	HEIMSTADEN AB PRSHS	Pair Corr
0.81	HYN	Hysan Development	Pair Corr
0.63	DWNP	DEUTSCHE WOHNEN ADRS12	Pair Corr
0.69	VTMX	Corporacin Inmobiliaria	Pair Corr
0.8	PSPN	PSP Swiss Property	Pair Corr
0.66	TEX	Castellum AB	Pair Corr
0.63	DWNI	Deutsche Wohnen SE	Pair Corr
0.65	GUV	Graphisoft Park SE	Pair Corr
0.79	ALLN	Allreal Holding	Pair Corr

Moving against RMR Stock

0.8	Z	Zillow Group Class	Pair Corr
0.8	OZ	Belpointe PREP LLC	Pair Corr
0.8	ZG	Zillow Group	Pair Corr
0.78	UK	Ucommune International	Pair Corr
0.73	9KL0	GROUPIMO SA INH	Pair Corr
0.63	GTY	Gateway Real Estate	Pair Corr
0.8	AIF	Altus Group Limited	Pair Corr
0.74	GUF	Gulf Pacific Equities	Pair Corr
0.67	DZJ	Country Garden Holdings	Pair Corr
0.67	8KI	REDCO PRP GROUP	Pair Corr
0.53	KDSX	Kadestone Capital Corp	Pair Corr
0.72	EXPI	eXp World Holdings	Pair Corr
0.56	6CI	CIFI Holdings	Pair Corr
0.55	1R7	RONSHINE CHHLDHD 00001	Pair Corr
0.47	HZJ	Heiwa Real Estate	Pair Corr
0.39	3ZH	ZHONGLIANG HLDG HD	Pair Corr

Related Correlations Analysis

	FRPH	IVR	FPH	CMTG	SVC	OLP	FPI	UHT	BFS	SITC
FRPH		0.59	-0.3	-0.64	0.81	0.78	0.77	0.55	0.71	0.11	FRPH
IVR	0.59		-0.54	-0.71	0.7	0.52	0.57	0.1	0.53	0.0	IVR
FPH	-0.3	-0.54		0.47	-0.46	-0.49	-0.52	-0.36	-0.58	-0.17	FPH
CMTG	-0.64	-0.71	0.47		-0.8	-0.84	-0.85	-0.55	-0.81	-0.32	CMTG
SVC	0.81	0.7	-0.46	-0.8		0.87	0.87	0.66	0.85	0.23	SVC
OLP	0.78	0.52	-0.49	-0.84	0.87		0.96	0.86	0.95	0.38	OLP
FPI	0.77	0.57	-0.52	-0.85	0.87	0.96		0.77	0.89	0.24	FPI
UHT	0.55	0.1	-0.36	-0.55	0.66	0.86	0.77		0.84	0.55	UHT
BFS	0.71	0.53	-0.58	-0.81	0.85	0.95	0.89	0.84		0.51	BFS
SITC	0.11	0.0	-0.17	-0.32	0.23	0.38	0.24	0.55	0.51		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

FPI	+ 0.96	OLP
BFS	+ 0.95	OLP
BFS	+ 0.89	FPI
OLP	+ 0.87	SVC
FPI	+ 0.87	SVC
UHT	+ 0.86	OLP

High negative correlations

FPI	- 0.85	CMTG
OLP	- 0.84	CMTG
BFS	- 0.81	CMTG
SVC	- 0.8	CMTG
CMTG	- 0.71	IVR
CMTG	- 0.64	FRPH

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	0.93	0.05	0.03	0.15	1.08	(1.01)	1.98	(2.08)	5.05
IVR	1.04	0.13	0.08	0.41	1.11	(1.25)	2.38	(2.19)	8.40
FPH	1.38	(0.18)	0.00	(0.17)	0.00	0.00	2.59	(2.82)	8.24
CMTG	2.66	(0.29)	0.00	(0.17)	0.00	0.00	4.89	(6.34)	15.74
SVC	1.82	0.44	0.19	0.38	1.83	(2.20)	4.04	(2.95)	12.84
OLP	0.88	0.23	0.17	(3.44)	0.94	(0.98)	1.84	(1.73)	5.20
FPI	1.08	0.46	0.30	1.47	0.84	(1.26)	2.62	(2.01)	7.13
UHT	0.96	0.13	0.07	(0.59)	1.07	(1.00)	1.95	(2.05)	6.69
BFS	0.94	0.21	0.16	(13.97)	0.87	(1.09)	2.44	(1.69)	6.30
SITC	1.04	(0.03)	0.00	(0.02)	0.00	0.00	1.79	(2.20)	11.73

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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