Safehold Correlations

SAFE Stock

USD 15.94 0.32 2.05%

The current 90-days correlation between Safehold and Sabra Healthcare REIT is 0.24 (i.e., Modest diversification). The correlation of Safehold 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.

Safehold Correlation With Market

Very poor diversification

The correlation between Safehold and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Safehold and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Safehold Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Safehold. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price.

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

Moving together with Safehold Stock

0.8	FCPT	Four Corners Property	Pair Corr
0.87	EPR	EPR Properties Earnings Call This Week	Pair Corr
0.82	FPI	Farmland Partners Earnings Call This Week	Pair Corr
0.84	IRM	Iron Mountain	Pair Corr
0.67	MRP	Millrose Properties Earnings Call This Week	Pair Corr
0.78	OUT	Outfront Media Earnings Call This Week	Pair Corr
0.77	GLPI	Gaming Leisure Properties	Pair Corr
0.78	LAND	Gladstone Land Earnings Call This Week	Pair Corr
0.7	LAMR	Lamar Advertising	Pair Corr
0.84	UNIT	Uniti Group	Pair Corr
0.65	CMG	Chipotle Mexican Grill Aggressive Push	Pair Corr
0.74	INTC	Intel	Pair Corr
0.81	LINE	Lineage Common Stock Earnings Call This Week	Pair Corr
0.75	PYTCY	Playtech PLC ADR	Pair Corr
0.69	GS	Goldman Sachs Group	Pair Corr
0.75	PRTS	CarPartsCom	Pair Corr
0.66	MXCHY	Orbia Advance Corp	Pair Corr
0.72	PLSE	Pulse Biosciences	Pair Corr
0.74	BNEFF	Bonterra Energy Corp	Pair Corr
0.68	XTIA	XTI Aerospace	Pair Corr

Moving against Safehold Stock

0.64	OPINL	Office Properties Income	Pair Corr
0.61	FSTF	First State Financial	Pair Corr
0.6	LPA	Logistic Properties	Pair Corr
0.56	ERHE	ERHC Energy	Pair Corr

Related Correlations Analysis

	SBRA	RYN	KRG	PECO	ABR	SLG	OUT	PSA	MAC
SBRA		0.29	0.59	0.51	-0.22	-0.32	0.3	0.59	0.27	SBRA
RYN	0.29		0.46	0.37	-0.49	0.09	0.6	0.71	0.47	RYN
KRG	0.59	0.46		0.92	-0.75	-0.42	0.83	0.66	0.83	KRG
PECO	0.51	0.37	0.92		-0.67	-0.66	0.78	0.71	0.69	PECO
ABR	-0.22	-0.49	-0.75	-0.67		0.27	-0.69	-0.43	-0.68	ABR
SLG	-0.32	0.09	-0.42	-0.66	0.27		-0.3	-0.4	-0.19	SLG
OUT	0.3	0.6	0.83	0.78	-0.69	-0.3		0.64	0.85	OUT
PSA	0.59	0.71	0.66	0.71	-0.43	-0.4	0.64		0.44	PSA
MAC	0.27	0.47	0.83	0.69	-0.68	-0.19	0.85	0.44		MAC
	SBRA	RYN	KRG	PECO	ABR	SLG	OUT	PSA	MAC

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

PECO	+ 0.92	KRG
MAC	+ 0.85	OUT
OUT	+ 0.83	KRG
MAC	+ 0.83	KRG
OUT	+ 0.78	PECO
PSA	+ 0.71	RYN

High negative correlations

ABR	- 0.75	KRG
OUT	- 0.69	ABR
MAC	- 0.68	ABR
ABR	- 0.67	PECO
SLG	- 0.66	PECO
ABR	- 0.49	RYN

Risk-Adjusted Indicators

There is a big difference between Safehold Stock performing well and Safehold 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 Safehold'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
SBRA	0.99	0.17	0.06	(0.37)	0.99	(1.10)	2.11	(1.72)	6.85
RYN	1.32	0.05	0.01	0.17	1.47	(1.55)	4.34	(2.60)	9.03
KRG	0.92	0.22	0.15	1.04	0.84	(1.05)	2.45	(1.78)	5.39
PECO	0.79	0.21	0.19	(1.93)	0.46	(0.97)	1.95	(0.86)	4.30
ABR	1.85	(0.32)	0.00	(0.19)	0.00	0.00	3.59	(4.81)	10.47
SLG	1.82	(0.42)	0.00	(0.23)	0.00	0.00	3.11	(3.98)	9.07
OUT	1.31	0.23	0.16	0.40	1.09	(1.58)	3.44	(1.86)	8.16
PSA	1.20	0.11	0.08	0.18	1.16	(1.35)	2.84	(1.97)	6.57
MAC	1.40	0.20	0.10	0.25	1.75	(1.42)	2.99	(2.79)	9.82

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