Safehold Correlations

SAFE Stock

USD 14.87 0.22 1.50%

The current 90-days correlation between Safehold and Chimera Investment is 0.71 (i.e., Poor 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

Weak diversification

The correlation between Safehold and DJI is 0.39 (i.e., Weak 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 census.

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

Moving together with Safehold Stock

0.63	MRP	Millrose Properties	Pair Corr
0.72	HCMC	Healthier Choices	Pair Corr
0.61	ASTS	Ast Spacemobile Aggressive Push	Pair Corr
0.9	JAKK	JAKKS Pacific	Pair Corr

Moving against Safehold Stock

0.66	LAMR	Lamar Advertising	Pair Corr
0.65	FYBR	Frontier Communications	Pair Corr
0.58	TUXS	Tuxis	Pair Corr
0.53	CLS	Celestica	Pair Corr
0.49	BHKLY	BOC Hong Kong	Pair Corr
0.49	WSFS	WSFS Financial	Pair Corr
0.45	F	Ford Motor Aggressive Push	Pair Corr
0.43	CICHF	China Construction Bank	Pair Corr
0.34	ASXSF	Elysee Development Corp	Pair Corr
0.81	WEICF	Weichai Power	Pair Corr
0.74	85855CAE0	STLA 6375 12	Pair Corr
0.73	PNGZF	Paringa Resources	Pair Corr
0.72	SANM	Sanmina	Pair Corr
0.71	DQ	Daqo New Energy	Pair Corr
0.58	BOF	BranchOut Food Common	Pair Corr
0.48	ACLLF	Atco	Pair Corr
0.47	ATI	Allegheny Technologies	Pair Corr
0.4	TLSNY	Telia Company	Pair Corr
0.38	NMIH	NMI Holdings	Pair Corr

Related Correlations Analysis

	CIM	ALEX	PMT	PLYM	TWO	AAT	GOOD	MFA	CIO
CIM		0.46	0.22	-0.44	0.51	0.34	0.29	0.45	0.35	CIM
ALEX	0.46		0.4	-0.39	0.63	0.01	-0.14	0.59	0.7	ALEX
PMT	0.22	0.4		0.08	0.72	-0.14	-0.47	0.77	-0.06	PMT
PLYM	-0.44	-0.39	0.08		-0.2	0.0	-0.09	-0.14	-0.39	PLYM
TWO	0.51	0.63	0.72	-0.2		-0.13	-0.19	0.86	0.32	TWO
AAT	0.34	0.01	-0.14	0.0	-0.13		0.39	-0.05	0.06	AAT
GOOD	0.29	-0.14	-0.47	-0.09	-0.19	0.39		-0.32	0.24	GOOD
MFA	0.45	0.59	0.77	-0.14	0.86	-0.05	-0.32		0.18	MFA
CIO	0.35	0.7	-0.06	-0.39	0.32	0.06	0.24	0.18		CIO
	CIM	ALEX	PMT	PLYM	TWO	AAT	GOOD	MFA	CIO

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

MFA	+ 0.86	TWO
MFA	+ 0.77	PMT
TWO	+ 0.72	PMT
CIO	+ 0.7	ALEX
TWO	+ 0.63	ALEX
MFA	+ 0.59	ALEX

High negative correlations

GOOD	- 0.47	PMT
PLYM	- 0.44	CIM
CIO	- 0.39	PLYM
PLYM	- 0.39	ALEX
MFA	- 0.32	GOOD
TWO	- 0.2	PLYM

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
CIM	1.24	(0.03)	(0.01)	0.06	2.01	(1.31)	2.51	(1.90)	11.77
ALEX	1.39	0.49	0.29	(1.93)	0.59	(1.57)	1.55	(1.81)	38.11
PMT	0.97	0.11	0.04	0.41	1.16	(1.09)	1.95	(2.26)	11.09
PLYM	0.42	(0.01)	0.00	2.31	0.00	0.00	0.95	(0.94)	5.25
TWO	1.50	0.38	0.25	0.69	1.00	(2.01)	3.18	(2.25)	15.62
AAT	0.89	(0.03)	(0.05)	0.01	1.42	(0.85)	1.95	(1.38)	7.25
GOOD	0.97	(0.06)	(0.05)	0.01	1.65	(0.86)	2.29	(2.03)	7.33
MFA	0.98	0.11	0.08	0.23	0.82	(1.29)	2.36	(1.38)	6.06
CIO	0.16	0.00	(0.27)	0.10	0.19	(0.28)	0.29	(0.43)	2.20

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