Brixmor Property Stock Volatility
| BRX Stock | USD 30.29 0.17 0.56% |
Sharpe Ratio = 0.147
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Brixmor Property reported a Market Risk Adjusted Performance of 6.5%, a Risk of 0.96, and a Risk Adjusted Performance of 0.2%. Monthly moving average analysis places it at roughly 11% of its prior performance bandwidth.
Key indicators related to Brixmor Property's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Brixmor Property (3 Months):
Beta 0.03 | Alpha 0.21 | Risk 0.96 | Sharpe Ratio 0.15 | Expected Return 0.14 |
Moving together with Brixmor Property Stock
| 0.79 | PLZ-UN | Plaza Retail REIT Earnings Call This Week | PairCorr |
| 0.94 | KIM | Kimco Realty | PairCorr |
| 0.86 | KRG | Kite Realty Group | PairCorr |
| 0.89 | REG | Regency Centers | PairCorr |
| 0.64 | SPG | Simon Property Group Earnings Call This Week | PairCorr |
| 0.74 | PMZ-UN | Primaris Retail RE | PairCorr |
| 0.72 | R6N | Retail Estates NV | PairCorr |
Moving Against Brixmor Property Stock
Sensitivity To Market
Brixmor Property beta of 0.0327 quantifies how much of its total volatility (0.96%) is attributable to market-wide factors versus idiosyncratic drivers. Brixmor Property return dispersion over the lookback window shows standard deviation near 1.06% and semi-deviation near 0.73%, providing a baseline for comparison across peer instruments. Options markets imply a forward-looking volatility estimate near 74.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Stock volatility blends company-specific effects with broader market movement. Sector rotation and analyst revisions shift expectations and increase short-term dispersion.
3 Months Beta |Brixmor Property Demand TrendCurrent 90-day Brixmor Property correlation with market (Dow Jones Industrial)Downside Risk
Brixmor Property daily return dispersion, captured by standard deviation, sets the baseline volatility reading for this instrument. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one. Shifting the lookback window for Brixmor Property reveals whether current dispersion is consistent with its longer-term pattern. Changes in Brixmor Property standard deviation over successive periods may signal shifts in the underlying return regime.
Standard Deviation | 0.96 |
An important distinction for Brixmor Property is between total volatility and downside-only risk. Downside deviation and semi-deviation isolate the loss risk in Brixmor Property's daily returns from favorable moves. Total dispersion for Brixmor Property captures both favorable and adverse price swings. Downside deviation focuses exclusively on the adverse side of Brixmor Property's return distribution. Brixmor Property reported a Downside Deviation of 0.98, a Downside Variance of 0.97, and a Maximum Drawdown of 6.65.
Brixmor Property Put Option Risk Profile Based on 2026-06-18 Contracts
Brixmor Property reported an Option Implied Volatility of 0.74 and an Option Max Pain Price of -1. Protective puts on Brixmor Property are a standard downside risk instrument on Brixmor Property Stock. A put on Brixmor Property Stock gives the buyer the contractual right to sell Brixmor Property shares at the strike before expiration. A put option on Brixmor Property functions as an insurance policy for holders of Brixmor Property's shares. This protective structure defines the worst-case exit price for Brixmor Property while retaining full upside participation.
Brixmor Property's PUT expiring on 2026-06-18
Profit |
| Brixmor Property Price At Expiration |
Current Brixmor Property Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | BRX260618P00030000 | -0.442974 | 0.1166 | 9 | 2026-06-18 | 0.0 - 2.4 | 0.0 | View |
Stock Volatility Analysis
Tracking Brixmor Property volatility quantifies the degree of price uncertainty over a given period. Highly volatile stocks like Brixmor Property tend to experience wider price swings in both directions. Periods of high volatility for Brixmor Property present both elevated risk and wider price ranges for traders. When Brixmor Property experiences high volatility, its stock price shifts dramatically in a short period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Brixmor Property's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Over a 90-day investment horizon, Brixmor Property has a beta of 0.0327 suggesting as returns on the market go up, Brixmor Property's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding Brixmor Property tends to be smaller as well.Market risk ties Brixmor Property to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. Brixmor Property reported a Downside Deviation of 0.98, a Mean Deviation of 0.80, and an Option Implied Volatility of 0.74.
Predicted Return Distribution |
| Density |
What Drives Brixmor Property's Price Volatility?
Industry Dynamics
Sector-level catalysts in the Retail REITs sector often set the baseline volatility regime for Brixmor Property.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.Brixmor Property's Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for Brixmor Property's.Stock Risk Measures
Over a 90-day investment horizon, the coefficient of variation of Brixmor Property is 680.34. The daily returns are distributed with a variance of 0.92 and standard deviation of 0.96. The mean deviation of Brixmor Property is currently at 0.74. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.97
α | Alpha over Dow Jones | 0.21 | |
β | Beta against Dow Jones | 0.03 | |
σ | Overall volatility | 0.96 | |
Ir | Information ratio | 0.20 |
Stock Return Volatility
Brixmor Property daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The company reflects 0.9568% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial reported 0.9313% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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
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Risk-Adjusted Indicators
Return momentum in Brixmor Property Stock is more useful when tested against peer-relative fundamentals and risk. Reviewing Brixmor Property's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FRT | 0.89 | 0.23 | 0.20 | 0.51 | 0.86 | 1.78 | 6.19 | |||
| NNN | 0.79 | 0.11 | 0.09 | 0.54 | 1.10 | 1.63 | 5.67 | |||
| ADC | 0.90 | 0.10 | 0.07 | 2.14 | 1.19 | 1.61 | 6.24 | |||
| CUBE | 1.15 | 0.11 | 0.07 | 0.12 | 1.34 | 2.35 | 8.26 | |||
| FR | 1.04 | 0.11 | 0.08 | 0.14 | 1.33 | 1.96 | 5.36 | |||
| REXR | 1.27 | -0.16 | 0.00 | -0.14 | 0.00 | 2.05 | 8.51 | |||
| VNO | 1.85 | 0.09 | 0.04 | 0.07 | 2.40 | 3.22 | 8.55 | |||
| STAG | 1.06 | 0.02 | 0.01 | 0.03 | 1.48 | 2.10 | 6.58 |
Risk Metrics, Assumptions & Methodology
Beta for Brixmor Property measures the share of volatility attributable to broad market movements versus company-specific factors. Lower liquidity environments can sometimes affect short-term price stability. Brixmor Property has a market cap of 9.29 billion, P/E of 60.42, ROE of 14.83%.
Brixmor Property inputs come from periodic company reporting and market reference feeds and are mapped into a consistent reporting framework. Where analyst coverage exists, consensus estimates are factored in. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Vlad Skutelnik, Macroaxis Contributor
Volatility Profile Summary
Recent data suggests that Brixmor Property is more volatile than Dow Jones Industrial by approximately 1.03x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 8% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Brixmor Property with characteristics aligned to broad market upside participation. This move summary looks at how the current session may translate into a basic near-term setup. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a moderate upward price movement. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Brixmor Property probability analysis.
Good diversification
Across the chosen horizon, Brixmor Property and Dow Jones show a correlation of 0.18 and fall into the Good diversification bucket. This chart measures the degree of risk overlap between Brixmor Property and Dow Jones.
Additional Risk Indicators
A broader risk-indicator set for Brixmor Property extends the analysis beyond standard volatility and risk measures. A thorough risk review clarifies whether current exposure warrants maintenance, reduction, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.2058 | |||
| Market Risk Adjusted Performance | 6.55 | |||
| Mean Deviation | 0.7982 | |||
| Semi Deviation | 0.7271 | |||
| Downside Deviation | 0.9843 | |||
| Coefficient Of Variation | 471.59 | |||
| Standard Deviation | 1.06 |
Brixmor Property Suggested Diversification Pairs
Pair analysis provides a framework for evaluating relative performance between Brixmor Property and comparable securities. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Pair strategies reduce risk, but not all risk is diversifiable through pairing. Market-level risk for Brixmor Property persists even in a well-constructed pair. The benefit is in offsetting Brixmor Property's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Brixmor Property.