Four Corners Property Stock Volatility

FCPT Stock

USD 25.47 0.06 0.24%

For Four Corners, daily and longer-window stock price variability maps into the risk metrics that matter for sizing positions. With a long-term beta of 0.84, the stock it tends to be less volatile than the market as a whole. The stock shows low price volatility over the last 3 months.

Sharpe Ratio = 0.0364

Expected Return ↓

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Elevated

High

Leading

Strong

Moderate

Modest

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Ideal

FCPT

Worst

← Lower RiskHigher Risk →

Four Corners Property's financial profile includes a Market Risk Adjusted Performance of 0.01%, a Risk of 1.18, and a Risk Adjusted Performance of 0.01%. At roughly 2% of its observed historical range, the stock is trading within its prior trend boundaries.

Key indicators related to Four Corners' volatility include:

90 Days Market Risk

Very Low

Chance Of Distress

Moderate

90 Days Economic Sensitivity

Slowly supersedes the market

Key risk metrics for Four Corners (3 Months):

Beta

0.36

Alpha

-0.0042

Risk

1.18

Sharpe Ratio

0.04

Expected Return

0.04

Moving together with Four Corners Stock

0.61

DIS

Walt Disney Aggressive Push

Pair Corr

Moving Against Four Corners Stock

0.72	XOM	Exxon Mobil Corp	Pair Corr
0.62	T	ATT Inc	Pair Corr
0.61	CVX	Chevron Corp	Pair Corr
0.38	MRK	Merck Company	Pair Corr

Sensitivity To Market

Four Corners Property exhibits a beta of 0.36, representing its market-relative sensitivity. This coefficient separates systematic risk from company-specific volatility. Total return dispersion is approximately 1.18%. Four Corners Property return patterns over the selected horizon reflect a low level of variability, based on dispersion and downside-focused statistics. Standard deviation is near 1.18%. Stock volatility blends company-specific effects with broader market movement. Sector rotation and analyst revisions shift expectations and increase short-term dispersion.

Current 90-day Four Corners correlation with market (Dow Jones Industrial)

-0.0042

0.36

Competition

3 Months Beta |Four Corners Property Demand Trend

Current 90-day Four Corners correlation with market (Dow Jones Industrial)

Downside Risk

For Four Corners, the standard deviation figure expresses the observed spread of daily returns over the selected period. The magnitude of Four Corners standard deviation determines where it falls on the volatility spectrum relative to peers.

Standard Deviation

1.18

Distinguishing between standard deviation and downside deviation sharpens the risk picture for Four Corners. Standard deviation reflects total return dispersion for Four Corners, while downside deviation captures only the adverse portion of Four Corners' returns. Four Corners Property's financial profile includes a Downside Deviation of 1.12, a Downside Variance of 1.26, and a Maximum Drawdown of 6.77.

Stock Volatility Analysis

For Four Corners, understanding volatility is essential to assessing portfolio risk contribution. It indicates how dramatically Four Corners' price swings over a specific time horizon.

Transformation

This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Four Corners 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

Given a 90-day horizon, Four Corners has a beta of 0.3619. This usually indicates as returns on the market go up, Four Corners's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding Four Corners Property tends to be smaller as well.

The risk profile of Four Corners includes exposure to market fluctuations and company or sector-specific developments. Systematic components persist despite diversification. Four Corners Property's financial profile includes a Downside Deviation of 1.12, a Mean Deviation of 0.83, and a Semi Deviation of 1.08.

Four Corners Property has a negative alpha, implying that risk has not been adequately compensated by returns. FCPT is significantly underperforming the Dow Jones Industrial.

Predicted Return Distribution

Density

Four Corners' volatility is typically evaluated with standard deviation and beta. Standard deviation reflects how far Four Corners' returns usually move from the mean over the selected horizon.

What Drives Four Corners' Price Volatility?

Industry Dynamics

Four Corners' volatility can rise when competitive dynamics or demand conditions shift across the Specialized REITs sector.

Political and Economic Environment

Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into Four Corners' trading.

Four Corners' Company-Specific Factors

Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in Four Corners.

Stock Risk Measures

Given a 90-day horizon, the coefficient of variation of Four Corners is 2746.98. The daily returns are distributed with a variance of 1.4 and standard deviation of 1.18. The mean deviation of Four Corners Property is currently at 0.85. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96

α	Alpha over Dow Jones	-0.0042	Details
β	Beta against Dow Jones	0.36	Details
σ	Overall volatility	1.18	Details
Ir	Information ratio	-0.009	Details

Stock Return Volatility

Four Corners return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The firm has volatility of 1.183% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial reported 0.9238% volatility on return distribution over a 90-day investment horizon.

Performance

Timeline

Related Correlations Analysis

	UE	AKR	MFA	EFC	IVT	EPR	LXP	CURB	NSA	RC
UE		0.84	0.74	0.86	0.86	0.43	0.76	0.66	0.67	0.49	UE
AKR	0.84		0.67	0.83	0.65	0.71	0.78	0.65	0.33	0.73	AKR
MFA	0.74	0.67		0.7	0.82	0.37	0.56	0.76	0.62	0.39	MFA
EFC	0.86	0.83	0.7		0.67	0.47	0.8	0.52	0.5	0.56	EFC
IVT	0.86	0.65	0.82	0.67		0.2	0.6	0.71	0.83	0.23	IVT
EPR	0.43	0.71	0.37	0.47	0.2		0.48	0.56	-0.23	0.64	EPR
LXP	0.76	0.78	0.56	0.8	0.6	0.48		0.4	0.41	0.58	LXP
CURB	0.66	0.65	0.76	0.52	0.71	0.56	0.4		0.43	0.39	CURB
NSA	0.67	0.33	0.62	0.5	0.83	-0.23	0.41	0.43		-0.07	NSA
RC	0.49	0.73	0.39	0.56	0.23	0.64	0.58	0.39	-0.07		RC
	UE	AKR	MFA	EFC	IVT	EPR	LXP	CURB	NSA	RC

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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

EFC	+ 0.86	UE
IVT	+ 0.86	UE
AKR	+ 0.84	UE
EFC	+ 0.83	AKR
NSA	+ 0.83	IVT
IVT	+ 0.82	MFA

High negative correlations

NSA	- 0.23	EPR
RC	- 0.07	NSA

Risk-Adjusted Indicators

Four Corners Company can look attractive on recent price action while risk efficiency lags the peer group. Risk-adjusted metrics help compare Four Corners' efficiency and downside exposure against peers on a like-for-like basis. 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
UE	0.86	0.09	0.08	0.25	0.93	-1.01	1.59	-1.68	5.22
AKR	1.08	0.10	0.05	0.20	1.51	-1.06	2.12	-2.46	6.36
MFA	1.24	0.07	0.04	0.09	1.88	-1.17	2.30	-2.24	9.24
EFC	1.01	0.13	0.09	0.17	1.21	-1.08	2.31	-1.74	6.33
IVT	0.76	0.07	0.07	0.36	0.86	-0.88	1.58	-1.65	4.88
EPR	1.19	0.02	0.01	0.05	1.65	-1.25	2.26	-2.28	9.86
LXP	1.26	0.09	0.05	1.11	1.69	-1.36	2.81	-2.47	9.23
CURB	1.13	0.14	0.10	0.33	1.18	-1.26	2.68	-2.09	7.29
NSA	1.90	0.55	0.30	0.39	1.44	-2.37	3.48	-2.42	34.45
RC	3.25	0.12	0.03	0.09	3.78	-3.45	7.53	-5.73	20.41

Risk Metrics, Assumptions & Methodology

Standard deviation for Four Corners measures how widely returns scatter around their average over a given period. Dispersion compression can indicate low-information regimes where prices drift on thin conviction. Four Corners has a market cap of 2.76 billion, P/E of 24.98, ROE of 7.53%.

Four Corners Property analytics rely on periodic company reporting and market reference feeds, with quality checks and normalization applied. Volatility and downside metrics are estimated from historical return dispersion.

Editorial review and methodology oversight provided by: Ellen Johnson, Member of Macroaxis Editorial Board

Volatility Profile Summary

Recent data suggests that Four Corners Property is more volatile than Dow Jones Industrial by approximately 1.28x 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 10% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.

Four Corners Property with characteristics aligned to broad market upside participation. This price-change note interprets the latest move in the context of short-horizon trading behavior. It gains reliability when combined with broader risk controls and volatility-adjusted analysis. a normal upward fluctuation. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Four Corners probability analysis.

Poor diversification

Four Corners currently posts a 0.6 correlation with Dow Jones, indicating a Poor diversification relationship for the active sample. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.

View Details

Additional Risk Indicators

Looking at additional risk metrics for Four Corners Property frames how the position may behave under different market and portfolio conditions. This is most informative when assessing whether the current opportunity is being compensated with reasonable risk.

	Risk Adjusted Performance	0.0095
	Market Risk Adjusted Performance	0.0082
	Mean Deviation	0.8347
	Semi Deviation	1.08
	Downside Deviation	1.12
	Coefficient Of Variation	12588.79
	Standard Deviation	1.18

Four Corners Suggested Diversification Pairs

Pair trading with Four Corners hedges company-specific exposure by balancing a long view with an offsetting position. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.

While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Four Corners, market-wide risk remains. What pair trading can address is Four Corners' unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.

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