Brandywine Realty Correlations

BDN Stock

USD 4.06 0.09 2.17%

The current 90-days correlation between Brandywine Realty Trust and SLR Investment Corp is 0.58 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Brandywine Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Brandywine Realty Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Brandywine Realty Correlation With Market

Very weak diversification

The correlation between Brandywine Realty Trust and DJI is 0.55 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Brandywine Realty Trust and DJI in the same portfolio, assuming nothing else is changed.

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Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Brandywine Realty Trust. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with Brandywine Stock

0.85	Z	Zillow Group Class Sell-off Trend	Pair Corr
0.61	BNL	Broadstone Net Lease	Pair Corr
0.89	BXP	Boston Properties	Pair Corr
0.74	DEI	Douglas Emmett	Pair Corr
0.9	EGP	EastGroup Properties	Pair Corr
0.82	EPR	EPR Properties	Pair Corr
0.69	FSP	Franklin Street Prop	Pair Corr
0.92	HIW	Highwoods Properties	Pair Corr
0.8	KRC	Kilroy Realty Corp	Pair Corr
0.91	SLG	SL Green Realty Earnings Call This Week	Pair Corr
0.82	JBGS	JBG SMITH Properties	Pair Corr
0.67	GNL-PD	Global Net Lease	Pair Corr
0.8	CMCT	Creative Media Community	Pair Corr
0.79	DX	Dynex Capital	Pair Corr
0.76	FR	First Industrial Realty Earnings Call This Week	Pair Corr
0.78	OZ	Belpointe PREP LLC	Pair Corr
0.67	PK	Park Hotels Resorts	Pair Corr
0.75	UE	Urban Edge Properties	Pair Corr
0.69	AHT-PI	Ashford Hospitality Trust	Pair Corr
0.81	AHT-PD	Ashford Hospitality Trust Downward Rally	Pair Corr
0.67	AHT-PF	Ashford Hospitality Trust	Pair Corr
0.81	AHT-PG	Ashford Hospitality Trust	Pair Corr
0.76	DOUG	Douglas Elliman	Pair Corr
0.79	VNO-PL	Vornado Realty Trust	Pair Corr
0.77	VNO-PM	Vornado Realty Trust	Pair Corr
0.73	VNO-PN	Vornado Realty Trust	Pair Corr

Moving against Brandywine Stock

0.31	ARE	Alexandria Real Estate	Pair Corr
0.32	UK	Ucommune International	Pair Corr

Related Correlations Analysis

	ROOOF	GGDVF	NHMD	MTG	VGAS	ORI	SLRC	AEG
ROOOF		0.21	0.0	0.62	-0.05	0.03	0.59	0.62	ROOOF
GGDVF	0.21		0.0	0.41	0.16	0.05	0.17	0.26	GGDVF
NHMD	0.0	0.0		0.0	0.0	0.0	0.0	0.0	NHMD
MTG	0.62	0.41	0.0		0.24	0.32	0.79	0.93	MTG
VGAS	-0.05	0.16	0.0	0.24		0.09	0.04	0.19	VGAS
ORI	0.03	0.05	0.0	0.32	0.09		0.43	0.35	ORI
SLRC	0.59	0.17	0.0	0.79	0.04	0.43		0.89	SLRC
AEG	0.62	0.26	0.0	0.93	0.19	0.35	0.89		AEG
	ROOOF	GGDVF	NHMD	MTG	VGAS	ORI	SLRC	AEG

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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

AEG	+ 0.93	MTG
AEG	+ 0.89	SLRC
SLRC	+ 0.79	MTG
MTG	+ 0.62	ROOOF
AEG	+ 0.62	ROOOF
SLRC	+ 0.59	ROOOF

High negative correlations

VGAS	- 0.05	ROOOF
AEG	- 0.0	NHMD
SLRC	- 0.0	NHMD
ORI	- 0.0	NHMD
VGAS	- 0.0	NHMD
MTG	- 0.0	NHMD

Risk-Adjusted Indicators

There is a big difference between Brandywine Stock performing well and Brandywine Realty 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 Brandywine Realty'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
ROOOF	2.43	0.16	0.02	1.44	2.71	(4.64)	4.35	(4.17)	15.74
GGDVF	0.16	0.05	0.00	(0.85)	0.00	0.00	0.00	0.00	5.19
NHMD	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
MTG	1.41	0.06	0.03	0.15	1.90	(1.44)	3.14	(2.86)	9.36
VGAS	3.60	0.04	0.01	0.12	4.18	(4.11)	7.37	(6.41)	27.01
ORI	1.14	(0.03)	0.00	11.32	0.00	0.00	2.41	(2.89)	8.76
SLRC	1.20	(0.10)	0.00	(0.03)	0.00	0.00	2.08	(3.17)	10.50
AEG	1.42	0.06	0.03	0.14	2.18	(1.44)	2.65	(3.09)	12.06

Brandywine Realty Corporate Management

Regina Sitler	Senior Management	Profile
Nick Becattini	Senior Markets	Profile
Lisa McGann	Senior Communications	Profile
Terri Herubin	Independent Trustee	Profile

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