Brandywine Realty Correlations

BDN Stock

USD 5.65 0.05 0.88%

The current 90-days correlation between Brandywine Realty Trust and Cousins Properties Incorporated is -0.08 (i.e., Good 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 0.56 (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.

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

0.9	UE	Urban Edge Properties	Pair Corr
0.81	EQIX	Equinix	Pair Corr
0.81	WELL	Welltower	Pair Corr
0.89	AKR	Acadia Realty Trust	Pair Corr
0.89	BRX	Brixmor Property Sell-off Trend	Pair Corr
0.91	BXP	Boston Properties	Pair Corr
0.85	DOC	Healthpeak Properties Symbol Change	Pair Corr
0.66	DRH	Diamondrock Hospitality	Pair Corr
0.8	GTY	Getty Realty	Pair Corr
0.88	INN	Summit Hotel Properties	Pair Corr
0.66	IRT	Independence Realty Trust Sell-off Trend	Pair Corr
0.83	IVT	Inventrust Properties	Pair Corr
0.87	KRG	Kite Realty Group	Pair Corr
0.83	NHI	National Health Investors	Pair Corr
0.71	RHP	Ryman Hospitality	Pair Corr
0.85	SLG	SL Green Realty Earnings Call This Week	Pair Corr
0.88	SPG	Simon Property Group Sell-off Trend	Pair Corr
0.79	VTR	Ventas Inc	Pair Corr
0.86	GLPI	Gaming Leisure Properties	Pair Corr
0.79	HASI	Hannon Armstrong Sus	Pair Corr
0.82	JBGS	JBG SMITH Properties	Pair Corr
0.77	PECO	Phillips Edison	Pair Corr
0.77	ROIC	Retail Opportunity	Pair Corr
0.79	SBRA	Sabra Healthcare REIT	Pair Corr
0.86	CTRE	CareTrust REIT	Pair Corr

Moving against Brandywine Stock

0.33	HPP	Hudson Pacific Properties	Pair Corr
0.78	VINO	Gaucho Group Holdings	Pair Corr
0.74	UK	Ucommune International	Pair Corr
0.69	RC	Ready Capital Corp	Pair Corr
0.61	CHCT	Community Healthcare	Pair Corr

Related Correlations Analysis

	CUZ	HIW	DEI	EQC	KRC	HPP	PDM	EQC-PD	FSP	CMCT
CUZ		0.96	0.85	0.61	0.66	-0.41	0.93	0.92	0.49	-0.68	CUZ
HIW	0.96		0.87	0.6	0.7	-0.39	0.97	0.92	0.46	-0.66	HIW
DEI	0.85	0.87		0.23	0.9	-0.3	0.88	0.75	0.55	-0.82	DEI
EQC	0.61	0.6	0.23		0.0	-0.13	0.49	0.66	0.14	-0.03	EQC
KRC	0.66	0.7	0.9	0.0		-0.04	0.75	0.52	0.63	-0.64	KRC
HPP	-0.41	-0.39	-0.3	-0.13	-0.04		-0.41	-0.48	0.28	0.54	HPP
PDM	0.93	0.97	0.88	0.49	0.75	-0.41		0.85	0.5	-0.68	PDM
EQC-PD	0.92	0.92	0.75	0.66	0.52	-0.48	0.85		0.26	-0.62	EQC-PD
FSP	0.49	0.46	0.55	0.14	0.63	0.28	0.5	0.26		-0.24	FSP
CMCT	-0.68	-0.66	-0.82	-0.03	-0.64	0.54	-0.68	-0.62	-0.24		CMCT
	CUZ	HIW	DEI	EQC	KRC	HPP	PDM	EQC-PD	FSP	CMCT

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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

PDM	+ 0.97	HIW
HIW	+ 0.96	CUZ
PDM	+ 0.93	CUZ
EQC-PD	+ 0.92	CUZ
EQC-PD	+ 0.92	HIW
KRC	+ 0.9	DEI

High negative correlations

CMCT	- 0.82	DEI
CMCT	- 0.68	PDM
CMCT	- 0.68	CUZ
CMCT	- 0.66	HIW
CMCT	- 0.64	KRC
CMCT	- 0.62	EQC-PD

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
CUZ	1.07	0.39	0.24	6.32	0.78	(1.25)	2.41	(1.82)	10.46
HIW	1.14	0.23	0.23	0.31	0.79	(1.44)	2.28	(1.55)	7.44
DEI	1.51	0.29	0.20	0.28	1.43	(1.74)	3.68	(2.65)	8.71
EQC	0.40	0.01	(0.07)	0.14	0.63	(0.42)	1.04	(0.69)	5.29
KRC	1.57	0.14	0.09	0.19	1.69	(1.67)	3.98	(2.85)	10.53
HPP	2.99	(0.26)	0.00	(0.08)	0.00	0.00	6.61	(5.04)	24.03
PDM	1.50	0.31	0.22	0.31	1.19	(1.80)	4.36	(2.56)	11.43
EQC-PD	0.18	0.03	(0.17)	1.79	0.13	(0.20)	0.44	(0.40)	1.37
FSP	2.55	0.14	0.02	1.74	2.74	(3.28)	6.17	(4.43)	16.51
CMCT	4.26	(1.58)	0.00	(2.46)	0.00	0.00	6.25	(12.50)	62.92

Brandywine Realty Corporate Executives

Elected by the shareholders, the Brandywine Realty's board of directors comprises two types of representatives: Brandywine Realty inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Brandywine. The board's role is to monitor Brandywine Realty's management team and ensure that shareholders' interests are well served. Brandywine Realty's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Brandywine Realty's outside directors are responsible for providing unbiased perspectives on the board's policies.

Thomas CPA

Executive CFO

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