Creative Media Correlations

CMCT Stock

USD 7.25 0.04 0.55%

The current 90-days correlation between Creative Media Community and Douglas Emmett is 0.12 (i.e., Average diversification). The correlation of Creative Media 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Creative Media Correlation With Market

Modest diversification

The correlation between Creative Media Community and DJI is 0.28 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Creative Media Community and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Creative Stock

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

Moving together with Creative Stock

0.77	BDN	Brandywine Realty Trust	Pair Corr
0.77	BXP	Boston Properties Earnings Call This Week	Pair Corr
0.81	HIW	Highwoods Properties	Pair Corr
0.72	PDM	Piedmont Office Realty Earnings Call This Week	Pair Corr
0.82	SLG	SL Green Realty	Pair Corr
0.71	VNO	Vornado Realty Trust	Pair Corr
0.63	AHT-PD	Ashford Hospitality Trust	Pair Corr

Moving against Creative Stock

0.69	OPI	Office Properties Income Earnings Call This Week	Pair Corr
0.55	INTG	Intergroup	Pair Corr
0.42	UK	Ucommune International	Pair Corr
0.34	HR	Healthcare Realty Trust Earnings Call Next Week	Pair Corr
0.69	WHLR	Wheeler Real Estate	Pair Corr
0.38	FBRT	Franklin BSP Realty Earnings Call This Week	Pair Corr

Related Correlations Analysis

	DEI	HIW	HPP	CUZ	CDP
DEI		0.75	0.74	0.49	0.56	DEI
HIW	0.75		0.67	0.75	0.61	HIW
HPP	0.74	0.67		0.81	0.66	HPP
CUZ	0.49	0.75	0.81		0.8	CUZ
CDP	0.56	0.61	0.66	0.8		CDP
	DEI	HIW	HPP	CUZ	CDP

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Risk-Adjusted Indicators

There is a big difference between Creative Stock performing well and Creative Media 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 Creative Media'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
DEI	1.37	(0.05)	0.01	0.17	1.46	(1.51)	3.33	(2.36)	7.68
HIW	1.01	0.04	(0.01)	0.25	1.04	(1.11)	2.10	(2.38)	5.40
HPP	2.43	(0.02)	0.01	0.19	3.00	(2.76)	6.55	(5.91)	15.46
CUZ	0.94	(0.05)	(0.14)	0.10	1.02	(1.07)	1.98	(1.91)	5.06
CDP	0.84	0.04	(0.06)	0.29	1.13	(0.90)	2.06	(1.88)	5.47

Creative Media Corporate Management

CPA CPA	Treasurer, Acct	Profile
Ryan Harter	Principal Group	Profile
Jordan Dembo	MD Officer	Profile
Stephen Altebrando	Vice Markets	Profile
Jordan JD	MD Officer	Profile
Chris Allman	Managing Markets	Profile
Jolly Singh	Managing Investments	Profile

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