Douglas Emmett Correlations

DEI Stock

USD 15.56 0.11 0.71%

The current 90-days correlation between Douglas Emmett and Zillow Group Class is 0.31 (i.e., Weak diversification). The correlation of Douglas Emmett 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.

Douglas Emmett Correlation With Market

Very weak diversification

The correlation between Douglas Emmett and DJI is 0.49 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Douglas Emmett and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Douglas Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Douglas Emmett. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in commodities.

For more detail on how to invest in Douglas Stock please use our How to Invest in Douglas Emmett guide.

Moving together with Douglas Stock

0.74	FR	First Industrial Realty	Pair Corr
0.8	PK	Park Hotels Resorts	Pair Corr
0.86	AAT	American Assets Trust	Pair Corr
0.66	AHH	Armada Hflr Pr	Pair Corr
0.8	ARE	Alexandria Real Estate	Pair Corr
0.85	BDN	Brandywine Realty Trust	Pair Corr
0.82	BHR	Braemar Hotel Resorts	Pair Corr
0.7	BRT	BRT Realty Trust	Pair Corr
0.88	BXP	Boston Properties	Pair Corr
0.78	CDP	COPT Defense Properties	Pair Corr

Moving against Douglas Stock

0.63	PW	Power REIT	Pair Corr
0.54	CCI	Crown Castle	Pair Corr

Related Correlations Analysis

	O	Z	FR	HR	LB	PK	PW	UE	WY	VICI
O		0.56	0.7	0.86	-0.51	0.74	-0.31	0.74	-0.39	-0.11	O
Z	0.56		0.54	0.71	-0.81	0.67	0.06	0.78	-0.16	0.29	Z
FR	0.7	0.54		0.79	-0.52	0.86	-0.49	0.87	-0.23	0.2	FR
HR	0.86	0.71	0.79		-0.64	0.79	-0.36	0.88	-0.43	0.1	HR
LB	-0.51	-0.81	-0.52	-0.64		-0.56	-0.14	-0.7	0.3	-0.1	LB
PK	0.74	0.67	0.86	0.79	-0.56		-0.35	0.79	-0.2	0.21	PK
PW	-0.31	0.06	-0.49	-0.36	-0.14	-0.35		-0.28	0.42	0.12	PW
UE	0.74	0.78	0.87	0.88	-0.7	0.79	-0.28		-0.28	0.17	UE
WY	-0.39	-0.16	-0.23	-0.43	0.3	-0.2	0.42	-0.28		0.43	WY
VICI	-0.11	0.29	0.2	0.1	-0.1	0.21	0.12	0.17	0.43		VICI
	O	Z	FR	HR	LB	PK	PW	UE	WY	VICI

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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

UE	+ 0.88	HR
UE	+ 0.87	FR
HR	+ 0.86	O
PK	+ 0.86	FR
HR	+ 0.79	FR
PK	+ 0.79	HR

High negative correlations

LB	- 0.81	Z
UE	- 0.7	LB
LB	- 0.64	HR
PK	- 0.56	LB
LB	- 0.52	FR
LB	- 0.51	O

Risk-Adjusted Indicators

There is a big difference between Douglas Stock performing well and Douglas Emmett 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 Douglas Emmett'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
O	0.74	0.07	0.01	0.32	0.82	(0.85)	1.73	(1.21)	6.18
Z	1.82	0.08	0.07	0.13	2.08	(2.02)	4.50	(3.01)	13.99
FR	1.06	0.11	0.00	(0.76)	1.04	(1.24)	2.60	(1.72)	6.84
HR	1.01	0.15	0.12	0.28	0.86	(1.17)	2.64	(1.73)	9.54
LB	2.27	(0.18)	0.00	0.33	0.00	0.00	4.58	(3.96)	19.81
PK	1.46	0.00	0.06	0.09	1.31	(1.79)	4.71	(2.21)	8.92
PW	3.94	0.17	0.01	0.59	7.31	(4.54)	10.83	(9.47)	41.28
UE	1.03	0.16	0.04	(0.97)	1.15	(1.06)	2.53	(2.11)	6.57
WY	1.43	(0.10)	0.00	(0.28)	0.00	0.00	3.10	(2.62)	8.25
VICI	0.72	0.02	(0.07)	0.25	0.86	(0.78)	1.59	(1.54)	4.81

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