Douglas Emmett Correlations

DEI Stock

USD 14.70 0.29 2.01%

The current 90-days correlation between Douglas Emmett and Brandywine Realty Trust is 0.8 (i.e., Very poor 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

Poor diversification

The correlation between Douglas Emmett and DJI is 0.76 (i.e., Poor 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 income.

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

0.81	ESBA	Empire State Realty	Pair Corr
0.71	FISK	Empire State Realty	Pair Corr
0.77	AVB	AvalonBay Communities	Pair Corr
0.82	BDN	Brandywine Realty Trust	Pair Corr
0.81	CPT	Camden Property Trust	Pair Corr
0.82	CUZ	Cousins Properties	Pair Corr
0.76	DOC	Healthpeak Properties	Pair Corr
0.91	ESS	Essex Property Trust	Pair Corr
0.66	MAA	Mid America Apartment	Pair Corr
0.67	MPW	Medical Properties Trust	Pair Corr
0.77	PDM	Piedmont Office Realty	Pair Corr
0.92	PEB	Pebblebrook Hotel Trust	Pair Corr
0.83	UDR	UDR Inc	Pair Corr
0.76	WSR	Whitestone REIT	Pair Corr
0.88	GOOD	Gladstone Commercial	Pair Corr
0.76	NXRT	Nexpoint Residential	Pair Corr
0.75	OGCP	Empire State Realty	Pair Corr
0.7	STAG	STAG Industrial	Pair Corr
0.89	DX	Dynex Capital	Pair Corr
0.96	FR	First Industrial Realty	Pair Corr
0.74	HR	Healthcare Realty Trust	Pair Corr
0.88	KW	Kennedy Wilson Holdings	Pair Corr
0.64	OZ	Belpointe PREP LLC	Pair Corr
0.89	PK	Park Hotels Resorts	Pair Corr
0.77	RC	Ready Capital Corp	Pair Corr
0.83	UE	Urban Edge Properties	Pair Corr
0.94	WY	Weyerhaeuser	Pair Corr
0.93	AHT-PH	Ashford Hospitality Trust	Pair Corr
0.91	AHT-PI	Ashford Hospitality Trust	Pair Corr
0.85	AHT-PD	Ashford Hospitality Trust	Pair Corr
0.92	AHT-PF	Ashford Hospitality Trust	Pair Corr
0.8	AHT-PG	Ashford Hospitality Trust	Pair Corr

Moving against Douglas Stock

0.31	SBRA	Sabra Healthcare REIT	Pair Corr
0.34	VTMX	Corporacin Inmobiliaria	Pair Corr

Related Correlations Analysis

	BDN	KRC	PDM	CIO	HIW	HPP	CUZ	OFC
BDN		0.77	0.81	0.61	0.7	0.51	0.86	0.0	BDN
KRC	0.77		0.79	0.71	0.66	0.42	0.9	0.0	KRC
PDM	0.81	0.79		0.48	0.59	0.57	0.82	0.0	PDM
CIO	0.61	0.71	0.48		0.54	0.28	0.7	0.0	CIO
HIW	0.7	0.66	0.59	0.54		-0.11	0.66	0.0	HIW
HPP	0.51	0.42	0.57	0.28	-0.11		0.58	0.0	HPP
CUZ	0.86	0.9	0.82	0.7	0.66	0.58		0.0	CUZ
OFC	0.0	0.0	0.0	0.0	0.0	0.0	0.0		OFC
	BDN	KRC	PDM	CIO	HIW	HPP	CUZ	OFC

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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

CUZ	+ 0.9	KRC
CUZ	+ 0.86	BDN
CUZ	+ 0.82	PDM
PDM	+ 0.81	BDN
PDM	+ 0.79	KRC
KRC	+ 0.77	BDN

High negative correlations

HPP	- 0.11	HIW
OFC	- 0.0	CUZ
OFC	- 0.0	HPP
OFC	- 0.0	HIW
OFC	- 0.0	CIO
OFC	- 0.0	PDM

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
BDN	1.63	(0.02)	0.00	(0.03)	0.00	0.00	3.28	(3.13)	10.69
KRC	1.82	0.09	0.03	0.07	2.50	(1.82)	3.62	(3.64)	14.19
PDM	2.32	0.12	0.03	0.11	3.93	(2.31)	5.43	(5.85)	22.47
CIO	1.72	0.04	0.02	0.29	2.24	(1.88)	4.20	(3.81)	11.60
HIW	1.49	0.15	0.07	0.17	1.93	(1.56)	2.81	(3.10)	9.82
HPP	3.50	(0.36)	0.00	(0.22)	0.00	0.00	8.12	(8.79)	24.14
CUZ	1.47	0.01	0.01	0.01	2.18	(1.41)	2.51	(3.22)	11.02
OFC	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00

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