EPR Properties Correlations

EPR Stock

USD 58.51 0.09 0.15%

The current 90-days correlation between EPR Properties and Main Street Capital is -0.31 (i.e., Very good diversification). The correlation of EPR Properties 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.

EPR Properties Correlation With Market

Weak diversification

The correlation between EPR Properties and DJI is 0.36 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding EPR Properties and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with EPR Stock

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

To learn how to invest in EPR Stock, please use our How to Invest in EPR Properties guide.

Moving together with EPR Stock

0.8	Z	Zillow Group Class	Pair Corr
0.69	PK	Park Hotels Resorts Earnings Call This Week	Pair Corr
0.72	UE	Urban Edge Properties Earnings Call This Week	Pair Corr
0.64	VICI	VICI Properties Earnings Call This Week	Pair Corr
0.83	ELME	Elme Communities	Pair Corr
0.77	WELL	Welltower Earnings Call This Week	Pair Corr
0.8	ESBA	Empire State Realty	Pair Corr
0.81	ESRT	Empire State Realty Earnings Call Today	Pair Corr
0.73	FISK	Empire State Realty	Pair Corr
0.93	AAT	American Assets Trust Earnings Call This Week	Pair Corr
0.62	AHH	Armada Hflr Pr	Pair Corr
0.94	AHR	American Healthcare REIT,	Pair Corr
0.91	AIV	Apartment Investment and	Pair Corr
0.94	ALX	Alexanders	Pair Corr
0.81	BDN	Brandywine Realty Trust	Pair Corr
0.83	BFS	Saul Centers	Pair Corr
0.96	BHR	Braemar Hotel Resorts	Pair Corr
0.83	BXP	Boston Properties Earnings Call This Week	Pair Corr
0.94	CDP	COPT Defense Properties Earnings Call This Week	Pair Corr

Moving against EPR Stock

0.7	WHLR	Wheeler Real Estate	Pair Corr
0.64	FCPT	Four Corners Property Earnings Call This Week	Pair Corr
0.55	LB	LandBridge Company	Pair Corr
0.79	ADC	Agree Realty	Pair Corr
0.58	AKR	Acadia Realty Trust Earnings Call This Week	Pair Corr
0.55	AMH	American Homes 4 Sell-off Trend	Pair Corr
0.72	ELS	Equity Lifestyle Pro	Pair Corr

Related Correlations Analysis

	CCI	DLR	EQIX	GLPI	IRM	LTC	MAIN	NNN	STAG	WPC
CCI		-0.04	-0.46	0.42	-0.05	0.27	0.24	0.38	-0.16	0.19	CCI
DLR	-0.04		0.31	-0.37	0.95	-0.04	0.66	0.71	0.9	0.61	DLR
EQIX	-0.46	0.31		-0.71	0.31	-0.04	-0.43	-0.29	0.16	-0.09	EQIX
GLPI	0.42	-0.37	-0.71		-0.41	0.23	0.25	0.22	-0.17	0.28	GLPI
IRM	-0.05	0.95	0.31	-0.41		-0.04	0.56	0.73	0.9	0.58	IRM
LTC	0.27	-0.04	-0.04	0.23	-0.04		-0.02	0.1	-0.04	0.12	LTC
MAIN	0.24	0.66	-0.43	0.25	0.56	-0.02		0.79	0.68	0.65	MAIN
NNN	0.38	0.71	-0.29	0.22	0.73	0.1	0.79		0.76	0.84	NNN
STAG	-0.16	0.9	0.16	-0.17	0.9	-0.04	0.68	0.76		0.72	STAG
WPC	0.19	0.61	-0.09	0.28	0.58	0.12	0.65	0.84	0.72		WPC
	CCI	DLR	EQIX	GLPI	IRM	LTC	MAIN	NNN	STAG	WPC

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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

IRM	+ 0.95	DLR
STAG	+ 0.9	DLR
STAG	+ 0.9	IRM
WPC	+ 0.84	NNN
NNN	+ 0.79	MAIN
STAG	+ 0.76	NNN

High negative correlations

GLPI	- 0.71	EQIX
EQIX	- 0.46	CCI
MAIN	- 0.43	EQIX
IRM	- 0.41	GLPI
GLPI	- 0.37	DLR
NNN	- 0.29	EQIX

Risk-Adjusted Indicators

There is a big difference between EPR Stock performing well and EPR Properties 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 EPR Properties' 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
CCI	0.99	0.08	(0.02)	0.83	1.25	(0.99)	2.32	(1.57)	7.06
DLR	0.85	0.24	0.14	0.68	0.80	(1.01)	1.74	(1.67)	7.03
EQIX	1.14	(0.05)	(0.04)	0.04	2.54	(1.08)	2.32	(1.50)	12.12
GLPI	0.80	(0.09)	0.00	(0.15)	0.00	0.00	1.62	(1.93)	4.00
IRM	1.04	0.17	0.10	0.35	1.20	(1.20)	2.43	(2.44)	8.65
LTC	0.84	0.02	(0.10)	0.37	1.07	(0.78)	1.48	(1.66)	5.33
MAIN	0.94	0.35	0.17	(1.15)	0.78	(1.11)	2.00	(1.73)	4.83
NNN	0.74	0.05	(0.05)	0.31	0.82	(0.79)	1.60	(1.56)	4.92
STAG	0.94	0.06	0.02	0.21	1.19	(0.97)	2.20	(1.64)	5.84
WPC	0.81	0.02	(0.08)	0.28	0.97	(0.89)	1.82	(1.55)	4.98

EPR Properties Corporate Management

April Jenkins	VP Controller	Profile
Gwendolyn Johnson	Senior Management	Profile
Paul Turvey	Senior Counsel	Profile
Robin Sterneck	Independent Trustee	Profile

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