Frp Holdings Correlations

FRPH Stock

USD 27.91 0.87 3.22%

The current 90-days correlation between Frp Holdings Ord and Transcontinental Realty Investors is 0.26 (i.e., Modest diversification). The correlation of Frp Holdings 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.

Frp Holdings Correlation With Market

Good diversification

The correlation between Frp Holdings Ord and DJI is -0.09 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Frp Holdings Ord and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Frp Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Frp Holdings Ord. 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.

Moving together with Frp Stock

0.82	KW	Kennedy Wilson Holdings Earnings Call This Week	Pair Corr
0.77	DOUG	Douglas Elliman	Pair Corr
0.75	WETH	Wetouch Technology Common	Pair Corr
0.86	EXPI	eXp World Holdings	Pair Corr
0.92	CWK	Cushman Wakefield plc	Pair Corr
0.93	DUO	Fangdd Network Group	Pair Corr
0.91	GBR	New Concept Energy Earnings Call This Week	Pair Corr
0.81	FTHM	Fathom Holdings	Pair Corr
0.93	JLL	Jones Lang LaSalle Earnings Call Tomorrow	Pair Corr
0.84	LPA	Logistic Properties	Pair Corr
0.93	MLP	Maui Land Pineapple	Pair Corr
0.93	MMI	Marcus Millichap Earnings Call This Week	Pair Corr
0.77	OMH	Ohmyhome Limited Ordinary	Pair Corr
0.86	RFL	Rafael Holdings,	Pair Corr
0.89	RMR	RMR Group	Pair Corr
0.91	SEG	Seaport Entertainment	Pair Corr
0.7	XHG	XChange TECINC Symbol Change	Pair Corr
0.67	HOUS	Anywhere Real Estate	Pair Corr
0.76	LODE	Comstock Mining	Pair Corr
0.68	LRHC	La Rosa Holdings	Pair Corr
0.8	DBRG-PJ	DigitalBridge Group	Pair Corr
0.8	DBRG-PH	DigitalBridge Group	Pair Corr
0.81	DBRG-PI	DigitalBridge Group	Pair Corr
0.95	NMRK	Newmark Group	Pair Corr
0.85	OPAD	Offerpad Solutions Earnings Call Tomorrow	Pair Corr
0.88	OPEN	Opendoor Technologies	Pair Corr
0.76	REAX	Real Brokerage	Pair Corr
0.88	RMAX	Re Max Holding	Pair Corr
0.91	AIRE	reAlpha Tech Corp	Pair Corr

Moving against Frp Stock

0.38	NYC	New York City Earnings Call This Week	Pair Corr
0.54	MAYS	J W Mays	Pair Corr
0.45	RDFN	Redfin Corp Earnings Call Tomorrow	Pair Corr
0.4	CSGP	CoStar Group	Pair Corr
0.34	O	Realty Income Earnings Call Tomorrow	Pair Corr

Related Correlations Analysis

	TCI	MAYS	HOUS	RMAX	NEN	MMI	FTHM	CIGI	MLP
TCI		0.07	0.11	-0.32	-0.08	-0.11	-0.45	-0.37	-0.23	TCI
MAYS	0.07		-0.34	-0.41	-0.09	-0.43	-0.44	-0.45	-0.41	MAYS
HOUS	0.11	-0.34		0.78	0.17	0.69	0.64	0.67	0.66	HOUS
RMAX	-0.32	-0.41	0.78		0.07	0.87	0.9	0.92	0.91	RMAX
NEN	-0.08	-0.09	0.17	0.07		-0.07	0.17	0.05	-0.06	NEN
MMI	-0.11	-0.43	0.69	0.87	-0.07		0.73	0.81	0.96	MMI
FTHM	-0.45	-0.44	0.64	0.9	0.17	0.73		0.88	0.82	FTHM
CIGI	-0.37	-0.45	0.67	0.92	0.05	0.81	0.88		0.86	CIGI
MLP	-0.23	-0.41	0.66	0.91	-0.06	0.96	0.82	0.86		MLP
	TCI	MAYS	HOUS	RMAX	NEN	MMI	FTHM	CIGI	MLP

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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

MLP	+ 0.96	MMI
CIGI	+ 0.92	RMAX
MLP	+ 0.91	RMAX
FTHM	+ 0.9	RMAX
CIGI	+ 0.88	FTHM
MMI	+ 0.87	RMAX

High negative correlations

CIGI	- 0.45	MAYS
FTHM	- 0.45	TCI
FTHM	- 0.44	MAYS
MMI	- 0.43	MAYS
MLP	- 0.41	MAYS
RMAX	- 0.41	MAYS

Risk-Adjusted Indicators

There is a big difference between Frp Stock performing well and Frp Holdings 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 Frp Holdings' 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
TCI	1.42	0.11	0.15	(0.37)	1.53	(1.85)	4.21	(2.62)	15.38
MAYS	1.79	(0.21)	0.00	2.34	0.00	0.00	5.26	(6.75)	16.12
HOUS	3.40	0.24	0.09	2.20	3.83	(3.75)	7.79	(6.37)	16.80
RMAX	2.25	(0.27)	0.00	16.56	0.00	0.00	4.32	(4.77)	13.10
NEN	1.36	(0.02)	0.06	(0.04)	1.58	(2.06)	3.74	(2.86)	12.42
MMI	1.55	(0.28)	0.00	7.04	0.00	0.00	2.60	(3.82)	12.73
FTHM	3.63	(0.63)	0.00	0.70	0.00	0.00	7.04	(7.14)	22.61
CIGI	1.62	(0.21)	0.00	1.79	0.00	0.00	2.88	(3.50)	11.16
MLP	1.99	(0.42)	0.00	0.89	0.00	0.00	3.41	(5.70)	14.66

Frp Holdings Corporate Executives

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

Matthew McNulty

CFO Treasurer

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