Federal Realty Correlations

FRT Stock

USD 94.22 1.58 1.65%

The current 90-days correlation between Federal Realty Investment and Loews Corp is 0.67 (i.e., Poor diversification). The correlation of Federal Realty 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.

Federal Realty Correlation With Market

Very poor diversification

The correlation between Federal Realty Investment and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Federal Realty Investment and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Federal Stock

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

Moving together with Federal Stock

0.62	O	Realty Income	Pair Corr
0.72	Z	Zillow Group Class Sell-off Trend	Pair Corr
0.65	EPR	EPR Properties	Pair Corr
0.75	HIW	Highwoods Properties	Pair Corr
0.68	SLG	SL Green Realty Earnings Call This Week	Pair Corr
0.81	GNL-PD	Global Net Lease	Pair Corr
0.73	DX	Dynex Capital	Pair Corr
0.84	FR	First Industrial Realty Earnings Call This Week	Pair Corr
0.68	OZ	Belpointe PREP LLC	Pair Corr
0.82	PK	Park Hotels Resorts	Pair Corr
0.89	UE	Urban Edge Properties	Pair Corr
0.68	AHT-PD	Ashford Hospitality Trust Downward Rally	Pair Corr
0.79	VNO-PL	Vornado Realty Trust	Pair Corr
0.8	VNO-PM	Vornado Realty Trust	Pair Corr
0.79	VNO-PN	Vornado Realty Trust	Pair Corr
0.78	VNO-PO	Vornado Realty Trust	Pair Corr
0.62	VICI	VICI Properties	Pair Corr
0.67	MITT-PA	AG Mortgage Investment	Pair Corr
0.73	MITT-PB	AG Mortgage Investment	Pair Corr
0.76	MITT-PC	AG Mortgage Investment	Pair Corr
0.79	EARN	Ellington Residential	Pair Corr
0.65	VTMX	Corporacin Inmobiliaria	Pair Corr
0.74	ELME	Elme Communities	Pair Corr

Moving against Federal Stock

0.47	WETH	Wetouch Technology Common	Pair Corr
0.46	WHLR	Wheeler Real Estate	Pair Corr
0.42	CDR-PB	Cedar Realty Trust	Pair Corr

Related Correlations Analysis

	INBX	L	SLF	FDUS	ESNT	MTG	UVE
INBX		0.64	0.62	0.75	0.63	0.63	0.5	INBX
L	0.64		0.76	0.89	0.88	0.84	0.73	L
SLF	0.62	0.76		0.87	0.84	0.92	0.97	SLF
FDUS	0.75	0.89	0.87		0.84	0.86	0.82	FDUS
ESNT	0.63	0.88	0.84	0.84		0.97	0.81	ESNT
MTG	0.63	0.84	0.92	0.86	0.97		0.89	MTG
UVE	0.5	0.73	0.97	0.82	0.81	0.89		UVE
	INBX	L	SLF	FDUS	ESNT	MTG	UVE

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Risk-Adjusted Indicators

There is a big difference between Federal Stock performing well and Federal Realty 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 Federal Realty'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
INBX	3.23	0.42	0.09	0.63	3.80	(3.52)	7.29	(5.46)	16.42
L	1.06	(0.08)	(0.04)	(0.01)	2.03	(0.95)	1.94	(2.27)	8.78
SLF	0.92	0.08	0.03	0.21	1.55	(0.98)	2.17	(2.54)	7.68
FDUS	1.28	(0.01)	(0.01)	0.08	2.14	(1.22)	2.26	(2.37)	12.78
ESNT	1.20	(0.02)	(0.02)	0.06	1.77	(1.10)	2.59	(3.14)	7.44
MTG	1.41	0.06	0.03	0.15	1.90	(1.44)	3.14	(2.86)	9.36
UVE	1.52	0.05	0.01	0.17	1.88	(1.79)	4.07	(2.37)	10.44

Federal Realty Corporate Management

Deirdre Johnson	Senior Vice President - Asset Management	Profile
Barry Carty	Senior Vice President - East Coast Acquisitions	Profile
Michael Papillon	Vice President - Asset Management, Maryland Region	Profile
Kari Glinski	Vice President - Asset Management, Metropolitan Philadelphia Region	Profile
Jill Sawyer	Senior Relations	Profile

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