Intergroup Correlations

INTG Stock

USD 11.24 0.34 3.12%

The correlation of Intergroup 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.

Intergroup Correlation With Market

Good diversification

The correlation between The Intergroup and DJI is -0.08 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding The Intergroup and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Intergroup Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in The Intergroup. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in estimate.

Moving together with Intergroup Stock

0.61

WHLR

Wheeler Real Estate

Pair Corr

Moving against Intergroup Stock

0.56	ESRT	Empire State Realty Earnings Call Tomorrow	Pair Corr
0.52	ELME	Elme Communities	Pair Corr
0.52	ESBA	Empire State Realty	Pair Corr
0.48	FR	First Industrial Realty	Pair Corr
0.43	WELL	Welltower Earnings Call This Week	Pair Corr
0.42	WY	Weyerhaeuser Earnings Call This Week	Pair Corr
0.41	Z	Zillow Group Class	Pair Corr
0.4	EQIX	Equinix	Pair Corr
0.32	PK	Park Hotels Resorts	Pair Corr
0.63	ALX	Alexanders	Pair Corr
0.61	BDN	Brandywine Realty Trust Earnings Call Today	Pair Corr
0.54	AAT	American Assets Trust Earnings Call This Week	Pair Corr
0.53	AHR	American Healthcare REIT,	Pair Corr
0.48	BHR	Braemar Hotel Resorts	Pair Corr
0.47	BFS	Saul Centers	Pair Corr
0.45	AHH	Armada Hflr Pr	Pair Corr
0.41	AIV	Apartment Investment and	Pair Corr
0.64	DLR	Digital Realty Trust Earnings Call This Week	Pair Corr
0.63	BXP	Boston Properties Sell-off Trend	Pair Corr
0.61	CDP	COPT Defense Properties Earnings Call This Week	Pair Corr
0.58	DEA	Eerly Govt Ppty	Pair Corr
0.53	DHC	Diversified Healthcare	Pair Corr
0.5	CSR	Centerspace Earnings Call This Week	Pair Corr

Related Correlations Analysis

	HTHT	ATAT	LUXH	IHG	GHG	SHCO	H	CHH	HLT	WH
HTHT		-0.33	0.0	0.28	-0.51	-0.36	-0.24	-0.2	-0.21	0.13	HTHT
ATAT	-0.33		0.0	0.72	0.38	0.84	0.94	0.64	0.93	0.21	ATAT
LUXH	0.0	0.0		0.0	0.0	0.0	0.0	0.0	0.0	0.0	LUXH
IHG	0.28	0.72	0.0		0.1	0.67	0.83	0.64	0.85	0.52	IHG
GHG	-0.51	0.38	0.0	0.1		0.25	0.42	0.53	0.38	0.43	GHG
SHCO	-0.36	0.84	0.0	0.67	0.25		0.9	0.56	0.9	0.12	SHCO
H	-0.24	0.94	0.0	0.83	0.42	0.9		0.7	0.99	0.35	H
CHH	-0.2	0.64	0.0	0.64	0.53	0.56	0.7		0.73	0.74	CHH
HLT	-0.21	0.93	0.0	0.85	0.38	0.9	0.99	0.73		0.39	HLT
WH	0.13	0.21	0.0	0.52	0.43	0.12	0.35	0.74	0.39		WH
	HTHT	ATAT	LUXH	IHG	GHG	SHCO	H	CHH	HLT	WH

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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

HLT	+ 0.99	H
H	+ 0.94	ATAT
HLT	+ 0.93	ATAT
H	+ 0.9	SHCO
HLT	+ 0.9	SHCO
HLT	+ 0.85	IHG

High negative correlations

GHG	- 0.51	HTHT
SHCO	- 0.36	HTHT
ATAT	- 0.33	HTHT
H	- 0.24	HTHT
HLT	- 0.21	HTHT
CHH	- 0.2	HTHT

Risk-Adjusted Indicators

There is a big difference between Intergroup Stock performing well and Intergroup 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 Intergroup'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
HTHT	1.28	(0.08)	0.00	(0.07)	0.00	0.00	2.90	(2.51)	7.07
ATAT	1.75	0.60	0.33	1.38	1.16	(2.17)	4.81	(2.18)	13.33
LUXH	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
IHG	1.18	0.05	0.04	0.18	1.22	(1.31)	2.41	(2.05)	6.49
GHG	2.45	0.23	0.04	1.73	3.03	(2.78)	4.50	(4.33)	26.30
SHCO	2.00	0.25	0.14	0.31	1.72	(2.36)	5.15	(2.82)	9.78
H	1.36	0.28	0.26	0.33	0.87	(1.77)	3.63	(1.60)	10.25
CHH	1.16	(0.06)	(0.05)	0.07	1.36	(1.27)	2.49	(2.67)	6.38
HLT	1.12	0.24	0.23	0.32	0.79	(1.36)	3.11	(1.55)	6.54
WH	1.33	(0.10)	(0.05)	0.05	1.44	(1.63)	3.01	(2.78)	6.95

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