Inventrust Properties Correlations

IVT Stock

USD 29.42 0.45 1.51%

The current 90-days correlation between Inventrust Properties and CBL Associates Properties is 0.5 (i.e., Very weak diversification). The correlation of Inventrust 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.

Inventrust Properties Correlation With Market

Very weak diversification

The correlation between Inventrust Properties Corp and DJI is 0.57 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Inventrust Properties Corp and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Inventrust Stock

0.98	O	Realty Income	Pair Corr
0.96	FR	First Industrial Realty	Pair Corr
0.9	HR	Healthcare Realty Trust	Pair Corr
0.64	OZ	Belpointe PREP LLC	Pair Corr
0.97	UE	Urban Edge Properties	Pair Corr
0.82	WY	Weyerhaeuser Fiscal Year End 23rd of January 2025	Pair Corr
0.99	VICI	VICI Properties	Pair Corr
0.98	ELME	Elme Communities	Pair Corr
0.9	EPRT	Essential Properties	Pair Corr
0.89	EQIX	Equinix	Pair Corr
0.94	WELL	Welltower Sell-off Trend	Pair Corr
0.76	ESRT	Empire State Realty	Pair Corr
0.94	FCPT	Four Corners Property	Pair Corr
0.73	FISK	Empire State Realty	Pair Corr
0.98	AAT	American Assets Trust	Pair Corr
0.98	ADC	Agree Realty	Pair Corr
0.84	AHH	Armada Hflr Pr	Pair Corr
0.89	AHR	American Healthcare REIT,	Pair Corr
0.82	AIV	Apartment Investment and	Pair Corr
0.98	AKR	Acadia Realty Trust	Pair Corr
0.64	ALX	Alexanders	Pair Corr
0.79	AMH	American Homes 4	Pair Corr
0.96	AMT	American Tower Corp	Pair Corr
0.9	AVB	AvalonBay Communities	Pair Corr
0.94	BDN	Brandywine Realty Trust	Pair Corr
0.94	BFS	Saul Centers	Pair Corr
0.93	BNL	Broadstone Net Lease	Pair Corr
0.68	BRT	BRT Realty Trust	Pair Corr
0.99	BRX	Brixmor Property	Pair Corr
0.94	BXP	Boston Properties	Pair Corr
0.96	CCI	Crown Castle Fiscal Year End 22nd of January 2025	Pair Corr
0.97	CDP	COPT Defense Properties	Pair Corr
0.83	CIO	City Office	Pair Corr

Moving against Inventrust Stock

0.82

WHLR

Wheeler Real Estate

Pair Corr

Related Correlations Analysis

	CBL	CDR-PB	MAC	SPG	O	UE	KRG	ROIC	BRX
CBL		0.46	0.59	0.74	0.83	0.86	0.85	0.75	0.83	CBL
CDR-PB	0.46		0.21	0.79	0.73	0.66	0.73	0.72	0.76	CDR-PB
MAC	0.59	0.21		0.59	0.44	0.7	0.62	0.37	0.58	MAC
SPG	0.74	0.79	0.59		0.89	0.91	0.93	0.84	0.95	SPG
O	0.83	0.73	0.44	0.89		0.93	0.96	0.93	0.96	O
UE	0.86	0.66	0.7	0.91	0.93		0.99	0.89	0.98	UE
KRG	0.85	0.73	0.62	0.93	0.96	0.99		0.92	1.0	KRG
ROIC	0.75	0.72	0.37	0.84	0.93	0.89	0.92		0.93	ROIC
BRX	0.83	0.76	0.58	0.95	0.96	0.98	1.0	0.93		BRX
	CBL	CDR-PB	MAC	SPG	O	UE	KRG	ROIC	BRX

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Risk-Adjusted Indicators

There is a big difference between Inventrust Stock performing well and Inventrust 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 Inventrust 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
CBL	0.96	0.14	0.11	0.30	0.79	(1.13)	2.49	(1.75)	5.93
CDR-PB	1.76	0.11	0.01	0.65	2.61	(1.76)	3.88	(4.22)	12.97
MAC	1.68	0.10	0.07	0.18	2.33	(1.73)	3.04	(4.29)	8.76
SPG	1.10	0.09	0.05	0.20	1.46	(1.17)	2.65	(2.05)	8.56
O	0.69	0.21	0.14	2.44	0.42	(0.86)	2.12	(0.96)	4.26
UE	0.94	0.16	0.14	0.29	0.81	(1.12)	2.00	(1.76)	7.97
KRG	0.92	0.20	0.15	0.34	0.85	(1.01)	1.93	(1.82)	8.72
ROIC	1.35	0.33	0.20	0.52	1.13	(1.65)	2.17	(1.70)	25.72
BRX	0.93	0.26	0.19	0.41	0.81	(1.04)	2.00	(1.86)	10.16

Inventrust Properties Corporate Management

Michael Stein	Independent Director	Profile
Thomas Glavin	Independent Director	Profile
Lauren Suva	Senior Officer	Profile
David Bryson	Senior Vice President Chief Accounting Officer	Profile
Michael CPA	CFO VP	Profile
Amanda Black	Independent Director	Profile

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