Marcus Millichap Correlations

MMI Stock

USD 29.20 1.09 3.88%

The current 90-days correlation between Marcus Millichap and Via Renewables is 0.19 (i.e., Average diversification). The correlation of Marcus Millichap 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.

Marcus Millichap Correlation With Market

Poor diversification

The correlation between Marcus Millichap and DJI is 0.67 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Marcus Millichap and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Marcus Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Marcus Millichap. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in population.

For more detail on how to invest in Marcus Stock please use our How to Invest in Marcus Millichap guide.

Moving together with Marcus Stock

0.88	CBL	CBL Associates Properties	Pair Corr
0.91	FRPH	Frp Holdings Ord	Pair Corr
0.94	MLP	Maui Land Pineapple	Pair Corr
0.82	ONL	Orion Office Reit	Pair Corr
0.76	MAYS	J W Mays	Pair Corr
0.89	RMAX	Re Max Holding	Pair Corr
0.81	DX	Dynex Capital	Pair Corr
0.86	FR	First Industrial Realty	Pair Corr
0.87	HR	Healthcare Realty Trust	Pair Corr
0.96	KW	Kennedy Wilson Holdings	Pair Corr
0.79	PK	Park Hotels Resorts	Pair Corr
0.78	RC	Ready Capital Corp	Pair Corr
0.79	UE	Urban Edge Properties	Pair Corr
0.93	WY	Weyerhaeuser	Pair Corr
0.85	AHT-PH	Ashford Hospitality Trust	Pair Corr
0.87	AHT-PI	Ashford Hospitality Trust	Pair Corr
0.63	AHT-PD	Ashford Hospitality Trust	Pair Corr
0.86	AHT-PF	Ashford Hospitality Trust	Pair Corr
0.66	AHT-PG	Ashford Hospitality Trust	Pair Corr
0.68	VNO-PO	Vornado Realty Trust	Pair Corr

Moving against Marcus Stock

0.53	NYC	New York City	Pair Corr
0.48	TCI	Transcontinental Realty	Pair Corr
0.64	VTMX	Corporacin Inmobiliaria	Pair Corr

Related Correlations Analysis

	ICMB	MDRR	YGMZ	MSTSX	LBHIX	VIASP	RRTLX	OSHDF	70082LAB3	SITKF
ICMB		0.28	-0.1	0.59	0.69	0.11	0.67	0.0	0.39	-0.59	ICMB
MDRR	0.28		-0.59	-0.06	0.02	-0.36	0.03	0.0	0.72	-0.58	MDRR
YGMZ	-0.1	-0.59		0.47	0.43	0.84	0.37	0.0	-0.75	0.23	YGMZ
MSTSX	0.59	-0.06	0.47		0.94	0.59	0.98	0.0	-0.06	-0.47	MSTSX
LBHIX	0.69	0.02	0.43	0.94		0.62	0.96	0.0	-0.03	-0.55	LBHIX
VIASP	0.11	-0.36	0.84	0.59	0.62		0.54	0.0	-0.49	0.04	VIASP
RRTLX	0.67	0.03	0.37	0.98	0.96	0.54		0.0	0.02	-0.53	RRTLX
OSHDF	0.0	0.0	0.0	0.0	0.0	0.0	0.0		0.0	0.0	OSHDF
70082LAB3	0.39	0.72	-0.75	-0.06	-0.03	-0.49	0.02	0.0		-0.62	70082LAB3
SITKF	-0.59	-0.58	0.23	-0.47	-0.55	0.04	-0.53	0.0	-0.62		SITKF
	ICMB	MDRR	YGMZ	MSTSX	LBHIX	VIASP	RRTLX	OSHDF	70082LAB3	SITKF

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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

RRTLX	+ 0.98	MSTSX
RRTLX	+ 0.96	LBHIX
LBHIX	+ 0.94	MSTSX
VIASP	+ 0.84	YGMZ
70082LAB3	+ 0.72	MDRR
LBHIX	+ 0.69	ICMB

High negative correlations

70082LAB3	- 0.75	YGMZ
SITKF	- 0.62	70082LAB3
YGMZ	- 0.59	MDRR
SITKF	- 0.59	ICMB
SITKF	- 0.58	MDRR
SITKF	- 0.55	LBHIX

Risk-Adjusted Indicators

There is a big difference between Marcus Stock performing well and Marcus Millichap 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 Marcus Millichap'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
ICMB	1.70	0.00	0.00	(0.09)	0.00	0.00	3.72	(4.07)	15.06
MDRR	2.29	(0.03)	0.02	0.00	3.12	(2.71)	6.14	(6.00)	16.14
YGMZ	4.52	1.19	0.24	2.83	4.17	(5.66)	9.09	(8.00)	44.82
MSTSX	0.90	0.07	0.06	0.00	1.37	(0.97)	1.87	(1.54)	10.06
LBHIX	0.22	0.01	0.15	(0.05)	0.32	(0.33)	0.49	(0.49)	1.69
VIASP	0.67	0.14	0.28	1.40	0.63	(0.83)	1.81	(1.03)	4.84
RRTLX	0.44	0.02	0.00	(0.04)	0.00	0.00	0.82	(0.94)	4.11
OSHDF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
70082LAB3	1.32	(0.14)	0.00	(2.95)	0.00	0.00	2.55	(4.54)	20.47
SITKF	3.35	0.54	0.10	6.26	3.71	(4.96)	8.33	(7.69)	28.38

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