Sabra Healthcare Correlations

SBRA Stock

USD 18.82 0.20 1.05%

The current 90-days correlation between Sabra Healthcare REIT and National Health Investors is 0.41 (i.e., Very weak diversification). The correlation of Sabra Healthcare 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.

Sabra Healthcare Correlation With Market

Very weak diversification

The correlation between Sabra Healthcare REIT and DJI is 0.41 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sabra Healthcare REIT and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Sabra Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sabra Healthcare REIT. 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.

Moving together with Sabra Stock

0.67	NSR	National Storage REIT	Pair Corr
0.69	NHI	National Health Investors	Pair Corr
0.64	PLD	Prologis	Pair Corr
0.66	GMRE	Global Medical REIT	Pair Corr
0.62	NWH-UN	NorthWest Healthcare	Pair Corr
0.74	CHCT	Community Healthcare	Pair Corr
0.77	TUXS	Tuxis	Pair Corr
0.8	GOOG	Alphabet Class C	Pair Corr
0.76	BMYMP	Bristol Myers Squibb	Pair Corr

Moving against Sabra Stock

0.46	AOF	Australian Unity Office	Pair Corr
0.41	BDN	Brandywine Realty Trust	Pair Corr
0.31	BXP	Boston Properties Earnings Call This Week	Pair Corr
0.71	NVDA	NVIDIA	Pair Corr
0.69	MSFT	Microsoft Earnings Call This Week	Pair Corr
0.55	CIP	Centuria Industrial REIT	Pair Corr
0.43	COF	Centuria Office REIT	Pair Corr

Related Correlations Analysis

	NHI	ABR	PECO	EPR	MAC	CUZ	MRP	SLG	PSA	HHH
NHI		-0.41	0.6	0.55	0.18	0.15	-0.16	-0.34	-0.11	0.38	NHI
ABR	-0.41		-0.56	-0.29	-0.45	-0.2	0.63	0.46	0.11	0.07	ABR
PECO	0.6	-0.56		0.19	0.63	0.06	-0.46	-0.37	-0.33	0.06	PECO
EPR	0.55	-0.29	0.19		0.12	0.68	0.19	0.08	0.68	0.18	EPR
MAC	0.18	-0.45	0.63	0.12		0.37	-0.09	0.05	-0.07	-0.33	MAC
CUZ	0.15	-0.2	0.06	0.68	0.37		0.25	0.62	0.65	-0.19	CUZ
MRP	-0.16	0.63	-0.46	0.19	-0.09	0.25		0.53	0.51	0.21	MRP
SLG	-0.34	0.46	-0.37	0.08	0.05	0.62	0.53		0.39	-0.22	SLG
PSA	-0.11	0.11	-0.33	0.68	-0.07	0.65	0.51	0.39		-0.06	PSA
HHH	0.38	0.07	0.06	0.18	-0.33	-0.19	0.21	-0.22	-0.06		HHH
	NHI	ABR	PECO	EPR	MAC	CUZ	MRP	SLG	PSA	HHH

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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

CUZ	+ 0.68	EPR
PSA	+ 0.68	EPR
PSA	+ 0.65	CUZ
MRP	+ 0.63	ABR
MAC	+ 0.63	PECO
SLG	+ 0.62	CUZ

High negative correlations

PECO	- 0.56	ABR
MRP	- 0.46	PECO
MAC	- 0.45	ABR
ABR	- 0.41	NHI
SLG	- 0.37	PECO
SLG	- 0.34	NHI

Risk-Adjusted Indicators

There is a big difference between Sabra Stock performing well and Sabra Healthcare 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 Sabra Healthcare'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
NHI	0.83	0.09	0.01	(0.39)	1.07	(0.85)	1.87	(1.82)	5.12
ABR	1.88	(0.71)	0.00	(0.49)	0.00	0.00	3.39	(4.81)	12.71
PECO	0.65	0.05	(0.03)	(0.66)	0.62	(0.75)	1.53	(0.93)	4.29
EPR	0.90	(0.01)	(0.05)	(0.11)	1.50	(0.80)	1.90	(1.60)	6.05
MAC	1.19	0.06	0.03	0.13	1.59	(1.19)	2.43	(2.31)	7.29
CUZ	0.98	(0.07)	(0.05)	(0.01)	1.40	(0.95)	1.77	(2.57)	6.66
MRP	1.43	(0.17)	0.00	(0.08)	0.00	0.00	3.67	(2.69)	7.64
SLG	1.63	(0.27)	0.00	(0.13)	0.00	0.00	2.57	(3.23)	10.73
PSA	1.15	(0.20)	0.00	(0.14)	0.00	0.00	2.27	(2.17)	6.57
HHH	1.26	(0.08)	(0.04)	(0.01)	1.70	(1.37)	2.35	(2.21)	17.67

Sabra Healthcare Corporate Management

Peter Nyland	Executive Management	Profile
Michael Costa	CFO VP	Profile
Eliza Gozar	Senior Investments	Profile
Kara Pappanduros	Senior Management	Profile
Darrin Smith	Executive Investments	Profile

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