Arbor Realty Correlations
| ABR-PF Preferred Stock | 21.25 0.05 0.24% |
The current 90-days correlation between Arbor Realty Trust and Arbor Realty Trust is 0.35 (i.e., Weak diversification). The correlation of Arbor 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.
Arbor Realty Correlation With Market
Average diversification
The correlation between Arbor Realty Trust and DJI is 0.13 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Arbor Realty Trust and DJI in the same portfolio, assuming nothing else is changed.
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The ability to find closely correlated positions to Arbor Realty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Arbor Realty when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Arbor Realty - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Arbor Realty Trust to buy it.
Moving together with Arbor Preferred Stock
| 0.71 | MITT-PB | AG Mortgage Investment | PairCorr |
| 0.93 | MITT-PC | AG Mortgage Investment | PairCorr |
| 0.78 | NREF-PA | NexPoint Real Estate | PairCorr |
| 0.84 | LFT-PA | Lument Finance Trust | PairCorr |
| 0.92 | ACR-PC | ACRES Commercial Realty | PairCorr |
| 0.74 | TRTX-PC | TPG RE Finance | PairCorr |
| 0.75 | GPMT-PA | Granite Point Mortgage | PairCorr |
| 0.8 | NLY-PI | Annaly Capital Management | PairCorr |
| 0.9 | NLY-PF | Annaly Capital Management | PairCorr |
| 0.86 | NLY-PG | Annaly Capital Management | PairCorr |
| 0.61 | IVR-PB | Invesco Mortgage Capital | PairCorr |
| 0.62 | ABR-PE | Arbor Realty Trust | PairCorr |
| 0.67 | ABR-PD | Arbor Realty Trust | PairCorr |
| 0.92 | RITM-PC | Rithm Capital Corp | PairCorr |
| 0.88 | RITM-PD | Rithm Capital Corp | PairCorr |
| 0.94 | RITM-PA | Rithm Capital Corp | PairCorr |
| 0.96 | RITM-PB | Rithm Capital Corp | PairCorr |
| 0.94 | NYMTL | New York Mortgage | PairCorr |
| 0.96 | NYMTM | New York Mortgage | PairCorr |
| 0.69 | ARR-PC | ARMOUR Residential REIT | PairCorr |
| 0.89 | TWO-PC | Two Harbors Investment | PairCorr |
| 0.72 | MFA-PC | MFA Financial | PairCorr |
Moving against Arbor Preferred Stock
| 0.7 | MRTI | Maxus Realty Trust Downward Rally | PairCorr |
| 0.51 | ECRO | Ecc Cap Corp | PairCorr |
| 0.44 | IVR-PC | Invesco Mortgage Capital | PairCorr |
| 0.67 | SACH | Sachem Capital Corp | PairCorr |
| 0.65 | DTLAP | Brookfield DTLA | PairCorr |
Related Correlations Analysis
| 0.96 | 0.43 | 0.88 | 0.66 | ABR-PE | ||
| 0.96 | 0.44 | 0.87 | 0.66 | ABR-PD | ||
| 0.43 | 0.44 | 0.51 | 0.86 | CIM-PD | ||
| 0.88 | 0.87 | 0.51 | 0.76 | ARR-PC | ||
| 0.66 | 0.66 | 0.86 | 0.76 | ACR-PC | ||
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between Arbor Preferred Stock performing well and Arbor 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 Arbor 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ABR-PE | 0.91 | 0.06 | 0.01 | 0.24 | 0.90 | 2.33 | 6.09 | |||
| ABR-PD | 0.79 | 0.10 | 0.02 | 0.40 | 1.05 | 1.69 | 5.97 | |||
| CIM-PD | 0.25 | 0.04 | (0.22) | 7.18 | 0.20 | 0.57 | 1.56 | |||
| ARR-PC | 0.49 | 0.05 | (0.08) | (1.76) | 0.73 | 1.00 | 3.96 | |||
| ACR-PC | 0.17 | 0.05 | (0.35) | (2.85) | 0.00 | 0.40 | 1.30 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Arbor Realty without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Arbor Realty Corporate Management
| Ivan Kaufman | Pres Chairman | Profile | |
| CPA Ridings | MD Officer | Profile | |
| Howard Leiner | Ex CTO | Profile | |
| Paul Elenio | Ex CFO | Profile | |
| Lee Roth | VP | Profile | |
| JD BA | Exec Counsel | Profile | |
| John Caulfield | Ex Lending | Profile |