Acres Commercial Correlations

ACR Stock

USD 22.16 0.30 1.37%

The current 90-days correlation between Acres Commercial Realty and Lument Finance Trust is 0.03 (i.e., Significant diversification). The correlation of Acres Commercial 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.

Acres Commercial Correlation With Market

Good diversification

The correlation between Acres Commercial Realty and DJI is -0.04 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Acres Commercial Realty and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Acres Commercial Realty. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

Moving together with Acres Stock

0.95	DB	Deutsche Bank AG	Pair Corr
0.87	LU	Lufax Holding	Pair Corr
0.91	LX	Lexinfintech Holdings	Pair Corr
0.82	XP	Xp Inc	Pair Corr
0.83	DMYY	dMY Squared Technology	Pair Corr

Moving against Acres Stock

0.89	LC	LendingClub Corp	Pair Corr
0.83	BX	Blackstone Group	Pair Corr
0.75	MC	Moelis Normal Trading	Pair Corr
0.72	CG	Carlyle Group Normal Trading	Pair Corr
0.67	PX	P10 Inc	Pair Corr
0.63	SF	Stifel Financial	Pair Corr
0.58	DHIL	Diamond Hill Investment	Pair Corr
0.58	BN	Brookfield Corp	Pair Corr
0.56	RM	Regional Management Corp Normal Trading	Pair Corr
0.37	MS	Morgan Stanley	Pair Corr
0.89	VRTS	Virtus Investment	Pair Corr
0.88	WT	WisdomTree	Pair Corr
0.85	WULF	Terawulf Aggressive Push	Pair Corr
0.77	BLK	BlackRock	Pair Corr
0.76	ECPG	Encore Capital Group	Pair Corr
0.72	WD	Walker Dunlop	Pair Corr
0.69	ABR	Arbor Realty Trust Sell-off Trend	Pair Corr
0.68	AMP	Ameriprise Financial	Pair Corr
0.68	AXP	American Express	Pair Corr
0.64	LGHLW	Lion Financial Group	Pair Corr
0.55	VCTR	Victory Capital Holdings Normal Trading	Pair Corr

Related Correlations Analysis

	LFT	MITT	RITM-PB	CHMI-PA	LFT-PA	PMT-PB	MITT-PA	IVR-PC
LFT		0.87	0.88	-0.32	-0.62	0.86	0.84	0.42	LFT
MITT	0.87		0.85	-0.42	-0.49	0.92	0.92	0.13	MITT
RITM-PB	0.88	0.85		-0.51	-0.62	0.86	0.86	0.51	RITM-PB
CHMI-PA	-0.32	-0.42	-0.51		0.22	-0.31	-0.5	-0.25	CHMI-PA
LFT-PA	-0.62	-0.49	-0.62	0.22		-0.61	-0.59	-0.37	LFT-PA
PMT-PB	0.86	0.92	0.86	-0.31	-0.61		0.9	0.19	PMT-PB
MITT-PA	0.84	0.92	0.86	-0.5	-0.59	0.9		0.21	MITT-PA
IVR-PC	0.42	0.13	0.51	-0.25	-0.37	0.19	0.21		IVR-PC
	LFT	MITT	RITM-PB	CHMI-PA	LFT-PA	PMT-PB	MITT-PA	IVR-PC

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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

PMT-PB	+ 0.92	MITT
MITT-PA	+ 0.92	MITT
MITT-PA	+ 0.9	PMT-PB
RITM-PB	+ 0.88	LFT
MITT	+ 0.87	LFT
PMT-PB	+ 0.86	LFT

High negative correlations

LFT-PA	- 0.62	RITM-PB
LFT-PA	- 0.62	LFT
PMT-PB	- 0.61	LFT-PA
MITT-PA	- 0.59	LFT-PA
CHMI-PA	- 0.51	RITM-PB
MITT-PA	- 0.5	CHMI-PA

Risk-Adjusted Indicators

There is a big difference between Acres Stock performing well and Acres Commercial 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 Acres Commercial'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
LFT	1.15	0.19	0.12	1.47	1.47	(1.35)	2.39	(2.02)	8.35
MITT	1.14	0.17	0.10	0.19	1.53	(1.20)	1.94	(2.41)	7.01
RITM-PB	0.14	0.04	0.29	(10.01)	0.00	(0.17)	0.36	(0.24)	1.17
CHMI-PA	0.72	(0.06)	0.00	(4.80)	0.00	0.00	1.32	(1.98)	4.54
LFT-PA	0.39	(0.03)	0.00	0.39	0.00	0.00	0.99	(1.08)	3.04
PMT-PB	0.51	0.05	0.13	0.16	0.53	(0.60)	1.46	(0.89)	3.32
MITT-PA	0.64	0.07	0.11	0.21	0.74	(0.69)	1.38	(1.19)	4.25
IVR-PC	0.54	0.08	0.14	(6.97)	0.59	(0.57)	1.78	(1.22)	5.15

Acres Commercial Corporate Management

Darryl Myrose	VP Originations	Profile
George Carleton	Executive America	Profile
Murray Levin	Independent Director	Profile
Eldron Blackwell	Chief Accounting Officer, Vice President	Profile
Karen Edwards	Independent Director	Profile
Andrew Fentress	Chairman of the Board	Profile
Paul JD	Executive Division	Profile

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