Brandywine Realty Correlations

BDN Stock

USD 4.53 0.02 0.44%

The current 90-days correlation between Brandywine Realty Trust and Douglas Emmett is 0.76 (i.e., Poor diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Brandywine Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Brandywine Realty Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Brandywine Realty Correlation With Market

Very weak diversification

The correlation between Brandywine Realty Trust and DJI is 0.42 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Brandywine Realty Trust 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 Brandywine Realty Trust. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with Brandywine Stock

0.7	CIO	City Office	Pair Corr
0.88	DEI	Douglas Emmett	Pair Corr
0.7	EQC	Equity Commonwealth	Pair Corr
0.62	HIW	Highwoods Properties	Pair Corr
0.85	IRM	Iron Mountain	Pair Corr
0.92	KRC	Kilroy Realty Corp	Pair Corr
0.91	PDM	Piedmont Office Realty	Pair Corr
0.71	CMCT	Creative Media Community Earnings Call Today	Pair Corr
0.91	PK	Park Hotels Resorts	Pair Corr
0.81	RC	Ready Capital Corp	Pair Corr
0.74	UE	Urban Edge Properties	Pair Corr
0.62	EARN	Ellington Residential	Pair Corr
0.61	VTMX	Corporacin Inmobiliaria	Pair Corr

Moving against Brandywine Stock

0.82	AHT-PD	Ashford Hospitality Trust	Pair Corr
0.81	DX	Dynex Capital Sell-off Trend	Pair Corr
0.75	AHT-PI	Ashford Hospitality Trust	Pair Corr
0.75	AHT-PG	Ashford Hospitality Trust	Pair Corr
0.73	AHT-PF	Ashford Hospitality Trust	Pair Corr
0.72	AHT-PH	Ashford Hospitality Trust	Pair Corr
0.71	O	Realty Income	Pair Corr
0.64	FR	First Industrial Realty	Pair Corr
0.77	CDR-PC	Cedar Realty Trust	Pair Corr
0.76	ELME	Elme Communities	Pair Corr
0.75	WELL	Welltower	Pair Corr
0.74	VICI	VICI Properties	Pair Corr
0.72	MITT-PA	AG Mortgage Investment	Pair Corr
0.7	MITT-PC	AG Mortgage Investment	Pair Corr
0.68	CDR-PB	Cedar Realty Trust	Pair Corr
0.68	FBRT	Franklin BSP Realty	Pair Corr
0.62	MITT-PB	AG Mortgage Investment	Pair Corr
0.57	NREF-PA	NexPoint Real Estate	Pair Corr
0.52	FCPT	Four Corners Property	Pair Corr
0.31	VNO-PL	Vornado Realty Trust	Pair Corr

Related Correlations Analysis

	DEI	KRC	PDM	CIO	CUZ	HIW	HPP	OFC	DEA	CIO-PA
DEI		0.89	0.84	0.8	0.54	0.72	0.25	0.0	0.56	0.58	DEI
KRC	0.89		0.95	0.76	0.55	0.66	0.16	0.0	0.61	0.57	KRC
PDM	0.84	0.95		0.69	0.47	0.54	0.07	0.0	0.63	0.49	PDM
CIO	0.8	0.76	0.69		0.48	0.68	0.23	0.0	0.58	0.57	CIO
CUZ	0.54	0.55	0.47	0.48		0.51	0.65	0.0	0.31	-0.08	CUZ
HIW	0.72	0.66	0.54	0.68	0.51		0.3	0.0	0.5	0.49	HIW
HPP	0.25	0.16	0.07	0.23	0.65	0.3		0.0	0.31	-0.35	HPP
OFC	0.0	0.0	0.0	0.0	0.0	0.0	0.0		0.0	0.0	OFC
DEA	0.56	0.61	0.63	0.58	0.31	0.5	0.31	0.0		0.24	DEA
CIO-PA	0.58	0.57	0.49	0.57	-0.08	0.49	-0.35	0.0	0.24		CIO-PA
	DEI	KRC	PDM	CIO	CUZ	HIW	HPP	OFC	DEA	CIO-PA

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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

PDM	+ 0.95	KRC
KRC	+ 0.89	DEI
PDM	+ 0.84	DEI
CIO	+ 0.8	DEI
CIO	+ 0.76	KRC
HIW	+ 0.72	DEI

High negative correlations

CIO-PA	- 0.35	HPP
CIO-PA	- 0.08	CUZ
CIO-PA	- 0.0	OFC
DEA	- 0.0	OFC
OFC	- 0.0	HPP
OFC	- 0.0	HIW

Risk-Adjusted Indicators

There is a big difference between Brandywine Stock performing well and Brandywine 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 Brandywine 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	Treynor Ratio	Potential Upside	Value @Risk	Maximum Drawdown
DEI	1.93	(0.22)	(0.21)	3.89	(4.39)	10.12
KRC	1.90	(0.20)	(0.21)	3.44	(3.90)	9.23
PDM	1.72	(0.27)	(0.30)	2.91	(3.74)	12.31
CIO	1.61	(0.02)	(0.06)	3.81	(3.73)	9.02
CUZ	1.38	0.02	(0.01)	2.34	(3.17)	6.98
HIW	1.34	(0.04)	(0.08)	2.75	(2.84)	7.07
HPP	3.55	0.07	(0.01)	8.01	(6.06)	21.47
OFC	0.00	0.00	0.00	0.00	0.00	0.00
DEA	1.28	(0.09)	(0.18)	2.22	(3.32)	9.87
CIO-PA	0.83	(0.09)	(2.04)	1.80	(1.99)	4.64

Brandywine Realty Corporate Executives

Elected by the shareholders, the Brandywine Realty's board of directors comprises two types of representatives: Brandywine Realty inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Brandywine. The board's role is to monitor Brandywine Realty's management team and ensure that shareholders' interests are well served. Brandywine Realty's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Brandywine Realty's outside directors are responsible for providing unbiased perspectives on the board's policies.

Thomas CPA

Executive CFO

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