Broadmark Realty Correlations
| BRMKDelisted Stock | USD 4.82 0.00 0.00% |
The current 90-days correlation between Broadmark Realty Capital and Two Harbors Investments is -0.01 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Broadmark Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Broadmark Realty Capital moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
Broadmark Realty Correlation With Market
Very good diversification
The correlation between Broadmark Realty Capital and DJI is -0.33 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Broadmark Realty Capital and DJI in the same portfolio, assuming nothing else is changed.
Broadmark |
Moving together with Broadmark Stock
| 0.61 | JPM | JPMorgan Chase Sell-off Trend | PairCorr |
Moving against Broadmark Stock
| 0.69 | PKX | POSCO Holdings | PairCorr |
| 0.61 | MSFT | Microsoft Aggressive Push | PairCorr |
| 0.61 | PFE | Pfizer Inc Aggressive Push | PairCorr |
| 0.55 | VZ | Verizon Communications Sell-off Trend | PairCorr |
| 0.53 | PTAIY | Astra International Tbk | PairCorr |
| 0.51 | KO | Coca Cola Aggressive Push | PairCorr |
| 0.45 | GE | GE Aerospace Fiscal Year End 28th of January 2025 | PairCorr |
| 0.33 | MCD | McDonalds Fiscal Year End 3rd of February 2025 | PairCorr |
| 0.31 | DD | Dupont De Nemours Fiscal Year End 4th of February 2025 | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Broadmark Stock performing well and Broadmark 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 Broadmark 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TWO | 0.94 | (0.30) | 0.00 | (0.34) | 0.00 | 1.42 | 8.41 | |||
| ACRE | 1.38 | (0.02) | (0.02) | 0.10 | 1.67 | 2.72 | 13.22 | |||
| ARI | 0.92 | (0.20) | 0.00 | (0.31) | 0.00 | 1.47 | 7.94 | |||
| EFC | 0.64 | (0.09) | 0.00 | (0.13) | 0.00 | 0.98 | 4.25 | |||
| DX | 0.75 | (0.01) | (0.08) | 0.11 | 1.04 | 1.38 | 4.37 | |||
| CHMI | 1.17 | (0.36) | 0.00 | (0.69) | 0.00 | 1.96 | 12.10 | |||
| EARN | 0.83 | (0.02) | (0.11) | 0.04 | 0.96 | 1.74 | 5.14 | |||
| ORC | 0.84 | (0.05) | (0.09) | (0.01) | 1.40 | 1.69 | 6.41 | |||
| ARR | 0.75 | (0.11) | 0.00 | (0.14) | 0.00 | 1.47 | 4.86 |
Broadmark Realty Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Broadmark Realty stock to make a market-neutral strategy. Peer analysis of Broadmark Realty could also be used in its relative valuation, which is a method of valuing Broadmark Realty by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Broadmark Realty Corporate Management
| Janet Rockas | Director HR | Profile | |
| Daniel Hirsty | Chief Credit Officer | Profile | |
| Daniel Hirsch | Independent Director | Profile | |
| Norma Lawrence | Independent Director | Profile | |
| Jessica Disman | Director Markets | Profile | |
| Jonathan Hermes | Chief Officer | Profile |
Still Interested in Broadmark Realty Capital?
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