EPR Properties Correlations

EPR-P-G Preferred Stock

20.97 0.04 0.19%

The current 90-days correlation between EPR Properties 5750 and Legacy Education is 0.08 (i.e., Significant diversification). The correlation of EPR Properties 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.

EPR Properties Correlation With Market

Good diversification

The correlation between EPR Properties 5750 and DJI is -0.03 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding EPR Properties 5750 and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to EPR Properties could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace EPR Properties 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 EPR Properties - 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 EPR Properties 5750 to buy it.

Moving together with EPR Preferred Stock

0.7	NVDA	NVIDIA	Pair Corr
0.64	BSPA	Ballston Spa Bancorp	Pair Corr

Moving against EPR Preferred Stock

0.62	MSFT	Microsoft Sell-off Trend	Pair Corr
0.31	AAPL	Apple Inc Aggressive Push	Pair Corr
0.49	SONY	Sony Group Corp	Pair Corr
0.45	AMFL	American Films	Pair Corr
0.35	CSUI	Cannabis Suisse Corp	Pair Corr
0.34	NTES	NetEase	Pair Corr
0.32	QNCCF	Quantum eMotion	Pair Corr
0.31	GRRR	Gorilla Technology Trending	Pair Corr

Related Correlations Analysis

	LGCY	AAPL	NVDA	MSFT	AMZN	GOOG	BMYMP	META
LGCY		0.7	0.09	0.63	0.75	0.51	0.56	0.44	LGCY
AAPL	0.7		0.07	0.8	0.75	0.66	0.45	0.73	AAPL
NVDA	0.09	0.07		-0.1	0.34	0.3	0.67	0.15	NVDA
MSFT	0.63	0.8	-0.1		0.72	0.6	0.16	0.69	MSFT
AMZN	0.75	0.75	0.34	0.72		0.88	0.66	0.66	AMZN
GOOG	0.51	0.66	0.3	0.6	0.88		0.56	0.63	GOOG
BMYMP	0.56	0.45	0.67	0.16	0.66	0.56		0.26	BMYMP
META	0.44	0.73	0.15	0.69	0.66	0.63	0.26		META
	LGCY	AAPL	NVDA	MSFT	AMZN	GOOG	BMYMP	META

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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

GOOG	+ 0.88	AMZN
MSFT	+ 0.8	AAPL
AMZN	+ 0.75	LGCY
AMZN	+ 0.75	AAPL
META	+ 0.73	AAPL
AMZN	+ 0.72	MSFT

High negative correlations

MSFT

- 0.1

NVDA

Risk-Adjusted Indicators

There is a big difference between EPR Preferred Stock performing well and EPR Properties 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 EPR Properties' 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
LGCY	3.39	1.09	0.24	1.33	3.26	(3.86)	9.20	(6.33)	23.25
AAPL	0.83	0.15	0.11	0.43	0.97	(0.86)	1.84	(2.14)	5.20
NVDA	1.86	0.20	0.08	0.28	2.16	(1.93)	4.05	(3.66)	9.07
MSFT	0.87	(0.02)	(0.02)	(0.01)	1.63	(0.78)	1.78	(2.23)	8.14
AMZN	1.38	0.24	0.13	0.23	1.59	(1.49)	2.94	(3.06)	10.78
GOOG	1.29	0.25	0.14	0.45	1.46	(1.34)	3.54	(1.96)	8.99
BMYMP	1.61	0.51	0.09	4.13	1.57	(3.48)	7.23	(4.53)	22.13
META	1.16	0.06	0.03	0.15	1.43	(1.27)	2.62	(3.15)	7.43

EPR Properties 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 EPR Properties preferred stock to make a market-neutral strategy. Peer analysis of EPR Properties could also be used in its relative valuation, which is a method of valuing EPR Properties by comparing valuation metrics with similar companies.

Legacy Education Apple Inc NVIDIA Microsoft Amazon Inc Alphabet Inc Class C Bristol Myers Squibb Meta Platforms American Airlines Group Alcoa Corp Apple Inc Best Buy Co Citigroup SentinelOne CVS Health Corp

Risk & Return

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