EPR Properties Correlations

EPR Stock

USD 51.61 0.28 0.55%

The current 90-days correlation between EPR Properties and Hannon Armstrong Sustainable is 0.42 (i.e., Very weak 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. If the correlation is 0, the equities are not correlated; they are entirely random.

EPR Properties Correlation With Market

Weak diversification

The correlation between EPR Properties and DJI is 0.38 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding EPR Properties and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in EPR Properties. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey.

To learn how to invest in EPR Stock, please use our How to Invest in EPR Properties guide.

Moving together with EPR Stock

0.62	WY	Weyerhaeuser	Pair Corr
0.87	AMT	American Tower Corp	Pair Corr
0.81	LXP	LXP Industrial Trust	Pair Corr
0.9	PCH	PotlatchDeltic Corp	Pair Corr
0.78	GLPI	Gaming Leisure Properties	Pair Corr
0.66	LAND	Gladstone Land	Pair Corr
0.62	DHCNL	Diversified Healthcare Potential Growth	Pair Corr
0.94	O	Realty Income	Pair Corr
0.95	DX	Dynex Capital	Pair Corr
0.91	FR	First Industrial Realty	Pair Corr
0.9	AHT-PH	Ashford Hospitality Trust	Pair Corr
0.93	AHT-PI	Ashford Hospitality Trust	Pair Corr
0.93	AHT-PD	Ashford Hospitality Trust	Pair Corr
0.93	AHT-PF	Ashford Hospitality Trust	Pair Corr
0.91	AHT-PG	Ashford Hospitality Trust	Pair Corr
0.63	VNO-PL	Vornado Realty Trust	Pair Corr
0.91	VICI	VICI Properties	Pair Corr

Moving against EPR Stock

0.86	DLR	Digital Realty Trust	Pair Corr
0.81	OPINL	Office Properties Income	Pair Corr
0.65	EQIX	Equinix	Pair Corr
0.35	OUT	Outfront Media	Pair Corr
0.9	PK	Park Hotels Resorts	Pair Corr
0.75	RC	Ready Capital Corp	Pair Corr
0.65	PW	Power REIT Earnings Call This Week	Pair Corr
0.63	UE	Urban Edge Properties	Pair Corr
0.47	OZ	Belpointe PREP LLC	Pair Corr
0.39	UK	Ucommune International	Pair Corr
0.38	KW	Kennedy Wilson Holdings	Pair Corr
0.34	ADC-PA	Agree Realty	Pair Corr
0.88	ESBA	Empire State Realty	Pair Corr
0.76	WETH	Wetouch Technology Common	Pair Corr
0.55	VTMX	Corporacin Inmobiliaria	Pair Corr
0.34	EARN	Ellington Residential Potential Growth	Pair Corr

Related Correlations Analysis

	EQIX	CCI	AMT	IRM	HASI	DLR	SBAC
EQIX		-0.51	-0.61	0.76	-0.32	0.82	-0.46	EQIX
CCI	-0.51		0.85	-0.48	0.65	-0.48	0.84	CCI
AMT	-0.61	0.85		-0.71	0.75	-0.74	0.95	AMT
IRM	0.76	-0.48	-0.71		-0.46	0.9	-0.66	IRM
HASI	-0.32	0.65	0.75	-0.46		-0.49	0.75	HASI
DLR	0.82	-0.48	-0.74	0.9	-0.49		-0.63	DLR
SBAC	-0.46	0.84	0.95	-0.66	0.75	-0.63		SBAC
	EQIX	CCI	AMT	IRM	HASI	DLR	SBAC

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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

SBAC	+ 0.95	AMT
DLR	+ 0.9	IRM
AMT	+ 0.85	CCI
SBAC	+ 0.84	CCI
DLR	+ 0.82	EQIX
IRM	+ 0.76	EQIX

High negative correlations

DLR	- 0.74	AMT
IRM	- 0.71	AMT
SBAC	- 0.66	IRM
SBAC	- 0.63	DLR
AMT	- 0.61	EQIX
CCI	- 0.51	EQIX

Risk-Adjusted Indicators

There is a big difference between EPR 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
EQIX	1.17	(0.13)	0.00	(0.26)	0.00	0.00	2.01	(3.59)	7.54
CCI	1.31	0.18	0.13	0.22	1.43	(1.41)	2.68	(2.40)	10.66
AMT	1.29	0.16	0.12	0.28	1.53	(1.35)	2.59	(2.66)	8.07
IRM	1.72	(0.27)	0.00	(0.45)	0.00	0.00	2.61	(6.25)	11.11
HASI	1.54	0.04	0.00	(0.02)	0.00	0.00	3.85	(3.14)	7.92
DLR	1.47	(0.23)	0.00	(0.36)	0.00	0.00	2.68	(4.16)	11.70
SBAC	1.21	0.07	0.07	0.08	1.52	(1.26)	2.98	(2.92)	8.65

EPR Properties Corporate Management

April Jenkins	VP Controller	Profile
Gwendolyn Johnson	Senior Management	Profile
Paul Turvey	Senior Counsel	Profile
Robin Sterneck	Independent Trustee	Profile

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