Farmland Partners Correlations

FPI Stock

USD 11.71 0.19 1.60%

The current 90-days correlation between Farmland Partners and Gladstone Land is 0.42 (i.e., Very weak diversification). The correlation of Farmland Partners 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.

Farmland Partners Correlation With Market

Significant diversification

The correlation between Farmland Partners and DJI is 0.02 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Farmland Partners 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 Farmland Partners. 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.

For more detail on how to invest in Farmland Stock please use our How to Invest in Farmland Partners guide.

Moving together with Farmland Stock

0.67

AIV

Apartment Investment and

Pair Corr

Moving against Farmland Stock

0.83	ESBA	Empire State Realty	Pair Corr
0.77	FISK	Empire State Realty	Pair Corr
0.76	ESRT	Empire State Realty	Pair Corr
0.66	PK	Park Hotels Resorts	Pair Corr
0.64	WHLR	Wheeler Real Estate Earnings Call This Week	Pair Corr
0.63	UE	Urban Edge Properties	Pair Corr
0.56	HR	Healthcare Realty Trust	Pair Corr
0.33	EPRT	Essential Properties	Pair Corr
0.74	AHH	Armada Hflr Pr	Pair Corr
0.72	AAT	American Assets Trust	Pair Corr
0.72	BHR	Braemar Hotel Resorts Earnings Call Tomorrow	Pair Corr
0.66	BFS	Saul Centers Earnings Call Tomorrow	Pair Corr
0.54	AMH	American Homes 4	Pair Corr
0.53	AKR	Acadia Realty Trust	Pair Corr
0.51	BNL	Broadstone Net Lease	Pair Corr
0.5	BRX	Brixmor Property	Pair Corr
0.48	BRT	BRT Realty Trust	Pair Corr
0.47	ARE	Alexandria Real Estate	Pair Corr
0.46	BDN	Brandywine Realty Trust	Pair Corr
0.44	ALX	Alexanders	Pair Corr
0.38	AVB	AvalonBay Communities	Pair Corr
0.32	AMT	American Tower Corp Buyout Trend	Pair Corr
0.67	CDP	COPT Defense Properties	Pair Corr
0.63	BXP	Boston Properties	Pair Corr
0.62	DRH	Diamondrock Hospitality	Pair Corr
0.61	DEA	Eerly Govt Ppty Buyout Trend	Pair Corr

Related Correlations Analysis

	PCH	WY	OUT	GLPI	RYN	LAMR	LAND	CCI
PCH		0.76	0.51	0.67	0.16	0.66	0.53	0.24	PCH
WY	0.76		0.7	0.84	0.61	0.71	0.69	0.68	WY
OUT	0.51	0.7		0.87	0.73	0.78	0.74	0.76	OUT
GLPI	0.67	0.84	0.87		0.72	0.8	0.8	0.79	GLPI
RYN	0.16	0.61	0.73	0.72		0.62	0.62	0.9	RYN
LAMR	0.66	0.71	0.78	0.8	0.62		0.69	0.58	LAMR
LAND	0.53	0.69	0.74	0.8	0.62	0.69		0.8	LAND
CCI	0.24	0.68	0.76	0.79	0.9	0.58	0.8		CCI
	PCH	WY	OUT	GLPI	RYN	LAMR	LAND	CCI

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Risk-Adjusted Indicators

There is a big difference between Farmland Stock performing well and Farmland Partners 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 Farmland Partners' 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
PCH	1.28	0.14	0.10	0.20	1.42	(1.56)	2.76	(2.09)	9.52
WY	1.19	(0.03)	0.00	(0.05)	0.00	0.00	2.64	(2.17)	7.99
OUT	1.20	0.00	0.00	(0.01)	1.57	(1.24)	2.71	(3.05)	10.36
GLPI	0.87	0.01	0.01	0.02	1.12	(0.94)	1.75	(1.78)	5.52
RYN	1.06	(0.10)	0.00	3.58	0.00	0.00	2.02	(2.11)	5.79
LAMR	0.93	(0.04)	0.00	(0.13)	0.00	0.00	2.20	(1.52)	10.30
LAND	1.23	(0.08)	0.00	(0.17)	0.00	0.00	2.53	(2.79)	10.38
CCI	1.02	(0.15)	0.00	(0.32)	0.00	0.00	1.73	(2.34)	7.53

Farmland Partners Corporate Management

Thomas Heneghan	Independent Director	Profile
Richard Keck	Vice Operations	Profile
Erica Borenstein	General Counsel, Secretary	Profile
Danny Moore	Independent Director	Profile
Christine JD	General Secretary	Profile

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