Lument Finance Correlations
| LFT Stock | USD 2.64 0.02 0.76% |
The current 90-days correlation between Lument Finance Trust and Acres Commercial Realty is 0.24 (i.e., Modest diversification). The correlation of Lument Finance 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.
Lument Finance Correlation With Market
Average diversification
The correlation between Lument Finance Trust and DJI is 0.11 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lument Finance Trust and DJI in the same portfolio, assuming nothing else is changed.
Lument |
Moving together with Lument Stock
| 0.65 | BN | Brookfield Corp | PairCorr |
| 0.64 | BX | Blackstone Group Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.63 | DX | Dynex Capital | PairCorr |
| 0.64 | PX | P10 Inc | PairCorr |
Moving against Lument Stock
| 0.42 | XP | Xp Inc | PairCorr |
| 0.61 | BRACU | Broad Capital Acquisition | PairCorr |
| 0.44 | PFTAU | Portage Fintech Acqu | PairCorr |
| 0.4 | EMCGU | Embrace Change Acqui | PairCorr |
| 0.31 | EMCGR | Embrace Change Acqui | PairCorr |
| 0.31 | ROCLU | Roth CH Acquisition | 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
|
Risk-Adjusted Indicators
There is a big difference between Lument Stock performing well and Lument Finance 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 Lument Finance'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ACR | 1.01 | 0.10 | 0.01 | 0.40 | 0.95 | 3.27 | 6.17 | |||
| MITT | 0.97 | (0.12) | 0.00 | (0.28) | 0.00 | 2.16 | 5.78 | |||
| RITM-PB | 0.18 | 0.04 | (0.36) | 0.92 | 0.00 | 0.41 | 1.05 | |||
| ACRE | 1.38 | (0.02) | (0.02) | 0.10 | 1.67 | 2.72 | 13.22 | |||
| RC | 1.25 | (0.24) | 0.00 | (0.10) | 0.00 | 2.95 | 8.18 | |||
| EFC | 0.64 | (0.09) | 0.00 | (0.13) | 0.00 | 0.98 | 4.25 | |||
| CHMI | 1.17 | (0.36) | 0.00 | (0.69) | 0.00 | 1.96 | 12.10 | |||
| KREF | 1.00 | (0.06) | (0.08) | 0.03 | 1.30 | 1.66 | 8.63 | |||
| REFI | 0.56 | 0.01 | (0.08) | 0.15 | 0.65 | 1.22 | 3.24 |
Lument Finance Corporate Management
| James JD | CEO Chairman | Profile | |
| Stephanie Culpepper | Secretary | Profile | |
| Charles Duddy | Managing Director | Profile | |
| Neil Cummins | Independent Director | Profile |