Sachem Capital Correlations

SACH Stock

USD 1.16 0.03 2.65%

The current 90-days correlation between Sachem Capital Corp and Ares Commercial Real is 0.18 (i.e., Average diversification). The correlation of Sachem Capital 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.

Sachem Capital Correlation With Market

Average diversification

The correlation between Sachem Capital Corp and DJI is 0.18 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sachem Capital Corp and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sachem Capital Corp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

Moving together with Sachem Stock

0.65

LFT-PA

Lument Finance Trust

Pair Corr

Moving against Sachem Stock

0.58	NYMTM	New York Mortgage	Pair Corr
0.56	RPT	Rithm Property Trust Symbol Change	Pair Corr
0.52	MITT-PB	AG Mortgage Investment	Pair Corr
0.48	MITT-PC	AG Mortgage Investment	Pair Corr
0.47	RITM-PA	Rithm Capital Corp	Pair Corr
0.47	NYMTN	New York Mortgage	Pair Corr
0.47	TWO-PC	Two Harbors Investment	Pair Corr
0.43	MITT-PA	AG Mortgage Investment	Pair Corr
0.43	CHMI-PB	Cherry Hill Mortgage	Pair Corr
0.41	RITM-PC	Rithm Capital Corp	Pair Corr
0.41	RITM-PB	Rithm Capital Corp	Pair Corr
0.39	RITM-PD	Rithm Capital Corp	Pair Corr
0.51	CIM-PD	Chimera Investment	Pair Corr
0.49	MFA-PB	MFA Financial	Pair Corr
0.48	FR	First Industrial Realty	Pair Corr
0.45	TWO-PA	Two Harbors Investment	Pair Corr
0.45	CIM-PC	Chimera Investment	Pair Corr
0.45	CIM-PB	Chimera Investment	Pair Corr
0.43	MFA-PC	MFA Financial	Pair Corr
0.35	DX	Dynex Capital	Pair Corr

Related Correlations Analysis

	ARI	RC	EARN	KREF	EFC	BRMK	TWO	ACRE	DX	ORC
ARI		-0.58	-0.3	0.81	0.91	0.0	0.94	-0.82	0.92	0.9	ARI
RC	-0.58		0.68	-0.33	-0.69	0.0	-0.61	0.72	-0.71	-0.39	RC
EARN	-0.3	0.68		-0.24	-0.33	0.0	-0.28	0.45	-0.4	-0.11	EARN
KREF	0.81	-0.33	-0.24		0.71	0.0	0.79	-0.46	0.75	0.81	KREF
EFC	0.91	-0.69	-0.33	0.71		0.0	0.95	-0.83	0.95	0.84	EFC
BRMK	0.0	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	BRMK
TWO	0.94	-0.61	-0.28	0.79	0.95	0.0		-0.82	0.98	0.95	TWO
ACRE	-0.82	0.72	0.45	-0.46	-0.83	0.0	-0.82		-0.84	-0.73	ACRE
DX	0.92	-0.71	-0.4	0.75	0.95	0.0	0.98	-0.84		0.9	DX
ORC	0.9	-0.39	-0.11	0.81	0.84	0.0	0.95	-0.73	0.9		ORC
	ARI	RC	EARN	KREF	EFC	BRMK	TWO	ACRE	DX	ORC

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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

DX	+ 0.98	TWO
TWO	+ 0.95	EFC
DX	+ 0.95	EFC
ORC	+ 0.95	TWO
TWO	+ 0.94	ARI
DX	+ 0.92	ARI

High negative correlations

DX	- 0.84	ACRE
ACRE	- 0.83	EFC
ACRE	- 0.82	TWO
ACRE	- 0.82	ARI
ORC	- 0.73	ACRE
DX	- 0.71	RC

Risk-Adjusted Indicators

There is a big difference between Sachem Stock performing well and Sachem Capital 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 Sachem Capital'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
ARI	1.14	0.21	0.18	0.21	1.11	(1.46)	2.56	(1.71)	11.61
RC	1.88	(0.36)	0.00	(0.31)	0.00	0.00	2.34	(4.10)	31.28
EARN	0.85	(0.19)	0.00	(0.42)	0.00	0.00	1.55	(2.10)	5.74
KREF	1.42	0.09	0.06	0.03	1.65	(1.50)	2.72	(2.30)	12.73
EFC	0.89	0.21	0.16	0.17	1.05	(0.93)	1.46	(1.88)	12.37
BRMK	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
TWO	1.12	0.33	0.27	0.37	1.05	(1.27)	2.32	(1.60)	10.25
ACRE	1.94	(0.42)	0.00	(0.46)	0.00	0.00	3.19	(4.93)	16.58
DX	0.80	0.23	0.29	0.43	0.72	(0.96)	1.64	(1.32)	5.09
ORC	0.97	0.12	0.14	0.25	1.07	(1.02)	1.93	(1.73)	8.39

Sachem Capital Corporate Management

Nicholas Marcello	Interim Operations	Profile
Eric OBrien	Senior Management	Profile
William Haydon	Chief Officer	Profile
John CPA	Ex CFO	Profile

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