Brixmor Property Correlations

BRX Stock

USD 26.18 0.05 0.19%

The current 90-days correlation between Brixmor Property and Dairy Farm International is -0.02 (i.e., Good diversification). The correlation of Brixmor Property 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.

Brixmor Property Correlation With Market

Modest diversification

The correlation between Brixmor Property and DJI is 0.29 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Brixmor Property and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Brixmor Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Brixmor Property. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real.

For more information on how to buy Brixmor Stock please use our How to Invest in Brixmor Property guide.

Moving together with Brixmor Stock

0.91	UE	Urban Edge Properties Sell-off Trend	Pair Corr
0.62	DXC	Dexus Convenience Retail	Pair Corr
0.72	NNN	National Retail Prop	Pair Corr
0.63	OPINL	Office Properties Income	Pair Corr

Moving against Brixmor Stock

0.56	BKRKF	PT Bank Rakyat	Pair Corr
0.56	TLKMF	Telkom Indonesia Tbk	Pair Corr
0.54	TUXS	Tuxis	Pair Corr
0.47	TLK	Telkom Indonesia Tbk	Pair Corr
0.34	PPERY	Bank Mandiri Persero	Pair Corr
0.73	GOOG	Alphabet Class C Aggressive Push	Pair Corr
0.65	GGB	Gerdau SA ADR	Pair Corr
0.62	CLLFF	Collins Foods Limited Earnings Call This Week	Pair Corr
0.56	OSIS	OSI Systems Tech Boost	Pair Corr
0.53	TVTV	WhereverTV Broadcasting	Pair Corr
0.51	MTD	Mettler Toledo Inter	Pair Corr
0.48	CCJ	Cameco Corp	Pair Corr
0.45	FR	First Industrial Realty	Pair Corr
0.43	ENSG	Ensign Group	Pair Corr
0.43	TFPM	Triple Flag Precious	Pair Corr
0.41	384802AD6	GRAINGER W W	Pair Corr
0.34	ASGOF	Asante Gold	Pair Corr

Related Correlations Analysis

	TAKMF	DFIHY	SWONF	SMSI	CYBR	ROAD	MGIC	KGDEF
TAKMF		-0.8	0.44	-0.27	0.53	-0.57	0.61	-0.23	TAKMF
DFIHY	-0.8		-0.34	-0.21	-0.43	0.15	-0.3	0.04	DFIHY
SWONF	0.44	-0.34		-0.07	0.34	-0.07	0.16	-0.27	SWONF
SMSI	-0.27	-0.21	-0.07		0.21	0.77	-0.64	0.53	SMSI
CYBR	0.53	-0.43	0.34	0.21		0.1	0.06	0.5	CYBR
ROAD	-0.57	0.15	-0.07	0.77	0.1		-0.81	0.57	ROAD
MGIC	0.61	-0.3	0.16	-0.64	0.06	-0.81		-0.43	MGIC
KGDEF	-0.23	0.04	-0.27	0.53	0.5	0.57	-0.43		KGDEF
	TAKMF	DFIHY	SWONF	SMSI	CYBR	ROAD	MGIC	KGDEF

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

ROAD	+ 0.77	SMSI
MGIC	+ 0.61	TAKMF
KGDEF	+ 0.57	ROAD
CYBR	+ 0.53	TAKMF
KGDEF	+ 0.53	SMSI
KGDEF	+ 0.5	CYBR

High negative correlations

MGIC	- 0.81	ROAD
DFIHY	- 0.8	TAKMF
MGIC	- 0.64	SMSI
ROAD	- 0.57	TAKMF
KGDEF	- 0.43	MGIC
CYBR	- 0.43	DFIHY

Risk-Adjusted Indicators

There is a big difference between Brixmor Stock performing well and Brixmor Property 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 Brixmor Property'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
TAKMF	0.05	0.01	0.00	3.35	0.00	0.00	0.00	0.00	1.61
DFIHY	0.30	(0.04)	0.00	0.32	0.00	0.00	0.00	0.00	11.47
SWONF	1.76	0.39	0.05	(0.22)	1.99	(4.17)	5.34	(4.52)	20.46
SMSI	3.21	(0.30)	0.00	(0.05)	0.00	0.00	6.94	(7.14)	29.23
CYBR	1.14	(0.03)	(0.02)	0.03	1.78	(1.08)	2.07	(2.52)	9.41
ROAD	1.74	(0.24)	0.00	(0.13)	0.00	0.00	2.74	(3.26)	11.14
MGIC	1.70	0.14	0.06	0.23	2.02	(1.85)	4.21	(3.58)	12.49
KGDEF	0.25	(0.13)	0.00	14.37	0.00	0.00	0.00	0.00	8.25

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