CBRE Group Correlations

CBRE Stock

USD 169.23 0.94 0.55%

The current 90-days correlation between CBRE Group Class and Public Storage is 0.56 (i.e., Very weak diversification). The correlation of CBRE Group 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.

CBRE Group Correlation With Market

Poor diversification

The correlation between CBRE Group Class and DJI is 0.73 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CBRE Group Class and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with CBRE Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in CBRE Group Class. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with CBRE Stock

0.7	200056	Shenzhen Wongtee Int	Pair Corr
0.73	MRD	Melcor Developments	Pair Corr
0.73	ROAD	Roadside Real Estate	Pair Corr
0.64	000506	Zhongrun Resources	Pair Corr
0.71	PPERF	Bank Mandiri Persero	Pair Corr

Moving against CBRE Stock

0.69	600325	Huafa Industrial	Pair Corr
0.57	000402	Financial Street Holdings	Pair Corr
0.54	INTG	Intergroup	Pair Corr
0.54	600007	China World Trade	Pair Corr
0.45	ONL	Orion Office Reit	Pair Corr
0.42	000062	Shenzhen Huaqiang	Pair Corr
0.36	000609	Beijing Mainstreets	Pair Corr
0.31	CIC	Conygar Investment	Pair Corr
0.79	PBCRY	Bank Central Asia	Pair Corr
0.67	600683	Metro Investment Dev	Pair Corr
0.65	600159	Beijing Dalong Weiye	Pair Corr
0.59	000909	Soyea Technology	Pair Corr
0.46	LLC	Lendlease Group	Pair Corr
0.46	SSNLF	Samsung Electronics Earnings Call This Week	Pair Corr

Related Correlations Analysis

	PSA	CCI	BEKE	O	CSGP	JLL	DLR	SPG
PSA		0.08	0.71	0.76	0.53	-0.09	0.71	-0.19	PSA
CCI	0.08		0.08	-0.12	0.39	-0.42	0.44	-0.46	CCI
BEKE	0.71	0.08		0.7	0.26	0.19	0.38	-0.17	BEKE
O	0.76	-0.12	0.7		0.05	0.45	0.27	0.18	O
CSGP	0.53	0.39	0.26	0.05		-0.51	0.71	-0.41	CSGP
JLL	-0.09	-0.42	0.19	0.45	-0.51		-0.51	0.65	JLL
DLR	0.71	0.44	0.38	0.27	0.71	-0.51		-0.51	DLR
SPG	-0.19	-0.46	-0.17	0.18	-0.41	0.65	-0.51		SPG
	PSA	CCI	BEKE	O	CSGP	JLL	DLR	SPG

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

O	+ 0.76	PSA
BEKE	+ 0.71	PSA
DLR	+ 0.71	PSA
DLR	+ 0.71	CSGP
O	+ 0.7	BEKE
SPG	+ 0.65	JLL

High negative correlations

SPG	- 0.51	DLR
DLR	- 0.51	JLL
JLL	- 0.51	CSGP
SPG	- 0.46	CCI
JLL	- 0.42	CCI
SPG	- 0.41	CSGP

Risk-Adjusted Indicators

There is a big difference between CBRE Stock performing well and CBRE Group 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 CBRE Group'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
PSA	1.15	(0.20)	0.00	(0.14)	0.00	0.00	2.27	(2.17)	6.57
CCI	1.14	(0.15)	0.00	0.57	0.00	0.00	2.14	(3.04)	7.08
BEKE	1.59	0.04	(0.02)	(0.58)	1.89	(1.74)	3.40	(3.51)	10.05
O	0.79	0.03	(0.03)	(0.28)	1.15	(0.74)	1.38	(1.72)	4.12
CSGP	1.60	(0.25)	0.00	(0.20)	0.00	0.00	2.64	(4.68)	12.39
JLL	1.31	0.14	0.09	0.18	1.36	(1.35)	3.97	(2.74)	7.53
DLR	1.15	(0.15)	0.00	(0.22)	0.00	0.00	2.22	(2.77)	6.20
SPG	0.73	0.07	(0.01)	(0.57)	0.76	(0.87)	1.59	(1.60)	5.19

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