CoStar Correlations

CSGP Stock

USD 48.94 3.20 7.00%

The current 90-days correlation between CoStar Group and Jones Lang LaSalle is 0.57 (i.e., Very weak diversification). The correlation of CoStar 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.

CoStar Correlation With Market

Excellent diversification

The correlation between CoStar Group and DJI is -0.62 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CoStar Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with CoStar Stock

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

Moving together with CoStar Stock

0.94	Z	Zillow Group Class Earnings Call Today	Pair Corr
0.66	9KL0	GROUPIMO SA INH	Pair Corr
0.7	GTY	Gateway Real Estate	Pair Corr
0.67	OZ	Belpointe PREP LLC	Pair Corr
0.81	UK	Ucommune International	Pair Corr
0.94	ZG	Zillow Group	Pair Corr
0.68	GUF	Gulf Pacific Equities	Pair Corr
0.72	DZJ	Country Garden Holdings	Pair Corr
0.84	AIF	Altus Group Limited Earnings Call Today	Pair Corr
0.7	8KI	REDCO PRP GROUP	Pair Corr

Moving against CoStar Stock

0.92	TAYN	Societe de Tayninh	Pair Corr
0.75	CDE	Coeur Mining	Pair Corr
0.64	TEG	TAG Immobilien AG	Pair Corr
0.6	KW	Kennedy Wilson Holdings Earnings Call This Week	Pair Corr
0.46	PAG	PREOS Global Office	Pair Corr
0.43	0LF	TOIVO GROUP OYJ	Pair Corr
0.85	PSPN	PSP Swiss Property Earnings Call This Week	Pair Corr
0.83	HYN	Hysan Development Earnings Call This Week	Pair Corr
0.75	VTMX	Corporacin Inmobiliaria	Pair Corr
0.63	TEX	Castellum AB	Pair Corr
0.52	61B	HEIMSTADEN AB PRSHS	Pair Corr
0.44	DWNP	DEUTSCHE WOHNEN ADRS12	Pair Corr
0.8	ALLN	Allreal Holding Earnings Call Tomorrow	Pair Corr
0.63	GUV	Graphisoft Park SE	Pair Corr
0.62	3YZ	CTP NV EO Earnings Call This Week	Pair Corr
0.61	DRM	Dream Unlimited Corp Earnings Call This Week	Pair Corr
0.49	DWNI	Deutsche Wohnen SE	Pair Corr
0.34	LSL	LSL Property Services	Pair Corr

Related Correlations Analysis

	JLL	CWK	CIGI	NMRK	NEN	MMI	MAYS	FSV	MLP	FRPH
JLL		0.8	0.51	0.67	-0.55	-0.2	-0.12	0.5	0.64	-0.03	JLL
CWK	0.8		0.79	0.73	-0.15	0.29	-0.37	0.38	0.16	-0.15	CWK
CIGI	0.51	0.79		0.76	0.01	0.53	-0.49	0.1	0.0	-0.31	CIGI
NMRK	0.67	0.73	0.76		-0.29	0.2	-0.4	0.15	0.36	-0.26	NMRK
NEN	-0.55	-0.15	0.01	-0.29		0.56	-0.22	-0.29	-0.85	0.14	NEN
MMI	-0.2	0.29	0.53	0.2	0.56		-0.33	-0.42	-0.64	-0.35	MMI
MAYS	-0.12	-0.37	-0.49	-0.4	-0.22	-0.33		0.11	0.17	0.19	MAYS
FSV	0.5	0.38	0.1	0.15	-0.29	-0.42	0.11		0.4	0.48	FSV
MLP	0.64	0.16	0.0	0.36	-0.85	-0.64	0.17	0.4		0.07	MLP
FRPH	-0.03	-0.15	-0.31	-0.26	0.14	-0.35	0.19	0.48	0.07		FRPH
	JLL	CWK	CIGI	NMRK	NEN	MMI	MAYS	FSV	MLP	FRPH

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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

CWK	+ 0.8	JLL
CIGI	+ 0.79	CWK
NMRK	+ 0.76	CIGI
NMRK	+ 0.73	CWK
NMRK	+ 0.67	JLL
MLP	+ 0.64	JLL

High negative correlations

MLP	- 0.85	NEN
MLP	- 0.64	MMI
NEN	- 0.55	JLL
MAYS	- 0.49	CIGI
FSV	- 0.42	MMI
MAYS	- 0.4	NMRK

Risk-Adjusted Indicators

There is a big difference between CoStar Stock performing well and CoStar 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 CoStar'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
JLL	1.72	0.01	0.01	0.04	3.18	(1.60)	3.97	(3.37)	16.84
CWK	2.33	(0.28)	0.00	(0.08)	0.00	0.00	5.62	(4.59)	22.43
CIGI	1.70	(0.44)	0.00	(0.22)	0.00	0.00	2.90	(4.99)	16.14
NMRK	1.84	(0.26)	0.00	(0.38)	0.00	0.00	4.14	(4.15)	21.01
NEN	0.85	(0.09)	0.00	4.43	0.00	0.00	2.26	(2.46)	6.28
MMI	1.46	(0.28)	0.00	(0.21)	0.00	0.00	3.10	(3.53)	10.04
MAYS	1.58	0.27	0.10	3.94	1.66	(1.98)	3.87	(3.72)	12.05
FSV	1.29	(0.02)	(0.01)	0.01	1.73	(1.32)	2.59	(2.92)	11.36
MLP	1.07	0.14	0.12	0.22	0.87	(1.35)	3.65	(1.51)	7.12
FRPH	1.10	(0.02)	(0.02)	0.00	1.59	(1.08)	2.30	(2.66)	7.34

CoStar Corporate Management

Cyndi Eakin	Senior Controller	Profile
Frank Simuro	Chief Officer	Profile
Timothy Trainor	Communications Director	Profile
Richard Simonelli	Head Relations	Profile
Mark Ibbotson	Managing Canada	Profile
Christian Lown	Chief Officer	Profile

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