Douglas Emmett Correlations

DEI Stock

USD 19.58 0.10 0.51%

The current 90-days correlation between Douglas Emmett and Brandywine Realty Trust is 0.08 (i.e., Significant diversification). The correlation of Douglas Emmett 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.

Douglas Emmett Correlation With Market

Very weak diversification

The correlation between Douglas Emmett and DJI is 0.43 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Douglas Emmett and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Douglas Emmett. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in income.

For more detail on how to invest in Douglas Stock please use our How to Invest in Douglas Emmett guide.

Moving together with Douglas Stock

0.85	EQIX	Equinix	Pair Corr
0.62	KRG	Kite Realty Group	Pair Corr
0.89	SLG	SL Green Realty Fiscal Year End 22nd of January 2025	Pair Corr
0.87	SPG	Simon Property Group	Pair Corr
0.66	GNL-PD	Global Net Lease	Pair Corr
0.71	SBRA	Sabra Healthcare REIT	Pair Corr
0.86	UE	Urban Edge Properties	Pair Corr
0.65	VNO-PM	Vornado Realty Trust	Pair Corr
0.68	VNO-PN	Vornado Realty Trust	Pair Corr

Moving against Douglas Stock

0.81	AHT-PH	Ashford Hospitality Trust	Pair Corr
0.8	AHT-PF	Ashford Hospitality Trust	Pair Corr
0.76	AHT-PI	Ashford Hospitality Trust	Pair Corr
0.72	LXP	LXP Industrial Trust	Pair Corr
0.69	OPI	Office Properties Income	Pair Corr
0.68	UK	Ucommune International	Pair Corr
0.66	FR	First Industrial Realty	Pair Corr
0.65	EGP	EastGroup Properties	Pair Corr
0.65	RC	Ready Capital Corp	Pair Corr
0.64	HPP	Hudson Pacific Properties	Pair Corr
0.53	AHT-PD	Ashford Hospitality Trust	Pair Corr
0.44	O	Realty Income	Pair Corr
0.35	WHLR	Wheeler Real Estate	Pair Corr
0.8	AHT-PG	Ashford Hospitality Trust	Pair Corr
0.57	VTMX	Corporacin Inmobiliaria	Pair Corr
0.56	VICI	VICI Properties	Pair Corr
0.53	ELME	Elme Communities	Pair Corr
0.49	ECRO	Ecc Cap Corp	Pair Corr

Related Correlations Analysis

	BDN	KRC	PDM	CIO	HIW	HPP	CUZ	OFC	EQC
BDN		0.68	0.71	0.01	0.75	-0.12	0.53	0.19	-0.45	BDN
KRC	0.68		0.67	-0.27	0.74	-0.36	0.88	0.5	-0.43	KRC
PDM	0.71	0.67		0.24	0.94	0.28	0.47	-0.05	-0.45	PDM
CIO	0.01	-0.27	0.24		0.17	0.79	-0.55	-0.53	0.16	CIO
HIW	0.75	0.74	0.94	0.17		0.12	0.56	0.03	-0.52	HIW
HPP	-0.12	-0.36	0.28	0.79	0.12		-0.64	-0.73	0.1	HPP
CUZ	0.53	0.88	0.47	-0.55	0.56	-0.64		0.72	-0.26	CUZ
OFC	0.19	0.5	-0.05	-0.53	0.03	-0.73	0.72		0.2	OFC
EQC	-0.45	-0.43	-0.45	0.16	-0.52	0.1	-0.26	0.2		EQC
	BDN	KRC	PDM	CIO	HIW	HPP	CUZ	OFC	EQC

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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

HIW	+ 0.94	PDM
CUZ	+ 0.88	KRC
HPP	+ 0.79	CIO
HIW	+ 0.75	BDN
HIW	+ 0.74	KRC
OFC	+ 0.72	CUZ

High negative correlations

OFC	- 0.73	HPP
CUZ	- 0.64	HPP
CUZ	- 0.55	CIO
OFC	- 0.53	CIO
EQC	- 0.52	HIW
EQC	- 0.45	PDM

Risk-Adjusted Indicators

There is a big difference between Douglas Stock performing well and Douglas Emmett 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 Douglas Emmett'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
BDN	1.66	0.17	0.02	1.40	2.85	(1.76)	3.78	(3.80)	18.66
KRC	1.39	0.10	0.08	0.20	1.37	(1.63)	3.38	(2.85)	7.68
PDM	1.25	(0.08)	(0.06)	0.02	1.56	(1.46)	3.08	(2.47)	8.49
CIO	1.69	(0.12)	0.00	(0.03)	0.00	0.00	3.84	(3.44)	8.90
HIW	0.93	(0.03)	(0.06)	0.07	1.16	(0.96)	1.73	(2.16)	5.78
HPP	2.93	(0.65)	0.00	(0.31)	0.00	0.00	6.35	(5.70)	16.57
CUZ	0.82	0.15	0.07	0.43	0.97	(0.85)	1.85	(1.82)	5.40
OFC	1.39	0.23	0.05	(0.50)	1.30	(1.67)	3.10	(2.44)	6.24
EQC	0.27	(0.02)	(0.16)	(0.04)	0.60	(0.28)	0.50	(0.56)	3.49

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