JBG SMITH Correlations
JBGS Stock | USD 16.76 0.03 0.18% |
The current 90-days correlation between JBG SMITH Properties and Cousins Properties Incorporated is 0.49 (i.e., Very weak diversification). The correlation of JBG SMITH 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.
JBG SMITH Correlation With Market
Very weak diversification
The correlation between JBG SMITH Properties and DJI is 0.44 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding JBG SMITH Properties and DJI in the same portfolio, assuming nothing else is changed.
JBG |
Moving together with JBG Stock
0.65 | EGP | EastGroup Properties | PairCorr |
0.72 | HPP | Hudson Pacific Properties | PairCorr |
0.75 | OPI | Office Properties Income | PairCorr |
0.84 | HASI | Hannon Armstrong Sus | PairCorr |
0.8 | O | Realty Income | PairCorr |
0.69 | ADC-PA | Agree Realty | PairCorr |
Moving against JBG Stock
0.51 | SPG | Simon Property Group | PairCorr |
0.5 | UE | Urban Edge Properties | PairCorr |
0.47 | KRG | Kite Realty Group | PairCorr |
0.32 | EQIX | Equinix | PairCorr |
0.62 | EMITF | Elbit Imaging | PairCorr |
0.46 | WELL | Welltower | PairCorr |
0.45 | DOUG | Douglas Elliman | PairCorr |
0.4 | CDR-PB | Cedar Realty Trust | PairCorr |
0.36 | MITT-PC | AG Mortgage Investment | PairCorr |
Related Correlations Analysis
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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
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Risk-Adjusted Indicators
There is a big difference between JBG Stock performing well and JBG SMITH 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 JBG SMITH'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 | ||
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CUZ | 0.82 | 0.15 | 0.07 | 0.42 | 0.99 | 1.85 | 5.40 | |||
HIW | 0.93 | (0.03) | (0.06) | 0.08 | 1.18 | 1.73 | 5.78 | |||
DEI | 1.32 | 0.22 | 0.13 | 0.36 | 1.37 | 2.78 | 7.68 | |||
EQC | 0.27 | (0.02) | (0.17) | (0.07) | 0.60 | 0.50 | 3.49 | |||
KRC | 1.38 | 0.11 | 0.09 | 0.21 | 1.37 | 3.38 | 7.68 | |||
HPP | 2.84 | (0.80) | 0.00 | (0.37) | 0.00 | 6.19 | 16.57 | |||
OFC | 1.39 | 0.15 | 0.05 | 0.57 | 1.30 | 3.10 | 6.24 | |||
PDM | 1.28 | (0.03) | (0.03) | 0.08 | 1.55 | 3.08 | 8.49 | |||
EQC-PD | 0.14 | 0.00 | (0.52) | 0.00 | 0.12 | 0.28 | 0.92 | |||
FSP | 2.29 | 0.12 | 0.06 | 0.21 | 2.41 | 5.45 | 12.58 |
JBG SMITH Corporate Management
Mitchell Schear | Trustee | Profile | |
Steven Museles | Chief Legal Officer and Corporate Secretary | Profile | |
Scott Estes | Independent Trustee | Profile | |
M Banerjee | Chief Financial Office and Principal Financial Officer | Profile | |
George Xanders | Chief Investment Officer | Profile |