CTO Realty Correlations

CTO Stock

USD 18.13 0.19 1.06%

The current 90-days correlation between CTO Realty Growth and Peakstone Realty Trust is 0.01 (i.e., Significant diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as CTO Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CTO Realty Growth moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

CTO Realty Correlation With Market

Average diversification

The correlation between CTO Realty Growth and DJI is 0.16 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CTO Realty Growth and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with CTO Stock

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

Moving together with CTO Stock

0.78	TUXS	Tuxis	Pair Corr
0.69	SHG	Shinhan Financial	Pair Corr
0.75	KB	KB Financial Group	Pair Corr
0.81	EC	Ecopetrol SA ADR	Pair Corr
0.91	TLK	Telkom Indonesia Tbk	Pair Corr
0.81	SHALF	Shangri La Asia	Pair Corr
0.81	AHFI	Absolute Health	Pair Corr
0.62	KURA	Kura Oncology	Pair Corr
0.72	GLUE	Monte Rosa Therapeutics	Pair Corr
0.73	CBOE	Cboe Global Markets	Pair Corr
0.84	STE	STERIS plc	Pair Corr
0.73	ZIMCF	Zim Corp	Pair Corr
0.8	GPOR	Gulfport Energy Operating	Pair Corr
0.7	CHAR	Charlton Aria Acquisition	Pair Corr
0.87	MDGL	Madrigal Pharmaceuticals	Pair Corr

Moving against CTO Stock

0.65	VFSWW	VinFast Auto	Pair Corr
0.43	KN	Knowles Cor	Pair Corr
0.58	ICHR	Ichor Holdings	Pair Corr
0.37	ELCPF	EDP Energias	Pair Corr

Related Correlations Analysis

	PKST	GOOD	AHH	IVR	KREF	OLP	CMTG	RC	BFS	UHT
PKST		-0.29	-0.28	0.47	-0.32	-0.22	-0.11	-0.37	-0.07	0.3	PKST
GOOD	-0.29		0.87	-0.62	0.9	0.95	0.7	0.92	0.7	0.28	GOOD
AHH	-0.28	0.87		-0.49	0.91	0.85	0.84	0.88	0.71	0.16	AHH
IVR	0.47	-0.62	-0.49		-0.46	-0.47	-0.27	-0.72	-0.26	0.36	IVR
KREF	-0.32	0.9	0.91	-0.46		0.9	0.8	0.85	0.8	0.27	KREF
OLP	-0.22	0.95	0.85	-0.47	0.9		0.68	0.88	0.76	0.39	OLP
CMTG	-0.11	0.7	0.84	-0.27	0.8	0.68		0.71	0.65	0.22	CMTG
RC	-0.37	0.92	0.88	-0.72	0.85	0.88	0.71		0.59	0.04	RC
BFS	-0.07	0.7	0.71	-0.26	0.8	0.76	0.65	0.59		0.48	BFS
UHT	0.3	0.28	0.16	0.36	0.27	0.39	0.22	0.04	0.48		UHT
	PKST	GOOD	AHH	IVR	KREF	OLP	CMTG	RC	BFS	UHT

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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

OLP	+ 0.95	GOOD
RC	+ 0.92	GOOD
KREF	+ 0.91	AHH
KREF	+ 0.9	GOOD
OLP	+ 0.9	KREF
RC	+ 0.88	AHH

High negative correlations

RC	- 0.72	IVR
IVR	- 0.62	GOOD
IVR	- 0.49	AHH
OLP	- 0.47	IVR
KREF	- 0.46	IVR
RC	- 0.37	PKST

Risk-Adjusted Indicators

There is a big difference between CTO Stock performing well and CTO Realty 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 CTO Realty'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
PKST	1.68	0.07	0.03	0.15	1.85	(1.91)	4.16	(3.03)	11.98
GOOD	1.01	(0.26)	0.00	8.54	0.00	0.00	2.27	(2.04)	8.11
AHH	1.28	(0.14)	0.00	(0.10)	0.00	0.00	3.25	(2.43)	7.42
IVR	1.05	0.10	0.05	0.56	1.07	(1.21)	2.22	(1.78)	6.69
KREF	1.13	(0.19)	0.00	(0.17)	0.00	0.00	2.28	(2.52)	5.96
OLP	0.97	(0.20)	0.00	(3.02)	0.00	0.00	1.83	(1.99)	6.11
CMTG	2.88	(0.21)	0.00	(0.05)	0.00	0.00	6.09	(5.50)	15.26
RC	2.20	(0.88)	0.00	(0.55)	0.00	0.00	4.83	(5.57)	14.35
BFS	0.96	(0.08)	0.00	(0.24)	0.00	0.00	1.63	(1.95)	4.99
UHT	1.13	(0.01)	(0.04)	(0.02)	1.63	(1.01)	2.07	(2.27)	6.32

CTO Realty Corporate Executives

Elected by the shareholders, the CTO Realty's board of directors comprises two types of representatives: CTO Realty inside directors who are chosen from within the company, and outside directors, selected externally and held independent of CTO. The board's role is to monitor CTO Realty's management team and ensure that shareholders' interests are well served. CTO Realty's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, CTO Realty's outside directors are responsible for providing unbiased perspectives on the board's policies.

Philip CPA

CFO VP

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