Gaming Leisure Correlations

GLPI Stock

USD 47.70 0.25 0.53%

The current 90-days correlation between Gaming Leisure Properties and Lamar Advertising is 0.41 (i.e., Very weak diversification). The correlation of Gaming Leisure 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.

Gaming Leisure Correlation With Market

Weak diversification

The correlation between Gaming Leisure Properties and DJI is 0.3 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Gaming Leisure Properties and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Gaming Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Gaming Leisure Properties. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey.

Moving together with Gaming Stock

0.65	O	Realty Income	Pair Corr
0.79	HR	Healthcare Realty Trust Sell-off Trend	Pair Corr
0.74	VICI	VICI Properties	Pair Corr
0.83	ARE	Alexandria Real Estate Earnings Call Tomorrow	Pair Corr

Moving against Gaming Stock

0.72	EQIX	Equinix	Pair Corr
0.59	LB	LandBridge Company	Pair Corr
0.35	FR	First Industrial Realty	Pair Corr
0.55	AMH	American Homes 4	Pair Corr
0.56	CPT	Camden Property Trust	Pair Corr
0.48	CSR	Centerspace	Pair Corr
0.41	EGP	EastGroup Properties Earnings Call Tomorrow	Pair Corr
0.39	DLR	Digital Realty Trust Earnings Call This Week	Pair Corr

Related Correlations Analysis

	LAMR	SBAC	EPR	OUT	IRM	VICI	BRX	SBRA	CUBE
LAMR		0.3	0.95	0.95	0.83	0.61	0.53	0.73	0.75	LAMR
SBAC	0.3		0.17	0.22	0.32	0.18	-0.02	0.21	0.34	SBAC
EPR	0.95	0.17		0.89	0.81	0.64	0.5	0.82	0.7	EPR
OUT	0.95	0.22	0.89		0.71	0.56	0.51	0.6	0.65	OUT
IRM	0.83	0.32	0.81	0.71		0.21	0.39	0.57	0.91	IRM
VICI	0.61	0.18	0.64	0.56	0.21		0.58	0.78	0.15	VICI
BRX	0.53	-0.02	0.5	0.51	0.39	0.58		0.55	0.44	BRX
SBRA	0.73	0.21	0.82	0.6	0.57	0.78	0.55		0.48	SBRA
CUBE	0.75	0.34	0.7	0.65	0.91	0.15	0.44	0.48		CUBE
	LAMR	SBAC	EPR	OUT	IRM	VICI	BRX	SBRA	CUBE

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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

EPR	+ 0.95	LAMR
OUT	+ 0.95	LAMR
CUBE	+ 0.91	IRM
OUT	+ 0.89	EPR
IRM	+ 0.83	LAMR
SBRA	+ 0.82	EPR

High negative correlations

BRX

- 0.02

SBAC

Risk-Adjusted Indicators

There is a big difference between Gaming Stock performing well and Gaming Leisure 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 Gaming Leisure'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
LAMR	0.97	0.07	0.05	0.21	1.21	(1.04)	2.57	(2.13)	6.36
SBAC	1.10	0.05	(0.05)	0.38	1.24	(1.21)	2.10	(1.71)	11.00
EPR	0.85	0.25	0.14	0.69	0.86	(0.96)	2.41	(1.63)	5.44
OUT	1.51	0.16	0.13	0.25	1.40	(1.72)	3.00	(2.58)	12.11
IRM	1.05	0.16	0.09	0.34	1.21	(1.20)	2.43	(2.44)	8.65
VICI	0.77	0.03	(0.05)	0.21	0.82	(0.79)	1.73	(1.58)	4.30
BRX	1.03	(0.06)	(0.06)	0.06	1.41	(1.06)	2.07	(2.58)	7.99
SBRA	1.04	0.04	(0.05)	0.38	1.21	(1.10)	1.98	(1.70)	7.90
CUBE	0.95	0.02	0.00	0.15	1.19	(0.92)	2.87	(2.18)	8.22

Gaming Leisure Corporate Management

Brandon Moore	Sr. VP, General Counsel and Secretary	Profile
Desiree Burke	Chief Accounting Officer and Sr. VP	Profile
Brad Cohen	IR Contact Officer	Profile
Matthew CFA	Senior Officer	Profile
Kara Smith	IR Contact Officer	Profile

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