Ladder Capital Correlations

LADR Stock

USD 11.00 0.07 0.63%

The current 90-days correlation between Ladder Capital Corp and Apollo Commercial Real is 0.71 (i.e., Poor diversification). The correlation of Ladder Capital 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.

Ladder Capital Correlation With Market

Poor diversification

The correlation between Ladder Capital Corp and DJI is 0.64 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Ladder Capital Corp and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Ladder Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Ladder Capital Corp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with Ladder Stock

0.92	GS	Goldman Sachs Group	Pair Corr
0.61	FCFS	FirstCash Earnings Call This Week	Pair Corr
0.83	AMP	Ameriprise Financial Earnings Call This Week	Pair Corr
0.87	AXP	American Express	Pair Corr
0.94	COF	Capital One Financial Earnings Call This Week	Pair Corr
0.9	PWP	Perella Weinberg Partners	Pair Corr
0.94	SCM	Stellus Capital Inve	Pair Corr
0.9	GLAD	Gladstone Capital	Pair Corr
0.77	GROW	US Global Investors	Pair Corr
0.92	HTGC	Hercules Capital	Pair Corr
0.82	LMFA	LM Funding America Upward Rally	Pair Corr
0.9	MAIN	Main Street Capital	Pair Corr
0.9	PFLT	PennantPark Floating Rate	Pair Corr
0.76	PYPL	PayPal Holdings Aggressive Push	Pair Corr
0.94	ALLY	Ally Financial	Pair Corr
0.88	APAM	Artisan Partners Asset Earnings Call This Week	Pair Corr
0.89	SEIC	SEI Investments Earnings Call This Week	Pair Corr
0.89	ARCC	Ares Capital	Pair Corr
0.87	SNTG	Sentage Holdings	Pair Corr
0.82	TPVG	Triplepoint Venture	Pair Corr
0.84	TSLX	Sixth Street Specialty	Pair Corr
0.91	CNNE	Cannae Holdings	Pair Corr
0.96	CSWC	Capital Southwest	Pair Corr

Moving against Ladder Stock

0.41	EZPW	EZCORP Inc	Pair Corr
0.66	AIHS	Senmiao Technology	Pair Corr
0.31	MKTX	MarketAxess Holdings	Pair Corr
0.43	UK	Ucommune International	Pair Corr

Related Correlations Analysis

	ARI	TRTX	FBRT	CHMI	KREF	BXMT	GPMT	ACRE
ARI		0.9	-0.14	0.6	0.41	0.79	0.87	0.89	ARI
TRTX	0.9		-0.09	0.4	0.56	0.93	0.82	0.83	TRTX
FBRT	-0.14	-0.09		0.0	0.45	0.16	-0.42	-0.29	FBRT
CHMI	0.6	0.4	0.0		0.41	0.32	0.52	0.68	CHMI
KREF	0.41	0.56	0.45	0.41		0.61	0.26	0.41	KREF
BXMT	0.79	0.93	0.16	0.32	0.61		0.67	0.72	BXMT
GPMT	0.87	0.82	-0.42	0.52	0.26	0.67		0.91	GPMT
ACRE	0.89	0.83	-0.29	0.68	0.41	0.72	0.91		ACRE
	ARI	TRTX	FBRT	CHMI	KREF	BXMT	GPMT	ACRE

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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

BXMT	+ 0.93	TRTX
ACRE	+ 0.91	GPMT
TRTX	+ 0.9	ARI
ACRE	+ 0.89	ARI
GPMT	+ 0.87	ARI
ACRE	+ 0.83	TRTX

High negative correlations

GPMT	- 0.42	FBRT
ACRE	- 0.29	FBRT
FBRT	- 0.14	ARI
FBRT	- 0.09	TRTX
CHMI	- 0.0	FBRT

Risk-Adjusted Indicators

There is a big difference between Ladder Stock performing well and Ladder Capital 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 Ladder Capital'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
ARI	1.06	0.15	0.12	0.29	1.01	(1.23)	2.14	(1.86)	8.58
TRTX	1.10	0.15	0.09	0.31	1.14	(1.23)	2.69	(2.16)	7.03
FBRT	0.99	(0.12)	0.00	(0.04)	0.00	0.00	1.61	(2.19)	7.41
CHMI	1.45	(0.05)	(0.04)	0.07	1.85	(1.57)	3.36	(3.86)	11.23
KREF	1.23	(0.10)	(0.05)	0.03	1.78	(1.17)	2.11	(2.56)	9.13
BXMT	0.96	0.01	0.00	0.15	1.17	(0.97)	1.70	(1.68)	7.70
GPMT	3.12	0.28	0.15	0.25	2.57	(4.12)	8.44	(5.20)	22.20
ACRE	1.76	0.15	0.10	0.23	1.87	(2.02)	2.95	(3.05)	18.64

Ladder Capital Corporate Management

Michelle Wallach	Regulatory Officer	Profile
Pamela McCormack	Chief Strategy Officer and General Counsel	Profile
Craig Robertson	Head Manager	Profile
Kelly Porcella	Chief Administrative Officer, General Counsel, Secretary	Profile
Lee Warshaw	Managing Director	Profile

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