RMR Correlations

RMR Stock

USD 17.46 0.04 0.23%

The current 90-days correlation between RMR Group and New England Realty is -0.09 (i.e., Good diversification). The correlation of RMR 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.

RMR Correlation With Market

Very weak diversification

The correlation between RMR Group and DJI is 0.5 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding RMR Group and DJI in the same portfolio, assuming nothing else is changed.

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Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in RMR Group. 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 RMR Stock

0.87	KW	Kennedy Wilson Holdings	Pair Corr
0.79	EXPI	eXp World Holdings Potential Growth	Pair Corr
0.65	ARL	American Realty Investors	Pair Corr
0.92	BHM	Bluerock Homes Trust	Pair Corr
0.84	CBL	CBL Associates Properties	Pair Corr
0.78	CWK	Cushman Wakefield plc	Pair Corr
0.82	FOR	Forestar Group	Pair Corr
0.62	FSV	FirstService Corp Earnings Call This Week	Pair Corr
0.69	FTHM	Fathom Holdings	Pair Corr
0.86	JLL	Jones Lang LaSalle	Pair Corr
0.83	ONL	Orion Office Reit	Pair Corr
0.82	TCI	Transcontinental Realty	Pair Corr
0.85	NMRK	Newmark Group Potential Growth	Pair Corr
0.94	NXDT	NexPoint Strategic	Pair Corr
0.67	DX	Dynex Capital Earnings Call This Week	Pair Corr
0.66	HR	Healthcare Realty Trust Sell-off Trend	Pair Corr
0.68	PK	Park Hotels Resorts	Pair Corr
0.78	UE	Urban Edge Properties	Pair Corr
0.86	AHT-PH	Ashford Hospitality Trust	Pair Corr
0.82	AHT-PI	Ashford Hospitality Trust	Pair Corr
0.72	AHT-PD	Ashford Hospitality Trust	Pair Corr
0.85	AHT-PF	Ashford Hospitality Trust	Pair Corr
0.85	AHT-PG	Ashford Hospitality Trust	Pair Corr

Moving against RMR Stock

0.71	OMH	Ohmyhome Limited Ordinary	Pair Corr
0.6	UK	Ucommune International	Pair Corr
0.8	GIPRW	Generation Income	Pair Corr
0.46	XIN	Xinyuan Real Estate	Pair Corr
0.36	MRNO	Murano Global Investments	Pair Corr
0.44	EQIX	Equinix	Pair Corr
0.39	WETH	Wetouch Technology Common	Pair Corr

Related Correlations Analysis

	NEN	MMI	MAYS	FSV	MLP	RMAX	FRPH	HOUS	REAX	TCI
NEN		-0.32	0.17	-0.52	-0.77	-0.57	-0.21	-0.45	0.52	-0.81	NEN
MMI	-0.32		0.3	0.23	0.48	0.54	0.02	0.14	0.11	0.41	MMI
MAYS	0.17	0.3		-0.47	-0.19	-0.28	-0.29	-0.46	0.37	-0.05	MAYS
FSV	-0.52	0.23	-0.47		0.6	0.52	0.33	0.73	-0.62	0.46	FSV
MLP	-0.77	0.48	-0.19	0.6		0.69	0.12	0.5	-0.37	0.75	MLP
RMAX	-0.57	0.54	-0.28	0.52	0.69		0.35	0.64	-0.41	0.64	RMAX
FRPH	-0.21	0.02	-0.29	0.33	0.12	0.35		0.22	-0.18	0.05	FRPH
HOUS	-0.45	0.14	-0.46	0.73	0.5	0.64	0.22		-0.69	0.49	HOUS
REAX	0.52	0.11	0.37	-0.62	-0.37	-0.41	-0.18	-0.69		-0.45	REAX
TCI	-0.81	0.41	-0.05	0.46	0.75	0.64	0.05	0.49	-0.45		TCI
	NEN	MMI	MAYS	FSV	MLP	RMAX	FRPH	HOUS	REAX	TCI

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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

TCI	+ 0.75	MLP
HOUS	+ 0.73	FSV
RMAX	+ 0.69	MLP
HOUS	+ 0.64	RMAX
TCI	+ 0.64	RMAX
MLP	+ 0.6	FSV

High negative correlations

TCI	- 0.81	NEN
MLP	- 0.77	NEN
REAX	- 0.69	HOUS
REAX	- 0.62	FSV
RMAX	- 0.57	NEN
FSV	- 0.52	NEN

Risk-Adjusted Indicators

There is a big difference between RMR Stock performing well and RMR 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 RMR'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
NEN	0.69	(0.03)	0.00	0.23	0.00	0.00	2.04	(2.01)	8.30
MMI	1.41	(0.18)	0.00	(0.02)	0.00	0.00	2.72	(3.16)	7.96
MAYS	1.73	(0.05)	0.00	0.20	0.00	0.00	3.83	(5.61)	16.12
FSV	0.76	0.01	(0.04)	0.15	1.05	(0.72)	1.77	(1.87)	5.62
MLP	2.66	(0.11)	0.01	0.08	3.14	(2.62)	5.94	(4.60)	16.69
RMAX	1.99	(0.04)	0.01	0.10	2.40	(2.16)	4.11	(3.88)	10.31
FRPH	1.11	(0.09)	(0.08)	0.02	1.46	(1.17)	2.45	(2.75)	10.22
HOUS	2.83	0.48	0.09	21.65	3.19	(3.21)	7.54	(4.37)	19.58
REAX	1.95	(0.36)	0.00	(0.17)	0.00	0.00	4.63	(4.17)	10.84
TCI	2.53	0.41	0.13	0.39	2.78	(2.73)	5.69	(4.97)	17.22

RMR Corporate Management

Timothy Bonang	Executive Officer	Profile
Jacquelyn Anderson	Senior LLC	Profile
Jeffrey Leer	Executive LLC	Profile
Brian CPA	Senior LLC	Profile
Gregory Carey	Senior LLC	Profile

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