Presidio Property Correlations
| SQFT Stock | USD 5.11 0.02 0.39% |
The current 90-days correlation between Presidio Property Trust and Presidio Property Trust is 0.11 (i.e., Average diversification). The correlation of Presidio Property 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.
Presidio Property Correlation With Market
Good diversification
The correlation between Presidio Property Trust and DJI is -0.16 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Presidio Property Trust and DJI in the same portfolio, assuming nothing else is changed.
Moving together with Presidio Stock
| 0.68 | NEN | New England Realty | PairCorr |
| 0.67 | OMH | Ohmyhome Limited Ordinary | PairCorr |
| 0.63 | GIPRW | Generation Income | PairCorr |
| 0.69 | OPEN | Opendoor Technologies | PairCorr |
Moving against Presidio Stock
| 0.92 | BHM | Bluerock Homes Trust | PairCorr |
| 0.71 | DOUG | Douglas Elliman | PairCorr |
| 0.71 | ARL | American Realty Investors Downward Rally | PairCorr |
| 0.66 | CBL | CBL Associates Properties | PairCorr |
| 0.62 | CWK | Cushman Wakefield plc | PairCorr |
| 0.59 | ZG | Zillow Group | PairCorr |
| 0.58 | OZ | Belpointe PREP LLC | PairCorr |
| 0.57 | FTHM | Fathom Holdings | PairCorr |
| 0.46 | EXPI | eXp World Holdings | PairCorr |
| 0.42 | KW | Kennedy Wilson Holdings | PairCorr |
| 0.41 | FOR | Forestar Group Earnings Call This Week | PairCorr |
| 0.37 | FSV | FirstService Corp | PairCorr |
| 0.83 | MLP | Maui Land Pineapple | PairCorr |
| 0.8 | TCI | Transcontinental Realty | PairCorr |
| 0.77 | LRE | Lead Real Estate | PairCorr |
| 0.69 | NXDT | NexPoint Strategic | PairCorr |
| 0.65 | ONL | Orion Office Reit | PairCorr |
| 0.63 | JLL | Jones Lang LaSalle | PairCorr |
| 0.57 | NMRK | Newmark Group | PairCorr |
| 0.56 | HOUS | Anywhere Real Estate | PairCorr |
| 0.76 | AHT-PF | Ashford Hospitality Trust | PairCorr |
| 0.74 | AHT-PI | Ashford Hospitality Trust | PairCorr |
Related Correlations Analysis
| -0.15 | -0.41 | 0.0 | 0.25 | 0.22 | 0.0 | SQFTP | ||
| -0.15 | 0.01 | 0.05 | -0.07 | -0.17 | 0.0 | SQFTW | ||
| -0.41 | 0.01 | 0.31 | -0.47 | -0.06 | 0.0 | MDRR | ||
| 0.0 | 0.05 | 0.31 | -0.05 | 0.34 | 0.0 | GIPR | ||
| 0.25 | -0.07 | -0.47 | -0.05 | 0.61 | 0.0 | ICMB | ||
| 0.22 | -0.17 | -0.06 | 0.34 | 0.61 | 0.0 | YGMZ | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | SCPS | ||
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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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Presidio Stock performing well and Presidio Property 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 Presidio Property'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SQFTP | 0.69 | 0.04 | (0.20) | 1.34 | 0.74 | 1.47 | 5.49 | |||
| SQFTW | 6.75 | 0.75 | 0.06 | (35.23) | 6.75 | 20.43 | 44.10 | |||
| MDRR | 2.46 | (0.03) | 0.00 | 0.35 | 0.00 | 6.14 | 15.37 | |||
| GIPR | 1.74 | (0.08) | 0.00 | 0.49 | 0.00 | 3.33 | 12.36 | |||
| ICMB | 1.88 | 0.04 | (0.04) | 0.42 | 3.09 | 3.72 | 11.36 | |||
| YGMZ | 4.59 | 0.26 | (0.01) | (0.68) | 5.53 | 8.96 | 57.07 | |||
| SCPS | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Presidio Property Corporate Management
| Adam Sragovicz | Chief Officer | Profile | |
| Steven Foss | Director Relations | Profile | |
| Edwin IV | Chief Officer | Profile | |
| Sean Giffin | Director Management | Profile | |
| Gary Katz | Chief Officer | Profile |