Aggregated price index
Aggregated price index with volume information
- Real Estate Investment Trusts stocks down 0.4% on average while median return down 0.3% in a day
- Real Estate Investment Trusts stocks down 0.4% on average while median return down 0.1% in a week
- Real Estate Investment Trusts stocks up 1.3% on average while median return up 0.4% in a month
- When average return is significantly different from median return, this implies an asymmetry - composite return is driven by some outliners.
Aggregated price index (close) is based on equal weighted constituencies returns. Average short volume and average total volumes are averaged across all volume data among constituencies.
Click on + to show price series and click on ticker for stock detail page
* P/E and MarketCap are refreshed daily using IEX Cloud service. P/B, P/S, PEG, growth, short%, HelbyInstitute are refreshed weekly using Yahoo feeds. For latest stock stats please visit Yahoo Finance.
* Price Patter: / is upward trend, \ is downward trend, - is sideway. Click on the ticker to go to stock page to see Bayesian Trend model plot of the time series.
* Channel and change points are derived from Bayesian Trend model, where the channel slope is the growth rate while change points are those the model partition the time series.
- 1M winners are : Winners for past month are $PW 41.6%, $AIV 24.6%, $CXP 20.9%, $WHLR 20.1%, $AMT 17.6%
- 1M losers are : Losers for past month are $CDOR -26.1%, $IMH -28.6%, $MDRR -28.7%, $GEO -29.0%, $WPG -33.1%
- 1W winners are : Winners for past week are $GYRO 11.3%, $NTST 10.8%, $CLPR 10.5%, $OLP 8.1%, $PW 7.9%
- 1W losers are : Losers for past week are $AHT -12.4%, $WPG -14.6%, $CXW -14.8%, $GEO -26.3%, $MDRR -32.5%
Index correlation analysis
Correlation for the past month is 26.9%, for the past 3 months is 21.1%
In the past month for a 5 days rolling window, the highest corrrelation is 43.0%, the lowest correlation is 0.5%, the latest correlation is 0.5%
When a correlation deviated from the normal level and goes lower or even negative, it indicates some of stocks have deviated from the normal direction of the group. The deviation could reverse if long term level of correlation was at a higher level. It creates trading opportunities and deserves study whether the deviation is idiosyncratic or systematic.
Among pairwise correlation, the highest correlation is 82.2% between AGNC and ARR
The lowest correlation is -51.3% between ABR and AMT
Investment manager Land & Buildings is against Public Storage’s motion to end cumulative voting. The self-storage firm’s annual meeting is later this month.
(Bloomberg) -- Vornado Realty Trust plans to create a tracking stock centered on its development projects around Manhattan’s Pennsylvania Station, which will include a new tower the company intends to build in place of the Hotel Pennsylvania.The real estate investment trust will “permanently close and raze the hotel to create the premier development site in town,” Chairman and Chief Executive Officer Steven Roth said in his annual letter to shareholders Friday. “This decision was inevitable. The...
PS Business Parks, Inc. (NYSE:PSB) announced today that it intends to release its first quarter 2021 earnings after the close of business on Tuesday, April 27, 2021.
Retail Value Inc. Announces Sale of Marketplace of Brown Deer
Public Storage (NYSE:PSA) announced today it intends to release its first quarter 2021 earnings results on Wednesday, April 28, 2021. A conference call is scheduled for Thursday, April 29, 2021, at 9:00 a.m. (PDT) to discuss these results.
Camden Property Trust (NYSE:CPT) (the "Company") announced today that its first quarter 2021 earnings will be released after the market closes on Thursday, April 29, 2021. Management will host a conference call on the following day, Friday, April 30, 2021 at 10:00 AM Central Time.
Equity Commonwealth (NYSE: EQC) announced today that its Board of Trustees declared a dividend on the company’s Series D Preferred Shares. A quarterly dividend of $0.40625 per Series D Preferred Share will be paid on May 17, 2021 to shareholders of record on April 29, 2021 for the period from February 15, 2021 through May 14, 2021.
Announcement of Periodic Review: Moody's announces completion of a periodic review of ratings of National Health Investors, Inc.Global Credit Research - 09 Apr 2021New York, April 09, 2021 -- Moody's Investors Service ("Moody's") has completed a periodic review of the ratings of National Health Investors, Inc. and other ratings that are associated with the same analytical unit. The review was conducted through a portfolio review discussion held on 7 April 2021 in which Moody's reassessed the ap...
Announcement of Periodic Review: Moody's announces completion of a periodic review of ratings of American Tower CorporationGlobal Credit Research - 09 Apr 2021New York, April 09, 2021 -- Moody's Investors Service ("Moody's") has completed a periodic review of the ratings of American Tower Corporation and other ratings that are associated with the same analytical unit. The review was conducted through a portfolio review discussion held on 7 April 2021 in which Moody's reassessed the appropriaten...