Market Composite

Real Estate Investment Trusts Stocks$153.84

-0.44%4:00PM 07/30/2021

The list of companies include AAIC-Arlington Asset Investment Corp, AAT-American Assets Trust Inc, ABR-Arbor Realty Trust Inc., ACC-American Campus Communities Inc., ADC-Agree Realty Corp., AFIN-American Fin Tr Inc, AGNC-AGNC Investment Corp, AHH-Armada Hoffler Properties Inc, AHT-Ashford Hospitality Trust Inc, AIV-Apartment Investment & Management Co., AKR-Acadia Realty Trust, ALEX-Alexander & Baldwin Inc., ALX-Alexander`s Inc., AMH-American Homes 4 Rent, AMT-American Tower Corp., APLE-Apple Hospitality REIT Inc, APTS-Preferred Apartment Communities Inc, ARE-Alexandria Real Estate Equities Inc., ARI-Apollo Commercial Real Estate Finance Inc, ARR-ARMOUR Residential REIT Inc, AVB-Avalonbay Communities Inc., BDN-Brandywine Realty Trust, BFS-Saul Centers, Inc., BHR-Braemar Hotels & Resorts Inc, BNL-Broadstone Net Lease Inc, BPYU-Brookfield Property REIT Inc., BRG-Bluerock Residential Growth REIT Inc, BRMK-Broadmark Realty Capital Inc, BRT-BRT Apartments Corp, BRX-Brixmor Property Group Inc

Latest intraday update before market close @ 19:45:52 PM 07/30/2021

Summary :

Average return is down -0.4%

Median return is down -0.3%

88 out of 226 stocks are up (limited to those with intraday pricing feeds).

Top Movers : AHT -9.3%, MDRR -4.8%, HT -4.0%, CXP -3.4%, WY -3.4%, IHT -3.4%, BHR -3.2%, OHI -2.9%, SKT -2.9%, ORC -2.7%, INN -2.7%, IMH -2.5%, XHR -2.5%, LTC -2.5%, RWT -2.4%, SHO -2.4%, MAC -2.3%, AAIC -2.3%, HST -2.2%, SOHOB -2.2%, SVC -2.1%, PK -2.0%, RLJ -2.0%, NYMT -2.0%, CMO -2.0%, OGCP -2.0%, KREF -2.0%, AFIN -1.9%, NXRT -1.8%, AGNC -1.8%, MFA -1.7%, WRE -1.7%, DX -1.7%, MITT -1.6%, PCH -1.6%, WMC -1.6%, NLY -1.6%, CIM -1.5%, APLE -1.5%, TWO -1.5%, DRH -1.4%, SOHON -1.4%, GTY -1.4%, SLG -1.3%, CHMI -1.3%, ARR -1.3%, IVR -1.3%, PEB -1.3%, TRTX -1.2%, HASI -1.2%, RHP -1.2%, UDR -1.2%, EPR -1.2%, WHLRD -1.2%, PGRE -1.2%, OUT -1.2%, STAR -1.1%,

Aggregated price index

Aggregated price index with volume information

Summary:

Real Estate Investment Trusts stocks down 0.4% on average while median return down 0.3% in a day
Real Estate Investment Trusts stocks up 0.1% on average while median return up 0.2% in a week
Real Estate Investment Trusts stocks down 0.3% on average while median return down -0.3% 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.

Related Stocks

Click on + to show price series and click on ticker for stock detail page

Ticker	1 Day Return	1 Week Return	1 Month Return	PE Ratio	PE/G	P/B (mrq)	P/S (ttm)	Earning Growth	MarketCap	Short %	Held By Institutions %	RSI	Price Pattern	Days Since Channel Change	Channel Slope (daily rate %)	Half Channel Bandwidth	Distance to Channel MidPoint %

EQIX	4.3%	-1.6%	2.2%	179.91	2.63	6.97	12.05	32%	73.5B	1%	95%	51	/\/	85	0.3%	4.6%	-2.9%
PEI	3.6%	-1.0%	-18.5%	-0.5		2.21	0.83		160.9M	15%	10%	43	\/	85	0.3%	21.3%	-17.7%
ALEX	3.5%	7.6%	9.3%	155.92	2.2	1.23	4.36	60%	1.5B	2%	9%	66	\/	85	0.1%	11.0%	1.3%
PW	3.0%	-2.0%	-6.7%			2.51	23.47	340%	123.6M	1%	32%	42	/-	85	-0.0%	12.8%	-7.9%
WPG	2.9%	1.7%	-18.0%	-0.15		0.18	0.12		33.6M	33%	30%	40	\-/\	162	-0.5%	230.5%	36.4%
SQFT	2.5%	-2.8%	5.9%				1.66		39.5M	1%	4%	49	\/	83	0.2%	13.6%	-0.0%
DLR	2.4%	-0.5%	2.5%	98.82	2.39	2.60	10.42	72%	43.4B	4%	99%	49	/\-/	85	0.1%	4.7%	-3.1%
UNIT	2.3%	5.3%	10.6%	-3.94	0.63		2.26		2.7B	6%	83%	70	\/\	85	-0.1%	11.3%	8.1%
COR	2.2%	0.1%	2.7%	69.45	131.42	133.04	9.24	23%	5.9B	3%	96%	56	/-\/	85	0.2%	4.5%	1.3%
CDR	2.1%	5.0%	-1.4%	-26.12	-3.42	0.58	1.54		226.2M	2%	56%	57	\/	85	0.3%	15.1%	-4.7%
RCA	2.1%	0.1%	0.0%						1.1B			50	/-/-	60	0.0%	2.5%	-2.4%
BRG	1.7%	5.1%	25.6%	-51	-1.16	6.04	1.16	4519%	377.4M	4%	46%	79	\-/-	168	0.0%	13.0%	18.9%
WSR	1.6%	9.3%	7.3%			1.04	2.95	-12%	378.6M	3%	54%	66	\/\	85	-0.1%	16.0%	5.3%
BNL	1.5%	3.0%	11.1%				11.11	106%	4.1B	1%	52%	70	/-/	88	0.4%	6.5%	1.2%
NYC	1.5%	0.3%	1.8%				2.76		128.1M		4%	57	\-/	49	0.7%	6.8%	-5.0%
IRT	1.3%	-3.6%	5.8%		33.56	2.57	8.48		2B	8%	97%	54	\/	85	0.3%	6.5%	-0.7%
NTST	1.2%	2.2%	12.5%		3.63		22.87		1B	3%	65%	66	-/	49	0.3%	2.6%	1.1%
AGNCN	1.0%	1.2%	-2.8%			1.43	2.74		8.6B		30%	52	/-/	61	0.0%	2.1%	-0.5%
MPW	1.0%	0.1%	4.6%	22.37	-0.73	1.42	8.69	102%	12.4B	3%	83%	56	\-/\	85	-0.0%	8.9%	0.8%
NREF	1.0%	0.9%	-6.7%				1.15		103M	0%	42%	44	-/	224	0.2%	12.6%	-7.9%

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* 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 $CPLG 25.6%, $BRG 25.6%, $STAR 16.9%, $PLYM 15.3%, $SAFE 15.1%
1M losers are : Losers for past month are $SOHO -22.3%, $IHT -23.1%, $RHE -29.9%, $WHLR -45.7%, $AHT -64.5%
1W winners are : Winners for past week are $WSR 9.3%, $RHE 8.1%, $ALEX 7.6%, $CXW 5.7%, $UNIT 5.3%
1W losers are : Losers for past week are $SOHON -7.1%, $WHLR -7.7%, $TCI -8.7%, $IMH -13.1%, $SOHO -14.0%

Pick two stocks to compare:

AKR

BDN

Correlation Analysis

Index correlation analysis

Correlation for the past month is 36.3%, for the past 3 months is 30.3%

In the past month for a 5 days rolling window, the highest corrrelation is 61.5%, the lowest correlation is 5.7%, the latest correlation is 9.4%

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 92.6% between AKR and BDN

The lowest correlation is -58.3% between AIW and BDN