Aggregated price index
Aggregated price index with volume information
Summary:
- Real Estate Investment Trusts stocks down 0.3% on average while median return down 0.2% in a day
- Real Estate Investment Trusts stocks down 0.8% on average while median return down 0.6% in a week
- Real Estate Investment Trusts stocks up 4.6% on average while median return up 2.6% 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 $BRG 86.4%, $NYC 75.2%, $PW 39.8%, $DHC 28.3%, $APTS 25.5%
- 1M losers are : Losers for past month are $SRG -10.5%, $SBAC -11.9%, $IIPR -14.4%, $HASI -14.8%, $RHE -44.0%
- 1W winners are : Winners for past week are $IHT 19.0%, $PW 12.8%, $SELF 7.8%, $AHT 7.7%, $NREF 5.8%
- 1W losers are : Losers for past week are $SRG -7.9%, $ORC -8.9%, $IMH -10.1%, $PEI -10.2%, $WHLRP -10.5%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 21.8%, for the past 3 months is 25.9%
In the past month for a 5 days rolling window, the highest corrrelation is 39.1%, the lowest correlation is 4.4%, the latest correlation is 8.6%
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 86.6% between ABR and ARR
The lowest correlation is -55.0% between AFIN and AIC
Stock news
Investment company Sara-Bay Financial (Current Portfolio) buys Cerence Inc, Public Service Enterprise Group Inc, Welltower Inc, Oragenics Inc, Veeva Systems Inc, sells Alibaba Group Holding, Unilever PLC, International Paper Co, Paycom Software Inc, Titan Medical Inc during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Sara-Bay Financial.
Kansas City, MO, based Investment company Scout Investments, Inc. (Current Portfolio) buys Freeport-McMoRan Inc, Cboe Global Markets Inc, Baker Hughes Co, Eaton Corp PLC, Hormel Foods Corp, sells Horizon Therapeutics PLC, Pioneer Natural Resources Co, Devon Energy Corp, EOG Resources Inc, Southwest Airlines Co during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Scout Investments, Inc..
Woodside, CA, based Investment company Bennicas & Associates, Inc. (Current Portfolio) buys Merck Inc, Sprott Physical Silver Trust, Lockheed Martin Corp, Intel Corp, Duke Energy Corp, sells Microsoft Corp, CatchMark Timber Trust Inc, Direxion Daily S&P 500 Bear 1X Shares during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Bennicas & Associates, Inc..
Lincoln, NE, based Investment company Farmers & Merchants Investments Inc (Current Portfolio) buys Berkshire Hathaway Inc, VMware Inc, Exxon Mobil Corp, Vanguard Short-Term Corporate Bond ETF, Vanguard Short-Term Bond ETF, sells CoreSite Realty Corp, AT&T Inc, Ameren Corp, Lennox International Inc, Alliant Energy Corp during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Farmers & Merchants Investments Inc.
Healthpeak Properties, Inc. (NYSE: PEAK) announced today the tax treatment of its 2021 distributions. The following table summarizes, for income tax purposes, the nature of cash distributions paid to stockholders during the calendar year ended December 31, 2021:
SAN MATEO, Calif., January 14, 2022--Essex Property Trust, Inc. (NYSE:ESS) announced today the income tax treatment for its 2021 distributions to shareholders. The 2021 distribution characteristics are as follows:
RYE, N.Y., January 14, 2022--Acadia Realty Trust (NYSE: AKR – "Acadia" or the "Company") has determined that the Federal tax treatment for 2021 distributions to holders of its common shares of beneficial interest (CUSIP # 004239109) traded on the NYSE under the ticker symbol "AKR" is as follows:
NASHVILLE, Tenn., Jan. 14, 2022 (GLOBE NEWSWIRE) -- Healthcare Realty Trust Incorporated (NYSE:HR) today announced that on Tuesday morning, February 22, 2022, before the market opens, it expects to report results for the fourth quarter of 2021. On February 22, 2022, at 11:00 a.m. Central Time, Healthcare Realty Trust expects to hold a conference call to discuss earnings results, quarterly activities, general operations of the Company and industry trends. Simultaneously, a webcast of the conferen
LOS ANGELES, January 14, 2022--Kilroy Realty Corporation (NYSE: KRC) announced today the 2021 tax treatment of its dividend distributions. The company's total dividend distributions per share of common stock (CUSIP #49427F108) are to be classified for income tax purposes as follows: