Market Composite

Retail Landlords Stocks$148.59

0.73%4:00PM 07/23/2021

The list of companies include KIM-Kimco Realty Corp., EPR-EPR Properties, SKT-Tanger Factory Outlet Centers, Inc., SPG-Simon Property Group, Inc., O-Realty Income Corp., STOR-Store Capital Corp, SRC-Spirit Realty Capital Inc, OHI-Omega Healthcare Investors, Inc., DOC-Physicians Realty Trust, STAG-STAG Industrial Inc, SITC-SITE Centers Corp, REG-Regency Centers Corporation, WRI-Weingarten Realty Investors, WSR-Whitestone REIT, KRG-Kite Realty Group Trust, MAC-Macerich Co., RPAI-Retail Properties of America Inc, RPT-RPT Realty, FRT-Federal Realty Investment Trust

Latest intraday update before market close @ 19:45:49 PM 07/23/2021

Summary :

Average return is up 0.7%

Median return is up 0.9%

28 out of 35 stocks are up (limited to those with intraday pricing feeds).

Top Movers : PSR 1.0%, SITC 1.3%, STAG 1.3%, KRG 1.5%, SRC 1.6%, URE 1.6%, STOR 1.7%, DRN 2.4%, RPAI 2.5%,

Aggregated price index

Aggregated price index with volume information

Summary:

Retail Landlords stocks up 0.7% on average while median return up 0.9% in a day
Retail Landlords stocks up 0.2% on average while median return up 0.4% in a week
Retail Landlords stocks up 1.0% on average while median return up 2.8% 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 %

RPAI	2.5%	4.9%	3.5%	-785.06	-256.35	1.56	5.73	-79%	2.6B	4%	93%	56	\/	84	0.2%	11.4%	-3.9%
SRC	1.7%	3.1%	3.9%	179.41	1.28	1.63	11.06		5.8B	4%	102%	61	\/	166	0.2%	10.5%	0.0%
STOR	1.7%	1.5%	6.6%	46.45	6.34	1.82	13.26	-12%	9.9B	3%	88%	57	\/	166	0.1%	10.2%	-0.2%
STAG	1.5%	0.3%	5.3%	39.38	11.05	2.29	12.17	-61%	6.4B	7%	89%	62	\/-/	84	0.2%	5.7%	1.5%
SITC	1.2%	1.1%	2.3%	-897.04	-19.14	1.67	6.67	-53%	3.2B	6%	83%	52	\-/	84	0.3%	9.4%	-5.7%
KIM	1.1%	-1.5%	0.5%	8.82	7.1	1.56	8.39	53%	9B	7%	95%	49	\-/	84	0.2%	8.6%	-6.8%
KRG	1.1%	-7.0%	-11.3%	193.8		1.46	6.78		1.6B	8%	101%	37	\/	84	0.2%	7.9%	-13.3%
REG	1.0%	0.5%	0.4%	73.26	4.83	1.80	10.35		11B	4%	102%	51	\/	166	0.4%	8.0%	-6.1%
OHI	0.9%	0.4%	2.2%	38.58	1.21	2.12	9.24	78%	8.8B	5%	72%	54	\-/-	84	0.0%	10.3%	-0.3%
RPT	0.9%	-0.8%	-4.9%	-2165.52	-34.85	1.46	5.46	4963%	1B	2%	95%	46	\/	84	0.3%	11.6%	-10.4%
WRI	0.9%	-1.3%	0.8%	46.66	8.17	2.47	9.00	-47%	4.1B	3%	88%	49	\/	166	0.5%	8.4%	-7.7%
O	0.8%	1.3%	4.5%	72.42	8.54	2.16	14.86	-35%	27.4B	5%	73%	61	\-/	84	0.1%	8.9%	1.5%
DOC	0.7%	1.2%	-0.6%	59.61	5.59	1.50	9.15	19%	4.1B	3%	92%	55	\/	249	0.0%	8.2%	1.2%
WSR	0.7%	1.8%	-1.3%			1.04	2.95	-12%	346.5M	3%	54%	48	\/\	84	-0.1%	17.5%	-4.0%
FRT	0.6%	-0.5%	-1.9%	76.21	10.45	3.86	11.21	-12%	9.1B	5%	98%	49	\/	166	0.3%	8.3%	-5.2%
EPR	-0.1%	-1.1%	-0.2%	-20.91	36.82	1.46	10.45	-91%	4B	5%	86%	51	\-/	166	0.5%	14.9%	-6.1%
SKT	-0.1%	0.2%	-6.1%	-278.02	9.8	3.88	4.67		1.8B	34%	86%	46	\/	84	0.2%	8.6%	-7.9%
MAC	-0.6%	-1.8%	-9.5%	-8.19	-112.62	1.19	4.96		3B	13%	72%	44	\/	166	0.5%	17.2%	-5.3%
SPG	-0.8%	-0.3%	-6.1%	34.87	3.21	13.62	9.17	2%	40.8B	6%	90%	45	\/	166	0.4%	11.1%	-10.1%

* 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.

Related ETFs (click on ticker for stock detail page)

PriceZScore

VolumeZScore

1M winners are : Winners for past month are $DRN 9.5%, $URE 6.7%, $STOR 6.6%, $STAG 5.3%, $O 4.5%
1M losers are : Losers for past month are $SKT -6.1%, $SRS -7.3%, $MAC -9.5%, $DRV -10.5%, $KRG -11.3%
1W winners are : Winners for past week are $RPAI 4.9%, $SRC 3.1%, $WSR 1.8%, $STOR 1.5%, $O 1.3%
1W losers are : Losers for past week are $WRI -1.3%, $KIM -1.5%, $MAC -1.8%, $DRV -2.3%, $KRG -7.0%

Pick two stocks to compare:

DRN

FREL

Correlation Analysis

Index correlation analysis

Correlation for the past month is 64.3%, for the past 3 months is 58.7%

In the past month for a 5 days rolling window, the highest corrrelation is 74.3%, the lowest correlation is 17.9%, the latest correlation is 73.9%

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 99.8% between DRN and FREL

The lowest correlation is -99.7% between IYR and SRS