MARKET COMPOSITE
Real Estate Investment Trusts Stocks23-00-2024 20:00:02 PM
Price
$104.74
+ 1.49%
The list of companies include AAIC-Arlington Asset Investment Corp, AAT-American Assets Trust Inc, ABR-Arbor Realty Trust Inc., ADC-Agree Realty Corp., 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, 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, BRMK-Broadmark Realty Capital Inc, BRT-BRT Apartments Corp, BRX-Brixmor Property Group Inc, BXMT-Blackstone Mortgage Trust Inc, BXP-Boston Properties, Inc., CCI-Crown Castle International Corp, CHCT-Community Healthcare Trust Inc, CHMI-Cherry Hill Mortgage Investment Corporation
* Latest intraday update before market close @ 19:45:42 PM 04/23/2024
Summary
:
Average return is up 1.6%
Median return is up 1.3%
150 out of 166 stocks are up (limited to those with intraday pricing feeds).
Top Movers
:
TWO + 1.9%FRT + 1.9%AAT + 1.9%RC + 2.0%KRG + 2.0%NYMT + 2.1%DRH + 2.1%DLR + 2.1%PK + 2.1%DEI + 2.2%MITT + 2.2%IVR + 2.3%PGRE + 2.3%MFA + 2.3%PEB + 2.3%MPW + 2.3%RWT + 2.4%XHR + 2.4%TRNO + 2.5%GIPR + 2.6%TRTX + 2.6%MAC + 2.8%DX + 2.8%SKT + 2.8%HIW + 2.8%OUT + 2.9%ORC + 2.9%BXP + 3.0%VNO + 3.2%ARR + 3.2%SLG + 3.2%ABR + 3.6%BDN + 3.7%SOHO + 4.0%PDM + 4.0%SVC + 4.2%CMCT + 4.2%ILPT + 5.2%UNIT + 7.0%FSP + 9.6%BHR + 13.4%HCP + 21.8%

Aggregated price index with volume information

Summary:

  • Real Estate Investment Trusts stocks up 1.5% on average while median return up 1.2% in a day
  • Real Estate Investment Trusts stocks up 3.4% on average while median return up 3.6% in a week
  • Real Estate Investment Trusts stocks down 4.2% on average while median return down 3.0% 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
Ticker
1d
7d
30d
PE Ratio
PE/G
P/B (mrq)
P/S (ttm)
Earning Growth
MarketCap
Short %
Held By Institutions %
RSI
Price Pattern
Resist Support
Days Since Channel Change
Channel Slope (daily rate %)
HCP19.6%
24.1%
8.3%
-24.984.5B68\-\-1190.0%
BHR12.1%
9.9%
43.5%
-2.21-0.220.891.58164.3M6%39%69\/\441-0.1%
FSP10.2%
6.7%
-6.4%
-4.020.732.29193.4M5%88%48\/Below support2400.2%
UNIT8.3%
7.1%
-4.5%
-15.120.632.261.3B6%83%52/\/2210.3%
SOHO6.5%
10.0%
-9.6%
0.8924.2M2%19%50/\103-0.2%
CMCT5.5%
-2.8%
-10.4%
18.231.9879.3M2%33%41/\/Below support520.2%
ORGN5.0%
22.1%
43.0%
102.5M62\-\351-0.3%
ILPT4.7%
0.5%
-6.4%
-2.2111.271.666.8151%239.7M2%92%47-/\/2211.3%
PDM4.2%
9.4%
5.8%
-17.116.921.264.507%828.8M2%87%60\/\-221-0.0%
SVC4.2%
0.9%
-2.9%
-30.95-0.952.101B4%80%47\/\/\221-0.0%
ORC3.7%
6.4%
-3.7%
-9.461.097.62426.3M14%38%55\-\/870.1%
ABR3.4%
9.4%
2.3%
8.451.141.715.45163%2.4B3%42%59-\/\147-0.1%
ARR3.4%
9.4%
-1.3%
-9.88-4.650.762.74895.5M7%52%53/\/790.0%
DX3.2%
3.2%
-3.5%
-45.44-1.250.951.41677.6M2%50%47\-1470.0%
SLG3.2%
8.5%
-1.0%
-5.9319.111.145.693.3B18%91%54\/870.3%
TRTX3.2%
10.7%
-0.3%
-4.52.310.826.25592.6M2%86%60\/\-221-0.0%
BDN2.9%
8.5%
0.4%
-3.8729.821.354.92-14%766.6M9%106%56\/\/2210.1%
MAC2.9%
2.2%
-5.1%
-12.26-112.621.194.963.4B13%72%51/\/-/Below support1470.4%
HIW2.8%
7.3%
2.5%
18.174.052.056.46-70%2.6B2%99%57-\/1470.1%
SKT2.8%
7.3%
-1.5%
29.49.83.884.673B34%86%58/Below support870.1%
* 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.
Detail Performance Summary
  • 1M winners are : Winners for past month are $BHR 43.5%, $MPW 13.2%, $RHE 13.0%, $NXRT 8.6%, $HCP 8.3%
  • 1M losers are : Losers for past month are $REXR -14.1%, $NYC -14.4%, $TCI -18.1%, $PLD -18.5%, $SACH -29.1%
  • 1W winners are : Winners for past week are $HCP 24.1%, $TRTX 10.7%, $SOHO 10.0%, $BHR 9.9%, $CHMI 9.7%
  • 1W losers are : Losers for past week are $TCI -4.0%, $AHT -6.0%, $IHT -6.5%, $FR -7.9%, $PLD -8.6%
Pick two stocks to compare:

Correlation Analysis

Index correlation analysis

Correlation for the past month is 47.0%, for the past 3 months is 36.5%

In the past month for a 5 days rolling window, the highest corrrelation is 76.2%, the lowest correlation is 22.9%, the latest correlation is 23.5%

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 93.6% between AGNC and ARR

The lowest correlation is -41.2% between BFS and BRMK

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