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Downside Beta and Upside Beta: REITs Have Generally Protected Against Stock Market Declines

Downside Beta and Upside Beta: REITs Have Generally Protected Against Stock Market Declines

    REITs have generally provided a solid bulwark against stock market declines, with both a low correlation (typically about 60 percent when measured using monthly returns) and a low beta (typically about 0.6, also based on monthly returns) to the broad stock market.

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    (Source: Nareit)