The following table shows that the REITS provide higher return than U.S. stocks, but they are more volatile or risky than U.S. stocks.

Simple Statistics

Variable

N

Mean

Std Dev

Sum

Minimum

Maximum

pctchngyr_REITS_ALL

522

11.78143

20.20426

6150

-56.03641

98.88065

pctchngyr_SP_500

546

8.62300

16.44436

4708

-44.75624

52.94225

Two variables (REITS and S&P 500) are positively correlated to each other.

Pearson Correlation Coefficients
Prob > |r| under H0: Rho=0
Number of Observations

pctchngyr_SP_500

pctchngyr_REITS_ALL

0.58805
<.0001
522




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