About REIT Factors Dashboard

REIT Factors provides a comprehensive analytics platform based on groundbreaking research into specialized REIT pricing factors. Drawing from CRSP-Ziman data (1987-2023), our platform identifies six distinctive factors that substantially outperform traditional equity factors when applied to REITs.

Developed by finance and real estate academics, our research analyzed over 15,000 potential predictors to identify the most robust and explanatory REIT-specific factors. The reitfactors.ai dashboard transforms this advanced research into accessible, actionable investment intelligence.

• Factor Performance: Examine the monthly returns of six proprietary REIT factors (size, value, momentum, quality, low volatility, reversal) with interactive visualizations
• Cumulative Returns: Track long-term factor performance through customizable time-series charts showing compounded growth
• Statistics: Access comprehensive factor metrics including Sharpe ratios, volatility, skewness, and other key performance indicators
• Correlations: Visualize dynamic relationships between factors through interactive correlation matrices and heatmaps
• Risk Analysis: Explore risk-adjusted returns across different market regimes and economic conditions
• Drawdown Analysis: Identify maximum drawdowns, recovery periods, and factor resilience during market stress
• Raw Data: Export underlying factor data for custom analysis and integration with proprietary models

The reitfactors.ai platform is built on Next.js 14+ with React, TypeScript, and Tailwind CSS, providing a responsive, accessible user experience across desktop and mobile devices. Our data pipeline connects to a PostgreSQL database via Supabase, enabling real-time analytics with optimized query performance and connection pooling.

The dashboard features interactive visualizations created with Recharts, responsive design for all device sizes, and dark/light mode theming. Data processing utilizes server-side components for heavy computational tasks while maintaining client-side interactivity. This architecture balances sophisticated computational capabilities with intuitive user interfaces, making complex factor analysis accessible to both academic researchers and investment professionals.

• Expanded Property Type Analysis: Dedicated factor models for specific REIT sectors including multifamily, industrial, retail, office, and specialized property types
• Macroeconomic Integration: Enhanced tools for analyzing factor performance against a broader range of economic indicators, interest rate scenarios, and inflation regimes
• Portfolio Optimization Tools: Advanced portfolio construction capabilities with factor targeting, risk budgeting, and efficient frontier analysis
• REIT AI Models: Specialized machine learning models for factor timing, factor interaction analysis, and regime detection to enhance allocation decisions
• REIT Agents: AI-powered research assistants that can answer complex questions about factor behavior, suggest optimal factor allocations based on economic outlook, and generate customized research reports
• Academic Research Integration: Direct connections to our growing library of REIT factor research papers, methodologies, and academic partnerships