REITWAVE.COM Institutional Equity Tear Sheet Generator
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REITWAVE.COM | INSTITUTIONAL REAL ESTATE RESEARCH
AS OF: OCTOBER 24, 2026  |  10Y TREASURY: 4.99%  |  SIC 6798

FEDERAL REALTY INVESTMENT TRUST ($FRT)

Sector: Premier Shopping Centers  •  Exchange / CIK: NYSE / 0000034903  •  Properties: 150 Assets
Trading at a 8.3% discount to NAV
Safety Score: 80/100 (Safe)  |  Credit: BBB

Live Share Price

$108.72
52W Range: $90.03 - $128.21

Valuation Multiples

14.0x P/AFFO
P/FFO: 13.0x  |  FFO/sh: $8.39

Net Asset Value (NAV)

$118.50
Prem/Disc: -8.3%  |  Cap: 6.54%

Dividend Cash Flow

5.14% Yield
$5.59/yr (Quarterly)  |  Payout: 71.9%
Balance Sheet & Debt Maturity Sentry
Net Debt to EBITDAre stands at 5.4x. Portfolio leased occupancy is 95.0% with a weighted average lease term (WALT) of 6.5 years. Senior credit rating of BBB provides institutional capital markets access for debt refinancing.
Recent Dividend Payment History (Last 6 Declarations)
Ex-Dividend Date Record / Pay Date Cash Distribution Status / Corporate Action
2026-09-30 2026-10-15 $1.3975 Regular Distribution
Representative Commercial Asset Concentrations (From SEC Form 10-K Item 2)
Commercial Asset / Property Name Location Rentable Sq Ft Occupancy Implied Asset Valuation
Santana Row Silicon Valley Village San Jose, CA 840,000 sq ft 97.9% SEC Sched III
Bethesda Row Mixed-Use Town Center Bethesda, MD 535,000 sq ft 98.4% SEC Sched III
Quantitative Risk & Benchmark Performance (QuantStats • VNQ)
Empirical 252-day trading window compared to Vanguard Real Estate ETF (VNQ) benchmark
METHODOLOGY: QUANTSTATS / CAPM
Beta vs VNQ
0.83
Defensive (Low Sensitivity)
Annualized Alpha (α)
+8.59%
Outperforming VNQ
Sharpe Ratio (vs VNQ)
0.5 vs 0.04
+0.46 Spread
Max Drawdown (1-Yr)
-16.7% vs -11.4%
-5.3% vs VNQ
FRT vs VNQ QuantStats Performance & Underwater Drawdown
Quantitative Risk & Return Metric FRT VNQ (Benchmark) Institutional Delta / Spread
Beta (β) vs VNQ
Covariance sensitivity to US REIT market
 0.83 1.00 -0.17 (Defensive (Low Sensitivity))
Annualized Alpha (α)
Excess CAPM risk-adjusted performance
 +8.59% 0.00% (Baseline) Outperforming VNQ
Sharpe Ratio (Rf = 4.5%)
Annualized excess return per unit of volatility
 0.5 0.04 +0.46
Sortino Ratio
Downside semi-variance risk-adjusted return
 0.53 0.03 +0.50
Annualized Volatility (σ)
Standard deviation of daily price returns × √252
 16.6% 13.9% +2.7% (Higher Volatility)
Maximum Drawdown (1-Year)
Peak-to-trough capital decline over trailing 12M
 -16.7% -11.4% -5.3% vs VNQ
1-Year Trailing Return (CAGR)
Compounded annual growth rate
 12.0% 4.1% +7.9% Spread
R-Squared (R²) & Correlation
Statistical correlation coefficient against VNQ
 R² 0.48 Corr: 0.69 48% variance explained by VNQ
Trading Session Win Rate
Percentage of positive daily closing sessions
 49.6% 51.6% -2.0% vs Benchmark
QuantStats Analytical Synthesis: FRT displays a Beta of 0.83 relative to VNQ with 0.48 R² correlation. Annualized volatility is 16.6% (2.7% higher than VNQ at 13.9%). Trailing 12-month Alpha stands at +8.59% (Outperforming VNQ) with a Sharpe ratio of 0.50 against 0.04 for VNQ, and a maximum drawdown of -16.7%.
SEC CIK: 0000034903  |  Principal Executive Officer: Donald C. Wood  |  Total PEO Compensation: $10,800,000 (104:1)
Official SEC Accession: 0000034903-26-000015
CONFIDENTIAL INSTITUTIONAL TEAR SHEET • REITWAVE.COM (v1.0.0) • Data Sources: SEC EDGAR Form 10-K / DEF 14A, PR Newswire, Bloomberg/CBRE Comps. For institutional and accredited investor due diligence. Not a solicitation or investment recommendation.