Correlation Between Apple CDR and Thomson Reuters

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Can any of the company-specific risk be diversified away by investing in both Apple CDR and Thomson Reuters at the same time? Although using a correlation coefficient on its own may not help to predict future stock returns, this module helps to understand the diversifiable risk of combining Apple CDR and Thomson Reuters into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between Apple CDR and Thomson Reuters Corp, you can compare the effects of market volatilities on Apple CDR and Thomson Reuters and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in Apple CDR with a short position of Thomson Reuters. Check out your portfolio center. Please also check ongoing floating volatility patterns of Apple CDR and Thomson Reuters.

Diversification Opportunities for Apple CDR and Thomson Reuters

-0.85
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between Apple and Thomson is -0.85. Overlapping area represents the amount of risk that can be diversified away by holding Apple CDR and Thomson Reuters Corp in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Thomson Reuters Corp and Apple CDR is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on Apple CDR are associated (or correlated) with Thomson Reuters. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Thomson Reuters Corp has no effect on the direction of Apple CDR i.e., Apple CDR and Thomson Reuters go up and down completely randomly.

Pair Corralation between Apple CDR and Thomson Reuters

Assuming the 90 days trading horizon Apple CDR is expected to generate 0.91 times more return on investment than Thomson Reuters. However, Apple CDR is 1.09 times less risky than Thomson Reuters. It trades about 0.19 of its potential returns per unit of risk. Thomson Reuters Corp is currently generating about -0.22 per unit of risk. If you would invest  3,299  in Apple CDR on August 30, 2025 and sell it today you would earn a total of  673.00  from holding Apple CDR or generate 20.4% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

Apple CDR  vs.  Thomson Reuters Corp

 Performance 
       Timeline  
Apple CDR 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Apple CDR are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, Apple CDR displayed solid returns over the last few months and may actually be approaching a breakup point.
Thomson Reuters Corp 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Thomson Reuters Corp has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unfluctuating performance in the last few months, the Stock's forward indicators remain very healthy which may send shares a bit higher in December 2025. The recent disarray may also be a sign of long period up-swing for the firm investors.

Apple CDR and Thomson Reuters Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Apple CDR and Thomson Reuters

The main advantage of trading using opposite Apple CDR and Thomson Reuters positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Apple CDR position performs unexpectedly, Thomson Reuters can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Thomson Reuters will offset losses from the drop in Thomson Reuters' long position.
The idea behind Apple CDR and Thomson Reuters Corp pairs trading is to make the combined position market-neutral, meaning the overall market's direction will not affect its win or loss (or potential downside or upside). This can be achieved by designing a pairs trade with two highly correlated stocks or equities that operate in a similar space or sector, making it possible to obtain profits through simple and relatively low-risk investment.
Check out your portfolio center.
Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

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