Correlation Between Altimmune and Design Therapeutics

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Can any of the company-specific risk be diversified away by investing in both Altimmune and Design Therapeutics 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 Altimmune and Design Therapeutics into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between Altimmune and Design Therapeutics, you can compare the effects of market volatilities on Altimmune and Design Therapeutics 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 Altimmune with a short position of Design Therapeutics. Check out your portfolio center. Please also check ongoing floating volatility patterns of Altimmune and Design Therapeutics.

Diversification Opportunities for Altimmune and Design Therapeutics

0.88
  Correlation Coefficient

Very poor diversification

The 3 months correlation between Altimmune and Design is 0.88. Overlapping area represents the amount of risk that can be diversified away by holding Altimmune and Design Therapeutics in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Design Therapeutics and Altimmune 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 Altimmune are associated (or correlated) with Design Therapeutics. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Design Therapeutics has no effect on the direction of Altimmune i.e., Altimmune and Design Therapeutics go up and down completely randomly.

Pair Corralation between Altimmune and Design Therapeutics

Considering the 90-day investment horizon Altimmune is expected to generate 1.62 times less return on investment than Design Therapeutics. But when comparing it to its historical volatility, Altimmune is 1.8 times less risky than Design Therapeutics. It trades about 0.18 of its potential returns per unit of risk. Design Therapeutics is currently generating about 0.16 of returns per unit of risk over similar time horizon. If you would invest  573.00  in Design Therapeutics on September 1, 2025 and sell it today you would earn a total of  366.00  from holding Design Therapeutics or generate 63.87% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

Altimmune  vs.  Design Therapeutics

 Performance 
       Timeline  
Altimmune 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Altimmune are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively weak essential indicators, Altimmune unveiled solid returns over the last few months and may actually be approaching a breakup point.
Design Therapeutics 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Design Therapeutics are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of very fragile technical and fundamental indicators, Design Therapeutics displayed solid returns over the last few months and may actually be approaching a breakup point.

Altimmune and Design Therapeutics Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Altimmune and Design Therapeutics

The main advantage of trading using opposite Altimmune and Design Therapeutics positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Altimmune position performs unexpectedly, Design Therapeutics 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 Design Therapeutics will offset losses from the drop in Design Therapeutics' long position.
The idea behind Altimmune and Design Therapeutics 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 AI Portfolio Prophet module to use AI to generate optimal portfolios and find profitable investment opportunities.

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