Correlation Between American Century and First Trust

Specify exactly 2 symbols:
Can any of the company-specific risk be diversified away by investing in both American Century and First Trust 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 American Century and First Trust into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between American Century ETF and First Trust Horizon, you can compare the effects of market volatilities on American Century and First Trust 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 American Century with a short position of First Trust. Check out your portfolio center. Please also check ongoing floating volatility patterns of American Century and First Trust.

Diversification Opportunities for American Century and First Trust

0.42
  Correlation Coefficient

Very weak diversification

The 3 months correlation between American and First is 0.42. Overlapping area represents the amount of risk that can be diversified away by holding American Century ETF and First Trust Horizon in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on First Trust Horizon and American Century 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 American Century ETF are associated (or correlated) with First Trust. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of First Trust Horizon has no effect on the direction of American Century i.e., American Century and First Trust go up and down completely randomly.

Pair Corralation between American Century and First Trust

Given the investment horizon of 90 days American Century ETF is expected to generate 1.39 times more return on investment than First Trust. However, American Century is 1.39 times more volatile than First Trust Horizon. It trades about 0.11 of its potential returns per unit of risk. First Trust Horizon is currently generating about -0.02 per unit of risk. If you would invest  7,067  in American Century ETF on September 6, 2025 and sell it today you would earn a total of  343.00  from holding American Century ETF or generate 4.85% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

American Century ETF  vs.  First Trust Horizon

 Performance 
       Timeline  
American Century ETF 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in American Century ETF are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, American Century is not utilizing all of its potentials. The current stock price fuss, may contribute to near-short-term losses for the sophisticated investors.
First Trust Horizon 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days First Trust Horizon has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable primary indicators, First Trust is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors.

American Century and First Trust Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with American Century and First Trust

The main advantage of trading using opposite American Century and First Trust positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if American Century position performs unexpectedly, First Trust 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 First Trust will offset losses from the drop in First Trust's long position.
The idea behind American Century ETF and First Trust Horizon 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 USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.

Other Complementary Tools

Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges