Correlation Between Blackrock Health and Franklin Emerging

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

Diversification Opportunities for Blackrock Health and Franklin Emerging

0.84
  Correlation Coefficient

Very poor diversification

The 3 months correlation between Blackrock and Franklin is 0.84. Overlapping area represents the amount of risk that can be diversified away by holding Blackrock Health Sciences and Franklin Emerging Market in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Franklin Emerging Market and Blackrock Health 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 Blackrock Health Sciences are associated (or correlated) with Franklin Emerging. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Franklin Emerging Market has no effect on the direction of Blackrock Health i.e., Blackrock Health and Franklin Emerging go up and down completely randomly.

Pair Corralation between Blackrock Health and Franklin Emerging

Assuming the 90 days horizon Blackrock Health Sciences is expected to generate 3.88 times more return on investment than Franklin Emerging. However, Blackrock Health is 3.88 times more volatile than Franklin Emerging Market. It trades about 0.31 of its potential returns per unit of risk. Franklin Emerging Market is currently generating about 0.3 per unit of risk. If you would invest  5,724  in Blackrock Health Sciences on August 29, 2025 and sell it today you would earn a total of  934.00  from holding Blackrock Health Sciences or generate 16.32% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

Blackrock Health Sciences  vs.  Franklin Emerging Market

 Performance 
       Timeline  
Blackrock Health Sciences 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Blackrock Health Sciences are ranked lower than 24 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Blackrock Health showed solid returns over the last few months and may actually be approaching a breakup point.
Franklin Emerging Market 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Franklin Emerging Market are ranked lower than 24 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong fundamental indicators, Franklin Emerging is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

Blackrock Health and Franklin Emerging Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Blackrock Health and Franklin Emerging

The main advantage of trading using opposite Blackrock Health and Franklin Emerging positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Blackrock Health position performs unexpectedly, Franklin Emerging 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 Franklin Emerging will offset losses from the drop in Franklin Emerging's long position.
The idea behind Blackrock Health Sciences and Franklin Emerging Market 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.
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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 Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

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