Correlation Between Ishares Municipal and Huber Capital

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

Diversification Opportunities for Ishares Municipal and Huber Capital

-0.59
  Correlation Coefficient

Excellent diversification

The 3 months correlation between Ishares and Huber is -0.59. Overlapping area represents the amount of risk that can be diversified away by holding Ishares Municipal Bond and Huber Capital Small in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Huber Capital Small and Ishares Municipal 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 Ishares Municipal Bond are associated (or correlated) with Huber Capital. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Huber Capital Small has no effect on the direction of Ishares Municipal i.e., Ishares Municipal and Huber Capital go up and down completely randomly.

Pair Corralation between Ishares Municipal and Huber Capital

Assuming the 90 days horizon Ishares Municipal Bond is expected to generate 0.12 times more return on investment than Huber Capital. However, Ishares Municipal Bond is 8.22 times less risky than Huber Capital. It trades about 0.32 of its potential returns per unit of risk. Huber Capital Small is currently generating about 0.01 per unit of risk. If you would invest  1,068  in Ishares Municipal Bond on September 4, 2025 and sell it today you would earn a total of  33.00  from holding Ishares Municipal Bond or generate 3.09% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy98.44%
ValuesDaily Returns

Ishares Municipal Bond  vs.  Huber Capital Small

 Performance 
       Timeline  
Ishares Municipal Bond 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Ishares Municipal Bond are ranked lower than 25 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Ishares Municipal is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Huber Capital Small 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Huber Capital Small has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong forward indicators, Huber Capital is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

Ishares Municipal and Huber Capital Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Ishares Municipal and Huber Capital

The main advantage of trading using opposite Ishares Municipal and Huber Capital positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Ishares Municipal position performs unexpectedly, Huber Capital 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 Huber Capital will offset losses from the drop in Huber Capital's long position.
The idea behind Ishares Municipal Bond and Huber Capital Small 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 Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.

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