Correlation Between BOS Better and Cashmere Valley

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

Diversification Opportunities for BOS Better and Cashmere Valley

-0.25
  Correlation Coefficient

Very good diversification

The 3 months correlation between BOS and Cashmere is -0.25. Overlapping area represents the amount of risk that can be diversified away by holding BOS Better Online and Cashmere Valley Bank in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Cashmere Valley Bank and BOS Better 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 BOS Better Online are associated (or correlated) with Cashmere Valley. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Cashmere Valley Bank has no effect on the direction of BOS Better i.e., BOS Better and Cashmere Valley go up and down completely randomly.

Pair Corralation between BOS Better and Cashmere Valley

Given the investment horizon of 90 days BOS Better Online is expected to under-perform the Cashmere Valley. In addition to that, BOS Better is 9.16 times more volatile than Cashmere Valley Bank. It trades about -0.11 of its total potential returns per unit of risk. Cashmere Valley Bank is currently generating about -0.18 per unit of volatility. If you would invest  6,814  in Cashmere Valley Bank on August 29, 2025 and sell it today you would lose (154.00) from holding Cashmere Valley Bank or give up 2.26% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

BOS Better Online  vs.  Cashmere Valley Bank

 Performance 
       Timeline  
BOS Better Online 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days BOS Better Online has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, BOS Better is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders.
Cashmere Valley Bank 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Cashmere Valley Bank has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong technical indicators, Cashmere Valley is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.

BOS Better and Cashmere Valley Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with BOS Better and Cashmere Valley

The main advantage of trading using opposite BOS Better and Cashmere Valley positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if BOS Better position performs unexpectedly, Cashmere Valley 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 Cashmere Valley will offset losses from the drop in Cashmere Valley's long position.
The idea behind BOS Better Online and Cashmere Valley Bank 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 Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.

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