Correlation Between EA Bridgeway and Invesco SP

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Can any of the company-specific risk be diversified away by investing in both EA Bridgeway and Invesco SP 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 EA Bridgeway and Invesco SP into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between EA Bridgeway Omni and Invesco SP 500, you can compare the effects of market volatilities on EA Bridgeway and Invesco SP 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 EA Bridgeway with a short position of Invesco SP. Check out your portfolio center. Please also check ongoing floating volatility patterns of EA Bridgeway and Invesco SP.

Diversification Opportunities for EA Bridgeway and Invesco SP

0.52
  Correlation Coefficient

Very weak diversification

The 3 months correlation between BSVO and Invesco is 0.52. Overlapping area represents the amount of risk that can be diversified away by holding EA Bridgeway Omni and Invesco SP 500 in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Invesco SP 500 and EA Bridgeway 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 EA Bridgeway Omni are associated (or correlated) with Invesco SP. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Invesco SP 500 has no effect on the direction of EA Bridgeway i.e., EA Bridgeway and Invesco SP go up and down completely randomly.

Pair Corralation between EA Bridgeway and Invesco SP

Given the investment horizon of 90 days EA Bridgeway Omni is expected to generate 1.24 times more return on investment than Invesco SP. However, EA Bridgeway is 1.24 times more volatile than Invesco SP 500. It trades about 0.03 of its potential returns per unit of risk. Invesco SP 500 is currently generating about -0.02 per unit of risk. If you would invest  2,178  in EA Bridgeway Omni on August 19, 2025 and sell it today you would earn a total of  49.00  from holding EA Bridgeway Omni or generate 2.25% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

EA Bridgeway Omni  vs.  Invesco SP 500

 Performance 
       Timeline  
EA Bridgeway Omni 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in EA Bridgeway Omni are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy basic indicators, EA Bridgeway is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors.
Invesco SP 500 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Invesco SP 500 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Invesco SP is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders.

EA Bridgeway and Invesco SP Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with EA Bridgeway and Invesco SP

The main advantage of trading using opposite EA Bridgeway and Invesco SP positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if EA Bridgeway position performs unexpectedly, Invesco SP 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 Invesco SP will offset losses from the drop in Invesco SP's long position.
The idea behind EA Bridgeway Omni and Invesco SP 500 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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

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