Correlation Between Cheviot Financial and Shagrir Group

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

Diversification Opportunities for Cheviot Financial and Shagrir Group

-0.42
  Correlation Coefficient

Very good diversification

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

Pair Corralation between Cheviot Financial and Shagrir Group

If you would invest  385.00  in Shagrir Group Vehicle on September 1, 2025 and sell it today you would earn a total of  0.00  from holding Shagrir Group Vehicle or generate 0.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy1.56%
ValuesDaily Returns

Cheviot Financial Corp  vs.  Shagrir Group Vehicle

 Performance 
       Timeline  
Cheviot Financial Corp 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Cheviot Financial Corp has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable technical and fundamental indicators, Cheviot Financial is not utilizing all of its potentials. The current stock price fuss, may contribute to near-short-term losses for the sophisticated investors.
Shagrir Group Vehicle 

Risk-Adjusted Performance

Weakest

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

Cheviot Financial and Shagrir Group Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Cheviot Financial and Shagrir Group

The main advantage of trading using opposite Cheviot Financial and Shagrir Group positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Cheviot Financial position performs unexpectedly, Shagrir Group 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 Shagrir Group will offset losses from the drop in Shagrir Group's long position.
The idea behind Cheviot Financial Corp and Shagrir Group Vehicle 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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.

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