Correlation Between Calvert Moderate and Timothy Large/mip-cap

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Can any of the company-specific risk be diversified away by investing in both Calvert Moderate and Timothy Large/mip-cap 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 Calvert Moderate and Timothy Large/mip-cap into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between Calvert Moderate Allocation and Timothy Largemip Cap Growth, you can compare the effects of market volatilities on Calvert Moderate and Timothy Large/mip-cap 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 Calvert Moderate with a short position of Timothy Large/mip-cap. Check out your portfolio center. Please also check ongoing floating volatility patterns of Calvert Moderate and Timothy Large/mip-cap.

Diversification Opportunities for Calvert Moderate and Timothy Large/mip-cap

0.74
  Correlation Coefficient

Poor diversification

The 3 months correlation between CALVERT and TIMOTHY is 0.74. Overlapping area represents the amount of risk that can be diversified away by holding Calvert Moderate Allocation and Timothy Largemip Cap Growth in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Timothy Large/mip-cap and Calvert Moderate 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 Calvert Moderate Allocation are associated (or correlated) with Timothy Large/mip-cap. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Timothy Large/mip-cap has no effect on the direction of Calvert Moderate i.e., Calvert Moderate and Timothy Large/mip-cap go up and down completely randomly.

Pair Corralation between Calvert Moderate and Timothy Large/mip-cap

Assuming the 90 days horizon Calvert Moderate Allocation is expected to generate 0.47 times more return on investment than Timothy Large/mip-cap. However, Calvert Moderate Allocation is 2.15 times less risky than Timothy Large/mip-cap. It trades about 0.03 of its potential returns per unit of risk. Timothy Largemip Cap Growth is currently generating about -0.05 per unit of risk. If you would invest  2,409  in Calvert Moderate Allocation on September 4, 2025 and sell it today you would earn a total of  9.00  from holding Calvert Moderate Allocation or generate 0.37% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

Calvert Moderate Allocation  vs.  Timothy Largemip Cap Growth

 Performance 
       Timeline  
Calvert Moderate All 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Calvert Moderate Allocation are ranked lower than 8 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Calvert Moderate is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Timothy Large/mip-cap 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Timothy Largemip Cap Growth are ranked lower than 3 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong fundamental indicators, Timothy Large/mip-cap is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

Calvert Moderate and Timothy Large/mip-cap Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Calvert Moderate and Timothy Large/mip-cap

The main advantage of trading using opposite Calvert Moderate and Timothy Large/mip-cap positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Calvert Moderate position performs unexpectedly, Timothy Large/mip-cap 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 Timothy Large/mip-cap will offset losses from the drop in Timothy Large/mip-cap's long position.
The idea behind Calvert Moderate Allocation and Timothy Largemip Cap Growth 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 Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

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