Correlation Between Carriage Services and Federal Home

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

Diversification Opportunities for Carriage Services and Federal Home

0.49
  Correlation Coefficient

Very weak diversification

The 3 months correlation between Carriage and Federal is 0.49. Overlapping area represents the amount of risk that can be diversified away by holding Carriage Services and Federal Home Loan in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Federal Home Loan and Carriage Services 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 Carriage Services are associated (or correlated) with Federal Home. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Federal Home Loan has no effect on the direction of Carriage Services i.e., Carriage Services and Federal Home go up and down completely randomly.

Pair Corralation between Carriage Services and Federal Home

Considering the 90-day investment horizon Carriage Services is expected to generate 1.0 times more return on investment than Federal Home. However, Carriage Services is 1.0 times less risky than Federal Home. It trades about 0.02 of its potential returns per unit of risk. Federal Home Loan is currently generating about -0.06 per unit of risk. If you would invest  4,231  in Carriage Services on September 3, 2025 and sell it today you would earn a total of  38.00  from holding Carriage Services or generate 0.9% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Carriage Services  vs.  Federal Home Loan

 Performance 
       Timeline  
Carriage Services 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Carriage Services are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, Carriage Services is not utilizing all of its potentials. The current stock price fuss, may contribute to near-short-term losses for the sophisticated investors.
Federal Home Loan 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Federal Home Loan has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy forward-looking signals, Federal Home is not utilizing all of its potentials. The newest stock price disarray, may contribute to short-term losses for the investors.

Carriage Services and Federal Home Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Carriage Services and Federal Home

The main advantage of trading using opposite Carriage Services and Federal Home positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Carriage Services position performs unexpectedly, Federal Home 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 Federal Home will offset losses from the drop in Federal Home's long position.
The idea behind Carriage Services and Federal Home Loan 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 ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.

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