Correlation Between DynaCERT and KARX

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

Diversification Opportunities for DynaCERT and KARX

0.35
  Correlation Coefficient

Weak diversification

The 3 months correlation between DynaCERT and KARX is 0.35. Overlapping area represents the amount of risk that can be diversified away by holding dynaCERT and KARX in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on KARX and DynaCERT 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 dynaCERT are associated (or correlated) with KARX. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of KARX has no effect on the direction of DynaCERT i.e., DynaCERT and KARX go up and down completely randomly.

Pair Corralation between DynaCERT and KARX

Assuming the 90 days horizon dynaCERT is expected to under-perform the KARX. But the otc stock apears to be less risky and, when comparing its historical volatility, dynaCERT is 2.71 times less risky than KARX. The otc stock trades about -0.04 of its potential returns per unit of risk. The KARX is currently generating about 0.06 of returns per unit of risk over similar time horizon. If you would invest  50.00  in KARX on August 13, 2025 and sell it today you would earn a total of  5.00  from holding KARX or generate 10.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

dynaCERT  vs.  KARX

 Performance 
       Timeline  
dynaCERT 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days dynaCERT has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders.
KARX 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in KARX are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of fairly fragile basic indicators, KARX showed solid returns over the last few months and may actually be approaching a breakup point.

DynaCERT and KARX Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with DynaCERT and KARX

The main advantage of trading using opposite DynaCERT and KARX positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if DynaCERT position performs unexpectedly, KARX 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 KARX will offset losses from the drop in KARX's long position.
The idea behind dynaCERT and KARX 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 File Import module to quickly import all of your third-party portfolios from your local drive in csv format.

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