Correlation Between EDAP TMS and Electromed

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

Diversification Opportunities for EDAP TMS and Electromed

0.74
  Correlation Coefficient

Poor diversification

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

Pair Corralation between EDAP TMS and Electromed

Given the investment horizon of 90 days EDAP TMS SA is expected to generate 3.21 times more return on investment than Electromed. However, EDAP TMS is 3.21 times more volatile than Electromed. It trades about 0.16 of its potential returns per unit of risk. Electromed is currently generating about 0.13 per unit of risk. If you would invest  209.00  in EDAP TMS SA on October 12, 2025 and sell it today you would earn a total of  159.00  from holding EDAP TMS SA or generate 76.08% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

EDAP TMS SA  vs.  Electromed

 Performance 
       Timeline  
EDAP TMS SA 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in EDAP TMS SA are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Even with relatively fragile basic indicators, EDAP TMS reported solid returns over the last few months and may actually be approaching a breakup point.
Electromed 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Electromed are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak primary indicators, Electromed exhibited solid returns over the last few months and may actually be approaching a breakup point.

EDAP TMS and Electromed Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with EDAP TMS and Electromed

The main advantage of trading using opposite EDAP TMS and Electromed positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if EDAP TMS position performs unexpectedly, Electromed 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 Electromed will offset losses from the drop in Electromed's long position.
The idea behind EDAP TMS SA and Electromed 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 Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

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