Correlation Between Eastman Chemical and Datadog

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

Diversification Opportunities for Eastman Chemical and Datadog

-0.68
  Correlation Coefficient

Excellent diversification

The 3 months correlation between Eastman and Datadog is -0.68. Overlapping area represents the amount of risk that can be diversified away by holding Eastman Chemical and Datadog in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Datadog and Eastman Chemical 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 Eastman Chemical are associated (or correlated) with Datadog. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Datadog has no effect on the direction of Eastman Chemical i.e., Eastman Chemical and Datadog go up and down completely randomly.

Pair Corralation between Eastman Chemical and Datadog

Considering the 90-day investment horizon Eastman Chemical is expected to under-perform the Datadog. But the stock apears to be less risky and, when comparing its historical volatility, Eastman Chemical is 1.72 times less risky than Datadog. The stock trades about -0.07 of its potential returns per unit of risk. The Datadog is currently generating about 0.09 of returns per unit of risk over similar time horizon. If you would invest  13,469  in Datadog on August 31, 2025 and sell it today you would earn a total of  2,532  from holding Datadog or generate 18.8% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Eastman Chemical  vs.  Datadog

 Performance 
       Timeline  
Eastman Chemical 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Eastman Chemical has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's primary indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the firm investors.
Datadog 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Datadog are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite nearly weak basic indicators, Datadog reported solid returns over the last few months and may actually be approaching a breakup point.

Eastman Chemical and Datadog Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Eastman Chemical and Datadog

The main advantage of trading using opposite Eastman Chemical and Datadog positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Eastman Chemical position performs unexpectedly, Datadog 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 Datadog will offset losses from the drop in Datadog's long position.
The idea behind Eastman Chemical and Datadog 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 Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

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