Correlation Between Evertec and Teradata Corp

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

Diversification Opportunities for Evertec and Teradata Corp

-0.57
  Correlation Coefficient

Excellent diversification

The 3 months correlation between Evertec and Teradata is -0.57. Overlapping area represents the amount of risk that can be diversified away by holding Evertec and Teradata Corp in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Teradata Corp and Evertec 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 Evertec are associated (or correlated) with Teradata Corp. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Teradata Corp has no effect on the direction of Evertec i.e., Evertec and Teradata Corp go up and down completely randomly.

Pair Corralation between Evertec and Teradata Corp

Given the investment horizon of 90 days Evertec is expected to under-perform the Teradata Corp. But the stock apears to be less risky and, when comparing its historical volatility, Evertec is 2.45 times less risky than Teradata Corp. The stock trades about -0.1 of its potential returns per unit of risk. The Teradata Corp is currently generating about 0.13 of returns per unit of risk over similar time horizon. If you would invest  2,188  in Teradata Corp on September 25, 2025 and sell it today you would earn a total of  869.00  from holding Teradata Corp or generate 39.72% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

Evertec  vs.  Teradata Corp

 Performance 
       Timeline  
Evertec 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Evertec has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unsteady performance, the Stock's basic indicators remain sound and the latest tumult on Wall Street may also be a sign of longer-term gains for the firm shareholders.
Teradata Corp 

Risk-Adjusted Performance

Fair

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

Evertec and Teradata Corp Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Evertec and Teradata Corp

The main advantage of trading using opposite Evertec and Teradata Corp positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Evertec position performs unexpectedly, Teradata Corp 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 Teradata Corp will offset losses from the drop in Teradata Corp's long position.
The idea behind Evertec and Teradata Corp 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.
Check out your portfolio center.
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 Stocks Directory module to find actively traded stocks across global markets.

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