Correlation Between Four Seasons and Crescent Capital

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

Diversification Opportunities for Four Seasons and Crescent Capital

0.18
  Correlation Coefficient

Average diversification

The 3 months correlation between Four and Crescent is 0.18. Overlapping area represents the amount of risk that can be diversified away by holding Four Seasons Education and Crescent Capital BDC in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Crescent Capital BDC and Four Seasons 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 Four Seasons Education are associated (or correlated) with Crescent Capital. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Crescent Capital BDC has no effect on the direction of Four Seasons i.e., Four Seasons and Crescent Capital go up and down completely randomly.

Pair Corralation between Four Seasons and Crescent Capital

Given the investment horizon of 90 days Four Seasons Education is expected to generate 3.23 times more return on investment than Crescent Capital. However, Four Seasons is 3.23 times more volatile than Crescent Capital BDC. It trades about 0.08 of its potential returns per unit of risk. Crescent Capital BDC is currently generating about -0.07 per unit of risk. If you would invest  1,100  in Four Seasons Education on September 2, 2025 and sell it today you would earn a total of  235.00  from holding Four Seasons Education or generate 21.36% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Four Seasons Education  vs.  Crescent Capital BDC

 Performance 
       Timeline  
Four Seasons Education 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Four Seasons Education are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively fragile fundamental indicators, Four Seasons unveiled solid returns over the last few months and may actually be approaching a breakup point.
Crescent Capital BDC 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Crescent Capital BDC has generated negative risk-adjusted returns adding no value to investors with long positions. Even with latest unfluctuating performance, the Stock's basic indicators remain invariable and the latest agitation on Wall Street may also be a sign of long-running gains for the enterprise retail investors.

Four Seasons and Crescent Capital Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Four Seasons and Crescent Capital

The main advantage of trading using opposite Four Seasons and Crescent Capital positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Four Seasons position performs unexpectedly, Crescent Capital 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 Crescent Capital will offset losses from the drop in Crescent Capital's long position.
The idea behind Four Seasons Education and Crescent Capital BDC 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 Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.

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