Correlation Between First American and Templeton Dragon

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

Diversification Opportunities for First American and Templeton Dragon

0.15
  Correlation Coefficient

Average diversification

The 3 months correlation between First and Templeton is 0.15. Overlapping area represents the amount of risk that can be diversified away by holding First American Investment and Templeton Dragon Closed in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Templeton Dragon Closed and First American 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 First American Investment are associated (or correlated) with Templeton Dragon. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Templeton Dragon Closed has no effect on the direction of First American i.e., First American and Templeton Dragon go up and down completely randomly.

Pair Corralation between First American and Templeton Dragon

Assuming the 90 days horizon First American Investment is expected to under-perform the Templeton Dragon. But the mutual fund apears to be less risky and, when comparing its historical volatility, First American Investment is 1.07 times less risky than Templeton Dragon. The mutual fund trades about -0.06 of its potential returns per unit of risk. The Templeton Dragon Closed is currently generating about -0.01 of returns per unit of risk over similar time horizon. If you would invest  1,109  in Templeton Dragon Closed on August 26, 2025 and sell it today you would lose (12.00) from holding Templeton Dragon Closed or give up 1.08% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

First American Investment  vs.  Templeton Dragon Closed

 Performance 
       Timeline  
First American Investment 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days First American Investment has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong fundamental indicators, First American is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Templeton Dragon Closed 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Templeton Dragon Closed has generated negative risk-adjusted returns adding no value to fund investors. Despite nearly stable fundamental indicators, Templeton Dragon is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders.

First American and Templeton Dragon Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with First American and Templeton Dragon

The main advantage of trading using opposite First American and Templeton Dragon positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if First American position performs unexpectedly, Templeton Dragon 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 Templeton Dragon will offset losses from the drop in Templeton Dragon's long position.
The idea behind First American Investment and Templeton Dragon Closed 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 Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.

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