Correlation Between FEDERATED MDT and FEDERATED GLOBAL

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Does pairing Federated Mdt Large with Federated Global Allocation lower idiosyncratic risk? The view summarizes correlation to explain the diversifiable risk of holding Federated Mdt Large and Federated Global Allocation together.
Use this comparison to see whether Federated Mdt Large and Federated Global Allocation tend to move together or diverge across regimes. You can also test a long FEDERATED MDT and short FEDERATED GLOBAL structure to evaluate relative-value behavior. Review volatility patterns in FEDERATED MDT and FEDERATED GLOBAL. Go to your portfolio center

Diversification Opportunities for FEDERATED MDT and FEDERATED GLOBAL

0.81
  Correlation Coefficient

Very poor diversification

The 3 months correlation between FEDERATED and FEDERATED is 0.81. Overlapping area represents the amount of risk that can be diversified away by holding Federated Mdt Large and Federated Global Allocation in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Federated Global and FEDERATED MDT 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 Federated Mdt Large are associated (or correlated) with FEDERATED GLOBAL. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Federated Global has no effect on the direction of FEDERATED MDT i.e., FEDERATED MDT and FEDERATED GLOBAL go up and down completely randomly.

Pair Corralation between FEDERATED MDT and FEDERATED GLOBAL

Assuming a 90-day horizon Federated Mdt Large is expected to generate 1.33 times more return on investment than FEDERATED GLOBAL. However, FEDERATED MDT is 1.33 times more volatile than Federated Global Allocation. It trades about 0.05 of its potential returns per unit of risk. Federated Global Allocation is currently generating about 0.06 per unit of risk. If you had invested $ 3,489 in Federated Mdt Large on December 12, 2025 and sold it today you would have earned a total of $ 67.00 from holding Federated Mdt Large or generated 1.92% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

Federated Mdt Large  vs.  Federated Global Allocation

 Performance 
       Timeline  
Federated Mdt Large 
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
Compared with the broader market, risk-adjusted returns on Federated Mdt Large rank lower than 3% of all funds and fund portfolios over the last 90 days. This score becomes more useful when investors compare it with downside risk, Sharpe Ratio, and current trend stability. Despite somewhat strong forward-looking signals, FEDERATED MDT is not utilizing all of its potential. The current price disturbance may contribute to short-term losses for investors. ...more
Federated Global 
Risk-Adjusted Performance
Mild
 
Weak
 
Strong
Compared with the broader market, risk-adjusted returns on Federated Global Allocation rank lower than 4% of all funds and fund portfolios over the last 90 days. This score becomes more useful when investors compare it with downside risk, Sharpe Ratio, and current trend stability. Despite somewhat strong forward indicators, FEDERATED GLOBAL is not utilizing all of its potential. The current price disturbance may contribute to short-term losses for investors. ...more

FEDERATED MDT and FEDERATED GLOBAL Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with FEDERATED MDT and FEDERATED GLOBAL

Pair trading between FEDERATED MDT and FEDERATED GLOBAL can reduce some unsystematic risk by balancing one position against another. The stronger process checks whether the correlation is stable enough to justify the hedge logic before the trade is sized.
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The information on this page should be treated as a complementary input when building or adjusting a diversified portfolio. The stronger workflow is to validate these signals with other models before acting. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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