Correlation Between First Trust and Cambria Cannabis

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

Diversification Opportunities for First Trust and Cambria Cannabis

0.59
  Correlation Coefficient

Very weak diversification

The 3 months correlation between First and Cambria is 0.59. Overlapping area represents the amount of risk that can be diversified away by holding First Trust Nasdaq and Cambria Cannabis ETF in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Cambria Cannabis ETF and First Trust 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 Trust Nasdaq are associated (or correlated) with Cambria Cannabis. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Cambria Cannabis ETF has no effect on the direction of First Trust i.e., First Trust and Cambria Cannabis go up and down completely randomly.

Pair Corralation between First Trust and Cambria Cannabis

Given the investment horizon of 90 days First Trust Nasdaq is expected to generate 0.29 times more return on investment than Cambria Cannabis. However, First Trust Nasdaq is 3.41 times less risky than Cambria Cannabis. It trades about -0.08 of its potential returns per unit of risk. Cambria Cannabis ETF is currently generating about -0.1 per unit of risk. If you would invest  2,238  in First Trust Nasdaq on August 27, 2025 and sell it today you would lose (96.00) from holding First Trust Nasdaq or give up 4.29% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

First Trust Nasdaq  vs.  Cambria Cannabis ETF

 Performance 
       Timeline  
First Trust Nasdaq 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days First Trust Nasdaq has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, First Trust is not utilizing all of its potentials. The newest stock price disturbance, may contribute to mid-run losses for the stockholders.
Cambria Cannabis ETF 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Cambria Cannabis ETF has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of weak performance in the last few months, the Etf's forward-looking signals remain rather sound which may send shares a bit higher in December 2025. The latest tumult may also be a sign of longer-term up-swing for the fund shareholders.

First Trust and Cambria Cannabis Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with First Trust and Cambria Cannabis

The main advantage of trading using opposite First Trust and Cambria Cannabis positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if First Trust position performs unexpectedly, Cambria Cannabis 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 Cambria Cannabis will offset losses from the drop in Cambria Cannabis' long position.
The idea behind First Trust Nasdaq and Cambria Cannabis ETF 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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.

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