Correlation Between GLOBUS MEDICAL and Guidewire Software

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

Diversification Opportunities for GLOBUS MEDICAL and Guidewire Software

-0.64
  Correlation Coefficient

Excellent diversification

The 3 months correlation between GLOBUS and Guidewire is -0.64. Overlapping area represents the amount of risk that can be diversified away by holding GLOBUS MEDICAL A and Guidewire Software in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Guidewire Software and GLOBUS MEDICAL 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 GLOBUS MEDICAL A are associated (or correlated) with Guidewire Software. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Guidewire Software has no effect on the direction of GLOBUS MEDICAL i.e., GLOBUS MEDICAL and Guidewire Software go up and down completely randomly.

Pair Corralation between GLOBUS MEDICAL and Guidewire Software

Assuming the 90 days trading horizon GLOBUS MEDICAL A is expected to generate 1.48 times more return on investment than Guidewire Software. However, GLOBUS MEDICAL is 1.48 times more volatile than Guidewire Software. It trades about 0.2 of its potential returns per unit of risk. Guidewire Software is currently generating about 0.0 per unit of risk. If you would invest  5,100  in GLOBUS MEDICAL A on September 3, 2025 and sell it today you would earn a total of  2,700  from holding GLOBUS MEDICAL A or generate 52.94% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

GLOBUS MEDICAL A  vs.  Guidewire Software

 Performance 
       Timeline  
GLOBUS MEDICAL A 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in GLOBUS MEDICAL A are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain technical and fundamental indicators, GLOBUS MEDICAL exhibited solid returns over the last few months and may actually be approaching a breakup point.
Guidewire Software 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Guidewire Software has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Guidewire Software is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors.

GLOBUS MEDICAL and Guidewire Software Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with GLOBUS MEDICAL and Guidewire Software

The main advantage of trading using opposite GLOBUS MEDICAL and Guidewire Software positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if GLOBUS MEDICAL position performs unexpectedly, Guidewire Software 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 Guidewire Software will offset losses from the drop in Guidewire Software's long position.
The idea behind GLOBUS MEDICAL A and Guidewire Software 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.
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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 Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

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