Correlation Between Alphabet and Eastman Chemical

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

Diversification Opportunities for Alphabet and Eastman Chemical

-0.46
  Correlation Coefficient

Very good diversification

The 3 months correlation between Alphabet and Eastman is -0.46. Overlapping area represents the amount of risk that can be diversified away by holding Alphabet Inc Class C and Eastman Chemical in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Eastman Chemical and Alphabet 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 Alphabet Inc Class C are associated (or correlated) with Eastman Chemical. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Eastman Chemical has no effect on the direction of Alphabet i.e., Alphabet and Eastman Chemical go up and down completely randomly.

Pair Corralation between Alphabet and Eastman Chemical

Given the investment horizon of 90 days Alphabet Inc Class C is expected to generate 0.89 times more return on investment than Eastman Chemical. However, Alphabet Inc Class C is 1.13 times less risky than Eastman Chemical. It trades about 0.25 of its potential returns per unit of risk. Eastman Chemical is currently generating about -0.02 per unit of risk. If you would invest  24,062  in Alphabet Inc Class C on September 11, 2025 and sell it today you would earn a total of  7,713  from holding Alphabet Inc Class C or generate 32.05% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy98.44%
ValuesDaily Returns

Alphabet Inc Class C  vs.  Eastman Chemical

 Performance 
       Timeline  
Alphabet Class C 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Alphabet Inc Class C are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain basic indicators, Alphabet reported solid returns over the last few months and may actually be approaching a breakup point.
Eastman Chemical 

Risk-Adjusted Performance

Weakest

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

Alphabet and Eastman Chemical Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Alphabet and Eastman Chemical

The main advantage of trading using opposite Alphabet and Eastman Chemical positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Alphabet position performs unexpectedly, Eastman Chemical 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 Eastman Chemical will offset losses from the drop in Eastman Chemical's long position.
The idea behind Alphabet Inc Class C and Eastman Chemical 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 Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

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