Correlation Between The Hartford and Advent Claymore

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

Diversification Opportunities for The Hartford and Advent Claymore

0.01
  Correlation Coefficient

Significant diversification

The 3 months correlation between The and Advent is 0.01. Overlapping area represents the amount of risk that can be diversified away by holding The Hartford Healthcare and Advent Claymore Convertible in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Advent Claymore Conv and The Hartford 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 The Hartford Healthcare are associated (or correlated) with Advent Claymore. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Advent Claymore Conv has no effect on the direction of The Hartford i.e., The Hartford and Advent Claymore go up and down completely randomly.

Pair Corralation between The Hartford and Advent Claymore

Assuming the 90 days horizon The Hartford Healthcare is expected to generate 1.22 times more return on investment than Advent Claymore. However, The Hartford is 1.22 times more volatile than Advent Claymore Convertible. It trades about 0.31 of its potential returns per unit of risk. Advent Claymore Convertible is currently generating about -0.06 per unit of risk. If you would invest  4,161  in The Hartford Healthcare on August 26, 2025 and sell it today you would earn a total of  756.00  from holding The Hartford Healthcare or generate 18.17% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

The Hartford Healthcare  vs.  Advent Claymore Convertible

 Performance 
       Timeline  
The Hartford Healthcare 

Risk-Adjusted Performance

Strong

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in The Hartford Healthcare are ranked lower than 24 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, The Hartford showed solid returns over the last few months and may actually be approaching a breakup point.
Advent Claymore Conv 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Advent Claymore Convertible has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong forward-looking signals, Advent Claymore is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

The Hartford and Advent Claymore Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with The Hartford and Advent Claymore

The main advantage of trading using opposite The Hartford and Advent Claymore positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if The Hartford position performs unexpectedly, Advent Claymore 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 Advent Claymore will offset losses from the drop in Advent Claymore's long position.
The idea behind The Hartford Healthcare and Advent Claymore Convertible 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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.

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