Correlation Between The Hartford and Wasatch Longshort

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

Diversification Opportunities for The Hartford and Wasatch Longshort

-0.36
  Correlation Coefficient

Very good diversification

The 3 months correlation between THE and Wasatch is -0.36. Overlapping area represents the amount of risk that can be diversified away by holding The Hartford Inflation and Wasatch Longshort Alpha in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Wasatch Longshort Alpha 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 Inflation are associated (or correlated) with Wasatch Longshort. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Wasatch Longshort Alpha has no effect on the direction of The Hartford i.e., The Hartford and Wasatch Longshort go up and down completely randomly.

Pair Corralation between The Hartford and Wasatch Longshort

Assuming the 90 days horizon The Hartford Inflation is expected to generate 0.14 times more return on investment than Wasatch Longshort. However, The Hartford Inflation is 7.38 times less risky than Wasatch Longshort. It trades about 0.1 of its potential returns per unit of risk. Wasatch Longshort Alpha is currently generating about -0.01 per unit of risk. If you would invest  1,053  in The Hartford Inflation on September 2, 2025 and sell it today you would earn a total of  9.00  from holding The Hartford Inflation or generate 0.85% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

The Hartford Inflation  vs.  Wasatch Longshort Alpha

 Performance 
       Timeline  
The Hartford Inflation 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in The Hartford Inflation are ranked lower than 8 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong technical and fundamental indicators, The Hartford is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Wasatch Longshort Alpha 

Risk-Adjusted Performance

Weakest

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

The Hartford and Wasatch Longshort Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with The Hartford and Wasatch Longshort

The main advantage of trading using opposite The Hartford and Wasatch Longshort positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if The Hartford position performs unexpectedly, Wasatch Longshort 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 Wasatch Longshort will offset losses from the drop in Wasatch Longshort's long position.
The idea behind The Hartford Inflation and Wasatch Longshort Alpha 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 Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.

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