Correlation Between HomeTrust Bancshares, and Guangzhou Automobile

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

Diversification Opportunities for HomeTrust Bancshares, and Guangzhou Automobile

0.14
  Correlation Coefficient

Average diversification

The 3 months correlation between HomeTrust and Guangzhou is 0.14. Overlapping area represents the amount of risk that can be diversified away by holding HomeTrust Bancshares, and Guangzhou Automobile Group in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Guangzhou Automobile and HomeTrust Bancshares, 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 HomeTrust Bancshares, are associated (or correlated) with Guangzhou Automobile. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Guangzhou Automobile has no effect on the direction of HomeTrust Bancshares, i.e., HomeTrust Bancshares, and Guangzhou Automobile go up and down completely randomly.

Pair Corralation between HomeTrust Bancshares, and Guangzhou Automobile

Considering the 90-day investment horizon HomeTrust Bancshares, is expected to generate 26.53 times less return on investment than Guangzhou Automobile. But when comparing it to its historical volatility, HomeTrust Bancshares, is 4.28 times less risky than Guangzhou Automobile. It trades about 0.01 of its potential returns per unit of risk. Guangzhou Automobile Group is currently generating about 0.06 of returns per unit of risk over similar time horizon. If you would invest  46.00  in Guangzhou Automobile Group on August 30, 2025 and sell it today you would earn a total of  6.00  from holding Guangzhou Automobile Group or generate 13.04% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

HomeTrust Bancshares,  vs.  Guangzhou Automobile Group

 Performance 
       Timeline  
HomeTrust Bancshares, 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Over the last 90 days HomeTrust Bancshares, has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, HomeTrust Bancshares, is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors.
Guangzhou Automobile 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Guangzhou Automobile Group are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, Guangzhou Automobile reported solid returns over the last few months and may actually be approaching a breakup point.

HomeTrust Bancshares, and Guangzhou Automobile Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with HomeTrust Bancshares, and Guangzhou Automobile

The main advantage of trading using opposite HomeTrust Bancshares, and Guangzhou Automobile positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if HomeTrust Bancshares, position performs unexpectedly, Guangzhou Automobile 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 Guangzhou Automobile will offset losses from the drop in Guangzhou Automobile's long position.
The idea behind HomeTrust Bancshares, and Guangzhou Automobile Group 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 Bonds Directory module to find actively traded corporate debentures issued by US companies.

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