Correlation Between Hyster Yale and Lightwave Logic

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

Diversification Opportunities for Hyster Yale and Lightwave Logic

-0.13
  Correlation Coefficient

Good diversification

The 3 months correlation between Hyster and Lightwave is -0.13. Overlapping area represents the amount of risk that can be diversified away by holding Hyster Yale Materials Handling and Lightwave Logic in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Lightwave Logic and Hyster Yale 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 Hyster Yale Materials Handling are associated (or correlated) with Lightwave Logic. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Lightwave Logic has no effect on the direction of Hyster Yale i.e., Hyster Yale and Lightwave Logic go up and down completely randomly.

Pair Corralation between Hyster Yale and Lightwave Logic

Allowing for the 90-day total investment horizon Hyster Yale Materials Handling is expected to under-perform the Lightwave Logic. But the stock apears to be less risky and, when comparing its historical volatility, Hyster Yale Materials Handling is 2.19 times less risky than Lightwave Logic. The stock trades about -0.04 of its potential returns per unit of risk. The Lightwave Logic is currently generating about 0.1 of returns per unit of risk over similar time horizon. If you would invest  307.00  in Lightwave Logic on September 11, 2025 and sell it today you would earn a total of  105.00  from holding Lightwave Logic or generate 34.2% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy98.44%
ValuesDaily Returns

Hyster Yale Materials Handling  vs.  Lightwave Logic

 Performance 
       Timeline  
Hyster Yale Materials 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Hyster Yale Materials Handling has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest conflicting performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors.
Lightwave Logic 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Lightwave Logic are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite nearly unsteady essential indicators, Lightwave Logic reported solid returns over the last few months and may actually be approaching a breakup point.

Hyster Yale and Lightwave Logic Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Hyster Yale and Lightwave Logic

The main advantage of trading using opposite Hyster Yale and Lightwave Logic positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Hyster Yale position performs unexpectedly, Lightwave Logic 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 Lightwave Logic will offset losses from the drop in Lightwave Logic's long position.
The idea behind Hyster Yale Materials Handling and Lightwave Logic 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 Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.

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