Correlation Between ICU MEDICAL and Inspire Medical

Specify exactly 2 symbols:
Can any of the company-specific risk be diversified away by investing in both ICU MEDICAL and Inspire Medical 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 ICU MEDICAL and Inspire Medical into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between ICU MEDICAL and Inspire Medical Systems, you can compare the effects of market volatilities on ICU MEDICAL and Inspire Medical 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 ICU MEDICAL with a short position of Inspire Medical. Check out your portfolio center. Please also check ongoing floating volatility patterns of ICU MEDICAL and Inspire Medical.

Diversification Opportunities for ICU MEDICAL and Inspire Medical

0.4
  Correlation Coefficient

Very weak diversification

The 3 months correlation between ICU and Inspire is 0.4. Overlapping area represents the amount of risk that can be diversified away by holding ICU MEDICAL and Inspire Medical Systems in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Inspire Medical Systems and ICU MEDICAL 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 ICU MEDICAL are associated (or correlated) with Inspire Medical. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Inspire Medical Systems has no effect on the direction of ICU MEDICAL i.e., ICU MEDICAL and Inspire Medical go up and down completely randomly.

Pair Corralation between ICU MEDICAL and Inspire Medical

Assuming the 90 days trading horizon ICU MEDICAL is expected to generate 0.73 times more return on investment than Inspire Medical. However, ICU MEDICAL is 1.37 times less risky than Inspire Medical. It trades about 0.1 of its potential returns per unit of risk. Inspire Medical Systems is currently generating about -0.01 per unit of risk. If you would invest  10,400  in ICU MEDICAL on August 19, 2025 and sell it today you would earn a total of  1,400  from holding ICU MEDICAL or generate 13.46% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

ICU MEDICAL  vs.  Inspire Medical Systems

 Performance 
       Timeline  
ICU MEDICAL 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in ICU MEDICAL are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain basic indicators, ICU MEDICAL exhibited solid returns over the last few months and may actually be approaching a breakup point.
Inspire Medical Systems 

Risk-Adjusted Performance

Weakest

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

ICU MEDICAL and Inspire Medical Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with ICU MEDICAL and Inspire Medical

The main advantage of trading using opposite ICU MEDICAL and Inspire Medical positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if ICU MEDICAL position performs unexpectedly, Inspire Medical 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 Inspire Medical will offset losses from the drop in Inspire Medical's long position.
The idea behind ICU MEDICAL and Inspire Medical Systems 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 Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

Other Complementary Tools

FinTech Suite
Use AI to screen and filter profitable investment opportunities
Transaction History
View history of all your transactions and understand their impact on performance
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators