Correlation Between Main International and Lattice Strategies

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

Diversification Opportunities for Main International and Lattice Strategies

0.85
  Correlation Coefficient

Very poor diversification

The 3 months correlation between Main and Lattice is 0.85. Overlapping area represents the amount of risk that can be diversified away by holding Main International ETF and Lattice Strategies Trust in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Lattice Strategies Trust and Main International 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 Main International ETF are associated (or correlated) with Lattice Strategies. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Lattice Strategies Trust has no effect on the direction of Main International i.e., Main International and Lattice Strategies go up and down completely randomly.

Pair Corralation between Main International and Lattice Strategies

Given the investment horizon of 90 days Main International ETF is expected to generate 1.06 times more return on investment than Lattice Strategies. However, Main International is 1.06 times more volatile than Lattice Strategies Trust. It trades about 0.05 of its potential returns per unit of risk. Lattice Strategies Trust is currently generating about 0.05 per unit of risk. If you would invest  2,664  in Main International ETF on August 27, 2025 and sell it today you would earn a total of  63.00  from holding Main International ETF or generate 2.36% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

Main International ETF  vs.  Lattice Strategies Trust

 Performance 
       Timeline  
Main International ETF 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Main International ETF are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent basic indicators, Main International is not utilizing all of its potentials. The current stock price mess, may contribute to short-term losses for the institutional investors.
Lattice Strategies Trust 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Lattice Strategies Trust are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Lattice Strategies is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors.

Main International and Lattice Strategies Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Main International and Lattice Strategies

The main advantage of trading using opposite Main International and Lattice Strategies positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Main International position performs unexpectedly, Lattice Strategies 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 Lattice Strategies will offset losses from the drop in Lattice Strategies' long position.
The idea behind Main International ETF and Lattice Strategies Trust 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 FinTech Suite module to use AI to screen and filter profitable investment opportunities.

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