Correlation Between Investec PLC and Open Lending

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

Diversification Opportunities for Investec PLC and Open Lending

-0.17
  Correlation Coefficient

Good diversification

The 3 months correlation between Investec and Open is -0.17. Overlapping area represents the amount of risk that can be diversified away by holding Investec PLC and Open Lending Corp in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Open Lending Corp and Investec PLC 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 Investec PLC are associated (or correlated) with Open Lending. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Open Lending Corp has no effect on the direction of Investec PLC i.e., Investec PLC and Open Lending go up and down completely randomly.

Pair Corralation between Investec PLC and Open Lending

Assuming the 90 days trading horizon Investec PLC is expected to generate 0.39 times more return on investment than Open Lending. However, Investec PLC is 2.55 times less risky than Open Lending. It trades about 0.01 of its potential returns per unit of risk. Open Lending Corp is currently generating about -0.03 per unit of risk. If you would invest  54,750  in Investec PLC on August 31, 2025 and sell it today you would lose (100.00) from holding Investec PLC or give up 0.18% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy96.92%
ValuesDaily Returns

Investec PLC  vs.  Open Lending Corp

 Performance 
       Timeline  
Investec PLC 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Investec PLC has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Investec PLC is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors.
Open Lending Corp 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Open Lending Corp has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unsteady performance, the Stock's basic indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the firm investors.

Investec PLC and Open Lending Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Investec PLC and Open Lending

The main advantage of trading using opposite Investec PLC and Open Lending positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Investec PLC position performs unexpectedly, Open Lending 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 Open Lending will offset losses from the drop in Open Lending's long position.
The idea behind Investec PLC and Open Lending Corp 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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.

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