Correlation Between JB Hunt and Rogers Communications

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

Diversification Opportunities for JB Hunt and Rogers Communications

0.55
  Correlation Coefficient

Very weak diversification

The 3 months correlation between JBHT and Rogers is 0.55. Overlapping area represents the amount of risk that can be diversified away by holding JB Hunt Transport and Rogers Communications in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Rogers Communications and JB Hunt 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 JB Hunt Transport are associated (or correlated) with Rogers Communications. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Rogers Communications has no effect on the direction of JB Hunt i.e., JB Hunt and Rogers Communications go up and down completely randomly.

Pair Corralation between JB Hunt and Rogers Communications

Given the investment horizon of 90 days JB Hunt Transport is expected to generate 3.05 times more return on investment than Rogers Communications. However, JB Hunt is 3.05 times more volatile than Rogers Communications. It trades about 0.1 of its potential returns per unit of risk. Rogers Communications is currently generating about 0.03 per unit of risk. If you would invest  14,361  in JB Hunt Transport on August 28, 2025 and sell it today you would earn a total of  2,842  from holding JB Hunt Transport or generate 19.79% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy98.44%
ValuesDaily Returns

JB Hunt Transport  vs.  Rogers Communications

 Performance 
       Timeline  
JB Hunt Transport 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in JB Hunt Transport are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively weak technical indicators, JB Hunt unveiled solid returns over the last few months and may actually be approaching a breakup point.
Rogers Communications 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Rogers Communications are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, Rogers Communications is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders.

JB Hunt and Rogers Communications Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with JB Hunt and Rogers Communications

The main advantage of trading using opposite JB Hunt and Rogers Communications positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if JB Hunt position performs unexpectedly, Rogers Communications 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 Rogers Communications will offset losses from the drop in Rogers Communications' long position.
The idea behind JB Hunt Transport and Rogers Communications 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 Share Portfolio module to track or share privately all of your investments from the convenience of any device.

Other Complementary Tools

Economic Indicators
Top statistical indicators that provide insights into how an economy is performing
Fundamental Analysis
View fundamental data based on most recent published financial statements
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device