Correlation Between Jefferies Financial and Piper Sandler

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

Diversification Opportunities for Jefferies Financial and Piper Sandler

0.53
  Correlation Coefficient

Very weak diversification

The 3 months correlation between Jefferies and Piper is 0.53. Overlapping area represents the amount of risk that can be diversified away by holding Jefferies Financial Group and Piper Sandler Companies in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Piper Sandler Companies and Jefferies Financial 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 Jefferies Financial Group are associated (or correlated) with Piper Sandler. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Piper Sandler Companies has no effect on the direction of Jefferies Financial i.e., Jefferies Financial and Piper Sandler go up and down completely randomly.

Pair Corralation between Jefferies Financial and Piper Sandler

Considering the 90-day investment horizon Jefferies Financial is expected to generate 1.43 times less return on investment than Piper Sandler. In addition to that, Jefferies Financial is 1.43 times more volatile than Piper Sandler Companies. It trades about 0.01 of its total potential returns per unit of risk. Piper Sandler Companies is currently generating about 0.02 per unit of volatility. If you would invest  32,502  in Piper Sandler Companies on August 16, 2025 and sell it today you would earn a total of  328.00  from holding Piper Sandler Companies or generate 1.01% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Jefferies Financial Group  vs.  Piper Sandler Companies

 Performance 
       Timeline  
Jefferies Financial 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Jefferies Financial Group has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, Jefferies Financial is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders.
Piper Sandler Companies 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Piper Sandler Companies are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable basic indicators, Piper Sandler is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors.

Jefferies Financial and Piper Sandler Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Jefferies Financial and Piper Sandler

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

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