Correlation Between Knight Transportation and CSX

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

Diversification Opportunities for Knight Transportation and CSX

0.73
  Correlation Coefficient

Poor diversification

The 3 months correlation between Knight and CSX is 0.73. Overlapping area represents the amount of risk that can be diversified away by holding Knight Transportation and CSX Corp. in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on CSX Corporation and Knight Transportation 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 Knight Transportation are associated (or correlated) with CSX. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of CSX Corporation has no effect on the direction of Knight Transportation i.e., Knight Transportation and CSX go up and down completely randomly.

Pair Corralation between Knight Transportation and CSX

Considering the 90-day investment horizon Knight Transportation is expected to generate 2.33 times more return on investment than CSX. However, Knight Transportation is 2.33 times more volatile than CSX Corporation. It trades about 0.16 of its potential returns per unit of risk. CSX Corporation is currently generating about 0.01 per unit of risk. If you would invest  4,460  in Knight Transportation on October 9, 2025 and sell it today you would earn a total of  1,044  from holding Knight Transportation or generate 23.41% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

Knight Transportation  vs.  CSX Corp.

 Performance 
       Timeline  
Knight Transportation 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Knight Transportation are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of fairly inconsistent basic indicators, Knight Transportation showed solid returns over the last few months and may actually be approaching a breakup point.
CSX Corporation 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days CSX Corporation has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, CSX is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.

Knight Transportation and CSX Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Knight Transportation and CSX

The main advantage of trading using opposite Knight Transportation and CSX positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Knight Transportation position performs unexpectedly, CSX 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 CSX will offset losses from the drop in CSX's long position.
The idea behind Knight Transportation and CSX Corporation 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 Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.

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