Correlation Between Life Healthcare and Microsoft

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

Diversification Opportunities for Life Healthcare and Microsoft

0.51
  Correlation Coefficient

Very weak diversification

The 3 months correlation between Life and Microsoft is 0.51. Overlapping area represents the amount of risk that can be diversified away by holding Life Healthcare Group and Microsoft in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Microsoft and Life Healthcare 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 Life Healthcare Group are associated (or correlated) with Microsoft. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Microsoft has no effect on the direction of Life Healthcare i.e., Life Healthcare and Microsoft go up and down completely randomly.

Pair Corralation between Life Healthcare and Microsoft

Assuming the 90 days trading horizon Life Healthcare Group is expected to generate 3.76 times more return on investment than Microsoft. However, Life Healthcare is 3.76 times more volatile than Microsoft. It trades about 0.08 of its potential returns per unit of risk. Microsoft is currently generating about -0.03 per unit of risk. If you would invest  52.00  in Life Healthcare Group on August 14, 2025 and sell it today you would earn a total of  9.00  from holding Life Healthcare Group or generate 17.31% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Life Healthcare Group  vs.  Microsoft

 Performance 
       Timeline  
Life Healthcare Group 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Life Healthcare Group are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Life Healthcare unveiled solid returns over the last few months and may actually be approaching a breakup point.
Microsoft 

Risk-Adjusted Performance

Weakest

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

Life Healthcare and Microsoft Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Life Healthcare and Microsoft

The main advantage of trading using opposite Life Healthcare and Microsoft positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Life Healthcare position performs unexpectedly, Microsoft 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 Microsoft will offset losses from the drop in Microsoft's long position.
The idea behind Life Healthcare Group and Microsoft 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 CEOs Directory module to screen CEOs from public companies around the world.

Other Complementary Tools

Analyst Advice
Analyst recommendations and target price estimates broken down by several categories
Stocks Directory
Find actively traded stocks across global markets
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Equity Valuation
Check real value of public entities based on technical and fundamental data
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk