Correlation Between LB Pharmaceuticals and RAPT Therapeutics

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

Diversification Opportunities for LB Pharmaceuticals and RAPT Therapeutics

0.81
  Correlation Coefficient

Very poor diversification

The 3 months correlation between LBRX and RAPT is 0.81. Overlapping area represents the amount of risk that can be diversified away by holding LB Pharmaceuticals Common and RAPT Therapeutics in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on RAPT Therapeutics and LB Pharmaceuticals 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 LB Pharmaceuticals Common are associated (or correlated) with RAPT Therapeutics. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of RAPT Therapeutics has no effect on the direction of LB Pharmaceuticals i.e., LB Pharmaceuticals and RAPT Therapeutics go up and down completely randomly.

Pair Corralation between LB Pharmaceuticals and RAPT Therapeutics

Given the investment horizon of 90 days LB Pharmaceuticals Common is expected to generate 1.05 times more return on investment than RAPT Therapeutics. However, LB Pharmaceuticals is 1.05 times more volatile than RAPT Therapeutics. It trades about 0.09 of its potential returns per unit of risk. RAPT Therapeutics is currently generating about 0.08 per unit of risk. If you would invest  1,640  in LB Pharmaceuticals Common on October 16, 2025 and sell it today you would earn a total of  339.00  from holding LB Pharmaceuticals Common or generate 20.67% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

LB Pharmaceuticals Common  vs.  RAPT Therapeutics

 Performance 
       Timeline  
LB Pharmaceuticals Common 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in LB Pharmaceuticals Common are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of fairly uncertain basic indicators, LB Pharmaceuticals showed solid returns over the last few months and may actually be approaching a breakup point.
RAPT Therapeutics 

Risk-Adjusted Performance

Mild

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

LB Pharmaceuticals and RAPT Therapeutics Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with LB Pharmaceuticals and RAPT Therapeutics

The main advantage of trading using opposite LB Pharmaceuticals and RAPT Therapeutics positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if LB Pharmaceuticals position performs unexpectedly, RAPT Therapeutics 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 RAPT Therapeutics will offset losses from the drop in RAPT Therapeutics' long position.
The idea behind LB Pharmaceuticals Common and RAPT Therapeutics 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 Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.

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