Correlation Between LM Funding and CNFinance Holdings

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

Diversification Opportunities for LM Funding and CNFinance Holdings

-0.49
  Correlation Coefficient

Very good diversification

The 3 months correlation between LMFA and CNFinance is -0.49. Overlapping area represents the amount of risk that can be diversified away by holding LM Funding America and CNFinance Holdings in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on CNFinance Holdings and LM Funding 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 LM Funding America are associated (or correlated) with CNFinance Holdings. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of CNFinance Holdings has no effect on the direction of LM Funding i.e., LM Funding and CNFinance Holdings go up and down completely randomly.

Pair Corralation between LM Funding and CNFinance Holdings

Given the investment horizon of 90 days LM Funding America is expected to under-perform the CNFinance Holdings. But the stock apears to be less risky and, when comparing its historical volatility, LM Funding America is 2.03 times less risky than CNFinance Holdings. The stock trades about -0.01 of its potential returns per unit of risk. The CNFinance Holdings is currently generating about 0.13 of returns per unit of risk over similar time horizon. If you would invest  300.00  in CNFinance Holdings on September 3, 2025 and sell it today you would earn a total of  297.00  from holding CNFinance Holdings or generate 99.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

LM Funding America  vs.  CNFinance Holdings

 Performance 
       Timeline  
LM Funding America 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days LM Funding America has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong technical and fundamental indicators, LM Funding is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
CNFinance Holdings 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in CNFinance Holdings are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, CNFinance Holdings reported solid returns over the last few months and may actually be approaching a breakup point.

LM Funding and CNFinance Holdings Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with LM Funding and CNFinance Holdings

The main advantage of trading using opposite LM Funding and CNFinance Holdings positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if LM Funding position performs unexpectedly, CNFinance Holdings 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 CNFinance Holdings will offset losses from the drop in CNFinance Holdings' long position.
The idea behind LM Funding America and CNFinance Holdings 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 Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

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