Correlation Between Northern Lights and Innovator Small

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

Diversification Opportunities for Northern Lights and Innovator Small

0.0
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between Northern and Innovator is 0.0. Overlapping area represents the amount of risk that can be diversified away by holding Northern Lights and Innovator Small Cap in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Innovator Small Cap and Northern Lights 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 Northern Lights are associated (or correlated) with Innovator Small. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Innovator Small Cap has no effect on the direction of Northern Lights i.e., Northern Lights and Innovator Small go up and down completely randomly.

Pair Corralation between Northern Lights and Innovator Small

If you would invest  3,642  in Northern Lights on September 5, 2025 and sell it today you would earn a total of  17.00  from holding Northern Lights or generate 0.47% return on investment over 90 days.
Time Period3 Months [change]
DirectionFlat 
StrengthInsignificant
Accuracy0.0%
ValuesDaily Returns

Northern Lights  vs.  Innovator Small Cap

 Performance 
       Timeline  
Northern Lights 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Northern Lights are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound fundamental indicators, Northern Lights is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders.
Innovator Small Cap 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Over the last 90 days Innovator Small Cap has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable basic indicators, Innovator Small is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors.

Northern Lights and Innovator Small Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Northern Lights and Innovator Small

The main advantage of trading using opposite Northern Lights and Innovator Small positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Northern Lights position performs unexpectedly, Innovator Small 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 Innovator Small will offset losses from the drop in Innovator Small's long position.
The idea behind Northern Lights and Innovator Small Cap 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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

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