Correlation Between Northern Lights and Hartford Multifactor

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

Diversification Opportunities for Northern Lights and Hartford Multifactor

0.58
  Correlation Coefficient

Very weak diversification

The 3 months correlation between Northern and Hartford is 0.58. Overlapping area represents the amount of risk that can be diversified away by holding Northern Lights and Hartford Multifactor Equity in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Hartford Multifactor 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 Hartford Multifactor. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Hartford Multifactor has no effect on the direction of Northern Lights i.e., Northern Lights and Hartford Multifactor go up and down completely randomly.

Pair Corralation between Northern Lights and Hartford Multifactor

Given the investment horizon of 90 days Northern Lights is expected to generate 23.48 times less return on investment than Hartford Multifactor. But when comparing it to its historical volatility, Northern Lights is 1.02 times less risky than Hartford Multifactor. It trades about 0.0 of its potential returns per unit of risk. Hartford Multifactor Equity is currently generating about 0.09 of returns per unit of risk over similar time horizon. If you would invest  5,608  in Hartford Multifactor Equity on September 9, 2025 and sell it today you would earn a total of  223.00  from holding Hartford Multifactor Equity or generate 3.98% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Northern Lights  vs.  Hartford Multifactor Equity

 Performance 
       Timeline  
Northern Lights 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Northern Lights has generated negative risk-adjusted returns adding no value to investors with long positions. 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.
Hartford Multifactor 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Hartford Multifactor Equity are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Hartford Multifactor is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors.

Northern Lights and Hartford Multifactor Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Northern Lights and Hartford Multifactor

The main advantage of trading using opposite Northern Lights and Hartford Multifactor positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Northern Lights position performs unexpectedly, Hartford Multifactor 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 Hartford Multifactor will offset losses from the drop in Hartford Multifactor's long position.
The idea behind Northern Lights and Hartford Multifactor Equity 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 Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

Other Complementary Tools

Sign In To Macroaxis
Sign in to explore Macroaxis' wealth optimization platform and fintech modules
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Money Managers
Screen money managers from public funds and ETFs managed around the world
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk