Correlation Between Martin Currie and Prudential Jennison

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

Diversification Opportunities for Martin Currie and Prudential Jennison

0.95
  Correlation Coefficient

Almost no diversification

The 3 months correlation between Martin and Prudential is 0.95. Overlapping area represents the amount of risk that can be diversified away by holding Martin Currie Emerging and Prudential Jennison Equity in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Prudential Jennison and Martin Currie 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 Martin Currie Emerging are associated (or correlated) with Prudential Jennison. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Prudential Jennison has no effect on the direction of Martin Currie i.e., Martin Currie and Prudential Jennison go up and down completely randomly.

Pair Corralation between Martin Currie and Prudential Jennison

Assuming the 90 days horizon Martin Currie Emerging is expected to generate 1.69 times more return on investment than Prudential Jennison. However, Martin Currie is 1.69 times more volatile than Prudential Jennison Equity. It trades about 0.17 of its potential returns per unit of risk. Prudential Jennison Equity is currently generating about 0.09 per unit of risk. If you would invest  1,580  in Martin Currie Emerging on July 25, 2025 and sell it today you would earn a total of  79.00  from holding Martin Currie Emerging or generate 5.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Strong
Accuracy100.0%
ValuesDaily Returns

Martin Currie Emerging  vs.  Prudential Jennison Equity

 Performance 
       Timeline  
Martin Currie Emerging 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Martin Currie Emerging are ranked lower than 16 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak forward indicators, Martin Currie showed solid returns over the last few months and may actually be approaching a breakup point.
Prudential Jennison 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Prudential Jennison Equity are ranked lower than 10 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Prudential Jennison is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

Martin Currie and Prudential Jennison Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Martin Currie and Prudential Jennison

The main advantage of trading using opposite Martin Currie and Prudential Jennison positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Martin Currie position performs unexpectedly, Prudential Jennison 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 Prudential Jennison will offset losses from the drop in Prudential Jennison's long position.
The idea behind Martin Currie Emerging and Prudential Jennison 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.
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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 Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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