Correlation Between Direxion Daily and Fidelity MSCI

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

Diversification Opportunities for Direxion Daily and Fidelity MSCI

-0.46
  Correlation Coefficient

Very good diversification

The 3 months correlation between Direxion and Fidelity is -0.46. Overlapping area represents the amount of risk that can be diversified away by holding Direxion Daily MU and Fidelity MSCI Financials in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Fidelity MSCI Financials and Direxion Daily 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 Direxion Daily MU are associated (or correlated) with Fidelity MSCI. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Fidelity MSCI Financials has no effect on the direction of Direxion Daily i.e., Direxion Daily and Fidelity MSCI go up and down completely randomly.

Pair Corralation between Direxion Daily and Fidelity MSCI

Considering the 90-day investment horizon Direxion Daily MU is expected to generate 8.09 times more return on investment than Fidelity MSCI. However, Direxion Daily is 8.09 times more volatile than Fidelity MSCI Financials. It trades about 0.32 of its potential returns per unit of risk. Fidelity MSCI Financials is currently generating about 0.0 per unit of risk. If you would invest  2,347  in Direxion Daily MU on August 17, 2025 and sell it today you would earn a total of  6,129  from holding Direxion Daily MU or generate 261.14% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

Direxion Daily MU  vs.  Fidelity MSCI Financials

 Performance 
       Timeline  
Direxion Daily MU 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Direxion Daily MU are ranked lower than 25 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Direxion Daily unveiled solid returns over the last few months and may actually be approaching a breakup point.
Fidelity MSCI Financials 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Fidelity MSCI Financials has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent fundamental indicators, Fidelity MSCI is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors.

Direxion Daily and Fidelity MSCI Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Direxion Daily and Fidelity MSCI

The main advantage of trading using opposite Direxion Daily and Fidelity MSCI positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Direxion Daily position performs unexpectedly, Fidelity MSCI 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 Fidelity MSCI will offset losses from the drop in Fidelity MSCI's long position.
The idea behind Direxion Daily MU and Fidelity MSCI Financials 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 AI Portfolio Prophet module to use AI to generate optimal portfolios and find profitable investment opportunities.

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