Correlation Between Consumer Automotive and Warehouse

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

Diversification Opportunities for Consumer Automotive and Warehouse

-1.0
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between Consumer and Warehouse is -1.0. Overlapping area represents the amount of risk that can be diversified away by holding Consumer Automotive Finance and Warehouse Group in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Warehouse Group and Consumer Automotive 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 Consumer Automotive Finance are associated (or correlated) with Warehouse. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Warehouse Group has no effect on the direction of Consumer Automotive i.e., Consumer Automotive and Warehouse go up and down completely randomly.

Pair Corralation between Consumer Automotive and Warehouse

If you would invest  54.00  in Warehouse Group on August 14, 2025 and sell it today you would earn a total of  0.00  from holding Warehouse Group or generate 0.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

Consumer Automotive Finance  vs.  Warehouse Group

 Performance 
       Timeline  
Consumer Automotive 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Consumer Automotive Finance has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Consumer Automotive is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors.
Warehouse Group 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Warehouse Group has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Warehouse is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders.

Consumer Automotive and Warehouse Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Consumer Automotive and Warehouse

The main advantage of trading using opposite Consumer Automotive and Warehouse positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Consumer Automotive position performs unexpectedly, Warehouse 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 Warehouse will offset losses from the drop in Warehouse's long position.
The idea behind Consumer Automotive Finance and Warehouse Group 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 Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

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