Correlation Between OFS Credit and Tiptree

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

Diversification Opportunities for OFS Credit and Tiptree

0.82
  Correlation Coefficient

Very poor diversification

The 3 months correlation between OFS and Tiptree is 0.82. Overlapping area represents the amount of risk that can be diversified away by holding OFS Credit and Tiptree in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Tiptree and OFS Credit 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 OFS Credit are associated (or correlated) with Tiptree. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Tiptree has no effect on the direction of OFS Credit i.e., OFS Credit and Tiptree go up and down completely randomly.

Pair Corralation between OFS Credit and Tiptree

Given the investment horizon of 90 days OFS Credit is expected to under-perform the Tiptree. But the stock apears to be less risky and, when comparing its historical volatility, OFS Credit is 1.72 times less risky than Tiptree. The stock trades about -0.1 of its potential returns per unit of risk. The Tiptree is currently generating about -0.06 of returns per unit of risk over similar time horizon. If you would invest  2,215  in Tiptree on August 18, 2025 and sell it today you would lose (293.00) from holding Tiptree or give up 13.23% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

OFS Credit  vs.  Tiptree

 Performance 
       Timeline  
OFS Credit 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days OFS Credit has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain performance, the Stock's fundamental indicators remain strong and the recent confusion on Wall Street may also be a sign of long-lasting gains for the firm traders.
Tiptree 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Tiptree has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors.

OFS Credit and Tiptree Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with OFS Credit and Tiptree

The main advantage of trading using opposite OFS Credit and Tiptree positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if OFS Credit position performs unexpectedly, Tiptree 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 Tiptree will offset losses from the drop in Tiptree's long position.
The idea behind OFS Credit and Tiptree 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 Content Syndication module to quickly integrate customizable finance content to your own investment portal.

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