Correlation Between Profound Medical and Jack Nathan

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

Diversification Opportunities for Profound Medical and Jack Nathan

0.0
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between Profound and Jack is 0.0. Overlapping area represents the amount of risk that can be diversified away by holding Profound Medical Corp and Jack Nathan Medical in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Jack Nathan Medical and Profound Medical 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 Profound Medical Corp are associated (or correlated) with Jack Nathan. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Jack Nathan Medical has no effect on the direction of Profound Medical i.e., Profound Medical and Jack Nathan go up and down completely randomly.

Pair Corralation between Profound Medical and Jack Nathan

If you would invest  535.00  in Profound Medical Corp on September 10, 2025 and sell it today you would earn a total of  440.00  from holding Profound Medical Corp or generate 82.24% return on investment over 90 days.
Time Period3 Months [change]
DirectionFlat 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Profound Medical Corp  vs.  Jack Nathan Medical

 Performance 
       Timeline  
Profound Medical Corp 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Profound Medical Corp are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. In spite of very abnormal basic indicators, Profound Medical displayed solid returns over the last few months and may actually be approaching a breakup point.
Jack Nathan Medical 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Jack Nathan Medical has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, Jack Nathan is not utilizing all of its potentials. The current stock price fuss, may contribute to near-short-term losses for the sophisticated investors.

Profound Medical and Jack Nathan Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Profound Medical and Jack Nathan

The main advantage of trading using opposite Profound Medical and Jack Nathan positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Profound Medical position performs unexpectedly, Jack Nathan 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 Jack Nathan will offset losses from the drop in Jack Nathan's long position.
The idea behind Profound Medical Corp and Jack Nathan Medical 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.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Jack Nathan as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Jack Nathan's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Jack Nathan's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Jack Nathan Medical.
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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 Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.

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