Correlation Between Summit Global and Columbia Adaptive

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

Diversification Opportunities for Summit Global and Columbia Adaptive

0.64
  Correlation Coefficient

Poor diversification

The 3 months correlation between Summit and Columbia is 0.64. Overlapping area represents the amount of risk that can be diversified away by holding Summit Global Investments and Columbia Adaptive Risk in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Columbia Adaptive Risk and Summit Global 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 Summit Global Investments are associated (or correlated) with Columbia Adaptive. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Columbia Adaptive Risk has no effect on the direction of Summit Global i.e., Summit Global and Columbia Adaptive go up and down completely randomly.

Pair Corralation between Summit Global and Columbia Adaptive

Assuming the 90 days horizon Summit Global is expected to generate 1.1 times less return on investment than Columbia Adaptive. In addition to that, Summit Global is 1.24 times more volatile than Columbia Adaptive Risk. It trades about 0.13 of its total potential returns per unit of risk. Columbia Adaptive Risk is currently generating about 0.17 per unit of volatility. If you would invest  1,036  in Columbia Adaptive Risk on September 1, 2025 and sell it today you would earn a total of  52.00  from holding Columbia Adaptive Risk or generate 5.02% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy98.44%
ValuesDaily Returns

Summit Global Investments  vs.  Columbia Adaptive Risk

 Performance 
       Timeline  
Summit Global Investments 

Risk-Adjusted Performance

Fair

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

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Columbia Adaptive Risk are ranked lower than 13 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Columbia Adaptive is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

Summit Global and Columbia Adaptive Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Summit Global and Columbia Adaptive

The main advantage of trading using opposite Summit Global and Columbia Adaptive positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Summit Global position performs unexpectedly, Columbia Adaptive 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 Columbia Adaptive will offset losses from the drop in Columbia Adaptive's long position.
The idea behind Summit Global Investments and Columbia Adaptive Risk 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.
Check out your portfolio center.
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 USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.

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