Correlation Between Simt Us and Leuthold Core

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

Diversification Opportunities for Simt Us and Leuthold Core

0.14
  Correlation Coefficient

Average diversification

The 3 months correlation between Simt and Leuthold is 0.14. Overlapping area represents the amount of risk that can be diversified away by holding Simt Managed Volatility and Leuthold E Investment in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Leuthold E Investment and Simt Us 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 Simt Managed Volatility are associated (or correlated) with Leuthold Core. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Leuthold E Investment has no effect on the direction of Simt Us i.e., Simt Us and Leuthold Core go up and down completely randomly.

Pair Corralation between Simt Us and Leuthold Core

Assuming the 90 days horizon Simt Managed Volatility is expected to generate 0.49 times more return on investment than Leuthold Core. However, Simt Managed Volatility is 2.03 times less risky than Leuthold Core. It trades about -0.03 of its potential returns per unit of risk. Leuthold E Investment is currently generating about -0.05 per unit of risk. If you would invest  1,499  in Simt Managed Volatility on August 19, 2025 and sell it today you would lose (15.00) from holding Simt Managed Volatility or give up 1.0% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Simt Managed Volatility  vs.  Leuthold E Investment

 Performance 
       Timeline  
Simt Managed Volatility 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Simt Managed Volatility has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Simt Us is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Leuthold E Investment 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Leuthold E Investment has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong forward indicators, Leuthold Core is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

Simt Us and Leuthold Core Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Simt Us and Leuthold Core

The main advantage of trading using opposite Simt Us and Leuthold Core positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Simt Us position performs unexpectedly, Leuthold Core 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 Leuthold Core will offset losses from the drop in Leuthold Core's long position.
The idea behind Simt Managed Volatility and Leuthold E Investment 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 Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

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