Correlation Between TE Connectivity and NAPCO Security

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

Diversification Opportunities for TE Connectivity and NAPCO Security

0.37
  Correlation Coefficient

Weak diversification

The 3 months correlation between TEL and NAPCO is 0.37. Overlapping area represents the amount of risk that can be diversified away by holding TE Connectivity and NAPCO Security Technologies in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on NAPCO Security Techn and TE Connectivity 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 TE Connectivity are associated (or correlated) with NAPCO Security. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of NAPCO Security Techn has no effect on the direction of TE Connectivity i.e., TE Connectivity and NAPCO Security go up and down completely randomly.

Pair Corralation between TE Connectivity and NAPCO Security

Considering the 90-day investment horizon TE Connectivity is expected to generate 0.75 times more return on investment than NAPCO Security. However, TE Connectivity is 1.34 times less risky than NAPCO Security. It trades about 0.09 of its potential returns per unit of risk. NAPCO Security Technologies is currently generating about 0.06 per unit of risk. If you would invest  20,735  in TE Connectivity on August 28, 2025 and sell it today you would earn a total of  1,738  from holding TE Connectivity or generate 8.38% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

TE Connectivity  vs.  NAPCO Security Technologies

 Performance 
       Timeline  
TE Connectivity 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in TE Connectivity are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite quite weak technical and fundamental indicators, TE Connectivity may actually be approaching a critical reversion point that can send shares even higher in December 2025.
NAPCO Security Techn 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in NAPCO Security Technologies are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady basic indicators, NAPCO Security may actually be approaching a critical reversion point that can send shares even higher in December 2025.

TE Connectivity and NAPCO Security Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with TE Connectivity and NAPCO Security

The main advantage of trading using opposite TE Connectivity and NAPCO Security positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if TE Connectivity position performs unexpectedly, NAPCO Security 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 NAPCO Security will offset losses from the drop in NAPCO Security's long position.
The idea behind TE Connectivity and NAPCO Security Technologies 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 Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

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