Correlation Between TRI Pointe and IF Bancorp

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

Diversification Opportunities for TRI Pointe and IF Bancorp

-0.77
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between TRI and IROQ is -0.77. Overlapping area represents the amount of risk that can be diversified away by holding TRI Pointe Homes and IF Bancorp in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on IF Bancorp and TRI Pointe 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 TRI Pointe Homes are associated (or correlated) with IF Bancorp. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of IF Bancorp has no effect on the direction of TRI Pointe i.e., TRI Pointe and IF Bancorp go up and down completely randomly.

Pair Corralation between TRI Pointe and IF Bancorp

Considering the 90-day investment horizon TRI Pointe Homes is expected to under-perform the IF Bancorp. In addition to that, TRI Pointe is 2.6 times more volatile than IF Bancorp. It trades about -0.02 of its total potential returns per unit of risk. IF Bancorp is currently generating about 0.12 per unit of volatility. If you would invest  2,486  in IF Bancorp on September 2, 2025 and sell it today you would earn a total of  121.00  from holding IF Bancorp or generate 4.87% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy81.54%
ValuesDaily Returns

TRI Pointe Homes  vs.  IF Bancorp

 Performance 
       Timeline  
TRI Pointe Homes 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days TRI Pointe Homes has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fairly strong basic indicators, TRI Pointe is not utilizing all of its potentials. The latest stock price confusion, may contribute to short-horizon losses for the traders.
IF Bancorp 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in IF Bancorp are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable basic indicators, IF Bancorp is not utilizing all of its potentials. The recent stock price agitation, may contribute to short-term losses for the retail investors.

TRI Pointe and IF Bancorp Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with TRI Pointe and IF Bancorp

The main advantage of trading using opposite TRI Pointe and IF Bancorp positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if TRI Pointe position performs unexpectedly, IF Bancorp 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 IF Bancorp will offset losses from the drop in IF Bancorp's long position.
The idea behind TRI Pointe Homes and IF Bancorp 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 Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

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