Correlation Between Thayer Ventures and Cal Redwood

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

Diversification Opportunities for Thayer Ventures and Cal Redwood

0.59
  Correlation Coefficient

Very weak diversification

The 3 months correlation between Thayer and Cal is 0.59. Overlapping area represents the amount of risk that can be diversified away by holding Thayer Ventures Acquisition and Cal Redwood Acquisition in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Cal Redwood Acquisition and Thayer Ventures 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 Thayer Ventures Acquisition are associated (or correlated) with Cal Redwood. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Cal Redwood Acquisition has no effect on the direction of Thayer Ventures i.e., Thayer Ventures and Cal Redwood go up and down completely randomly.

Pair Corralation between Thayer Ventures and Cal Redwood

Given the investment horizon of 90 days Thayer Ventures is expected to generate 1.34 times less return on investment than Cal Redwood. In addition to that, Thayer Ventures is 1.24 times more volatile than Cal Redwood Acquisition. It trades about 0.08 of its total potential returns per unit of risk. Cal Redwood Acquisition is currently generating about 0.12 per unit of volatility. If you would invest  1,000.00  in Cal Redwood Acquisition on August 30, 2025 and sell it today you would earn a total of  8.00  from holding Cal Redwood Acquisition or generate 0.8% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Thayer Ventures Acquisition  vs.  Cal Redwood Acquisition

 Performance 
       Timeline  
Thayer Ventures Acqu 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Thayer Ventures Acquisition are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite fairly strong basic indicators, Thayer Ventures is not utilizing all of its potentials. The current stock price confusion, may contribute to short-horizon losses for the traders.
Cal Redwood Acquisition 

Risk-Adjusted Performance

Good

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

Thayer Ventures and Cal Redwood Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Thayer Ventures and Cal Redwood

The main advantage of trading using opposite Thayer Ventures and Cal Redwood positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Thayer Ventures position performs unexpectedly, Cal Redwood 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 Cal Redwood will offset losses from the drop in Cal Redwood's long position.
The idea behind Thayer Ventures Acquisition and Cal Redwood Acquisition 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 Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

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