Correlation Between Wealthsimple Shariah and Erin Ventures

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

Diversification Opportunities for Wealthsimple Shariah and Erin Ventures

0.47
  Correlation Coefficient

Very weak diversification

The 3 months correlation between Wealthsimple and Erin is 0.47. Overlapping area represents the amount of risk that can be diversified away by holding Wealthsimple Shariah World and Erin Ventures in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Erin Ventures and Wealthsimple Shariah 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 Wealthsimple Shariah World are associated (or correlated) with Erin Ventures. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Erin Ventures has no effect on the direction of Wealthsimple Shariah i.e., Wealthsimple Shariah and Erin Ventures go up and down completely randomly.

Pair Corralation between Wealthsimple Shariah and Erin Ventures

Assuming the 90 days trading horizon Wealthsimple Shariah is expected to generate 14.89 times less return on investment than Erin Ventures. But when comparing it to its historical volatility, Wealthsimple Shariah World is 17.23 times less risky than Erin Ventures. It trades about 0.1 of its potential returns per unit of risk. Erin Ventures is currently generating about 0.09 of returns per unit of risk over similar time horizon. If you would invest  2.70  in Erin Ventures on August 31, 2025 and sell it today you would earn a total of  0.90  from holding Erin Ventures or generate 33.33% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy98.44%
ValuesDaily Returns

Wealthsimple Shariah World  vs.  Erin Ventures

 Performance 
       Timeline  
Wealthsimple Shariah 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Wealthsimple Shariah World are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound technical and fundamental indicators, Wealthsimple Shariah is not utilizing all of its potentials. The recent stock price tumult, may contribute to shorter-term losses for the shareholders.
Erin Ventures 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Erin Ventures are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite nearly unsteady technical and fundamental indicators, Erin Ventures reported solid returns over the last few months and may actually be approaching a breakup point.

Wealthsimple Shariah and Erin Ventures Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Wealthsimple Shariah and Erin Ventures

The main advantage of trading using opposite Wealthsimple Shariah and Erin Ventures positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Wealthsimple Shariah position performs unexpectedly, Erin Ventures 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 Erin Ventures will offset losses from the drop in Erin Ventures' long position.
The idea behind Wealthsimple Shariah World and Erin Ventures 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 Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

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