Correlation Between Technology Select and DHT Holdings

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

Diversification Opportunities for Technology Select and DHT Holdings

0.45
  Correlation Coefficient

Very weak diversification

The 3 months correlation between Technology and DHT is 0.45. Overlapping area represents the amount of risk that can be diversified away by holding Technology Select Sector and DHT Holdings in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on DHT Holdings and Technology Select 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 Technology Select Sector are associated (or correlated) with DHT Holdings. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of DHT Holdings has no effect on the direction of Technology Select i.e., Technology Select and DHT Holdings go up and down completely randomly.

Pair Corralation between Technology Select and DHT Holdings

Considering the 90-day investment horizon Technology Select is expected to generate 3.7 times less return on investment than DHT Holdings. But when comparing it to its historical volatility, Technology Select Sector is 1.33 times less risky than DHT Holdings. It trades about 0.06 of its potential returns per unit of risk. DHT Holdings is currently generating about 0.15 of returns per unit of risk over similar time horizon. If you would invest  1,137  in DHT Holdings on August 23, 2025 and sell it today you would earn a total of  194.00  from holding DHT Holdings or generate 17.06% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Technology Select Sector  vs.  DHT Holdings

 Performance 
       Timeline  
Technology Select Sector 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Technology Select Sector are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent essential indicators, Technology Select is not utilizing all of its potentials. The current stock price mess, may contribute to short-term losses for the institutional investors.
DHT Holdings 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in DHT Holdings are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively conflicting technical indicators, DHT Holdings unveiled solid returns over the last few months and may actually be approaching a breakup point.

Technology Select and DHT Holdings Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Technology Select and DHT Holdings

The main advantage of trading using opposite Technology Select and DHT Holdings positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Technology Select position performs unexpectedly, DHT Holdings 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 DHT Holdings will offset losses from the drop in DHT Holdings' long position.
The idea behind Technology Select Sector and DHT Holdings 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 ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.

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