Correlation Between Zenas BioPharma, and Revelation Biosciences

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

Diversification Opportunities for Zenas BioPharma, and Revelation Biosciences

-0.78
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between Zenas and Revelation is -0.78. Overlapping area represents the amount of risk that can be diversified away by holding Zenas BioPharma, Common and Revelation Biosciences in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Revelation Biosciences and Zenas BioPharma, 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 Zenas BioPharma, Common are associated (or correlated) with Revelation Biosciences. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Revelation Biosciences has no effect on the direction of Zenas BioPharma, i.e., Zenas BioPharma, and Revelation Biosciences go up and down completely randomly.

Pair Corralation between Zenas BioPharma, and Revelation Biosciences

Given the investment horizon of 90 days Zenas BioPharma, Common is expected to generate 1.46 times more return on investment than Revelation Biosciences. However, Zenas BioPharma, is 1.46 times more volatile than Revelation Biosciences. It trades about 0.18 of its potential returns per unit of risk. Revelation Biosciences is currently generating about -0.29 per unit of risk. If you would invest  1,728  in Zenas BioPharma, Common on August 18, 2025 and sell it today you would earn a total of  1,772  from holding Zenas BioPharma, Common or generate 102.55% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Zenas BioPharma, Common  vs.  Revelation Biosciences

 Performance 
       Timeline  
Zenas BioPharma, Common 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Zenas BioPharma, Common are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of very weak forward indicators, Zenas BioPharma, displayed solid returns over the last few months and may actually be approaching a breakup point.
Revelation Biosciences 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Revelation Biosciences has generated negative risk-adjusted returns adding no value to investors with long positions. Despite unsteady performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in December 2025. The current disturbance may also be a sign of long term up-swing for the company investors.

Zenas BioPharma, and Revelation Biosciences Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Zenas BioPharma, and Revelation Biosciences

The main advantage of trading using opposite Zenas BioPharma, and Revelation Biosciences positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Zenas BioPharma, position performs unexpectedly, Revelation Biosciences 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 Revelation Biosciences will offset losses from the drop in Revelation Biosciences' long position.
The idea behind Zenas BioPharma, Common and Revelation Biosciences 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 Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.

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