Correlation Between Zscaler and CyberArk Software

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

Diversification Opportunities for Zscaler and CyberArk Software

0.88
  Correlation Coefficient

Very poor diversification

The 3 months correlation between Zscaler and CyberArk is 0.88. Overlapping area represents the amount of risk that can be diversified away by holding Zscaler and CyberArk Software in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on CyberArk Software and Zscaler 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 Zscaler are associated (or correlated) with CyberArk Software. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of CyberArk Software has no effect on the direction of Zscaler i.e., Zscaler and CyberArk Software go up and down completely randomly.

Pair Corralation between Zscaler and CyberArk Software

Allowing for the 90-day total investment horizon Zscaler is expected to under-perform the CyberArk Software. In addition to that, Zscaler is 1.67 times more volatile than CyberArk Software. It trades about -0.06 of its total potential returns per unit of risk. CyberArk Software is currently generating about 0.03 per unit of volatility. If you would invest  46,277  in CyberArk Software on September 5, 2025 and sell it today you would earn a total of  844.00  from holding CyberArk Software or generate 1.82% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

Zscaler  vs.  CyberArk Software

 Performance 
       Timeline  
Zscaler 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Zscaler has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest fragile performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors.
CyberArk Software 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in CyberArk Software are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable fundamental drivers, CyberArk Software is not utilizing all of its potentials. The recent stock price agitation, may contribute to short-term losses for the retail investors.

Zscaler and CyberArk Software Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Zscaler and CyberArk Software

The main advantage of trading using opposite Zscaler and CyberArk Software positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Zscaler position performs unexpectedly, CyberArk Software 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 CyberArk Software will offset losses from the drop in CyberArk Software's long position.
The idea behind Zscaler and CyberArk Software 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 Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.

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