Correlation Between AltShares Trust and WisdomTree New

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

Diversification Opportunities for AltShares Trust and WisdomTree New

0.67
  Correlation Coefficient

Poor diversification

The 3 months correlation between AltShares and WisdomTree is 0.67. Overlapping area represents the amount of risk that can be diversified away by holding AltShares Trust and WisdomTree New Economy in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree New Economy and AltShares Trust 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 AltShares Trust are associated (or correlated) with WisdomTree New. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree New Economy has no effect on the direction of AltShares Trust i.e., AltShares Trust and WisdomTree New go up and down completely randomly.

Pair Corralation between AltShares Trust and WisdomTree New

Considering the 90-day investment horizon AltShares Trust is expected to generate 9.7 times less return on investment than WisdomTree New. But when comparing it to its historical volatility, AltShares Trust is 7.36 times less risky than WisdomTree New. It trades about 0.12 of its potential returns per unit of risk. WisdomTree New Economy is currently generating about 0.15 of returns per unit of risk over similar time horizon. If you would invest  2,106  in WisdomTree New Economy on November 18, 2025 and sell it today you would earn a total of  267.00  from holding WisdomTree New Economy or generate 12.68% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

AltShares Trust   vs.  WisdomTree New Economy

 Performance 
       Timeline  
AltShares Trust 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in AltShares Trust are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, AltShares Trust is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
WisdomTree New Economy 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree New Economy are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain basic indicators, WisdomTree New exhibited solid returns over the last few months and may actually be approaching a breakup point.

AltShares Trust and WisdomTree New Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with AltShares Trust and WisdomTree New

The main advantage of trading using opposite AltShares Trust and WisdomTree New positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if AltShares Trust position performs unexpectedly, WisdomTree New 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 WisdomTree New will offset losses from the drop in WisdomTree New's long position.
The idea behind AltShares Trust and WisdomTree New Economy 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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