Correlation Between Cosan SA and WisdomTree Inflation

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

Diversification Opportunities for Cosan SA and WisdomTree Inflation

-0.62
  Correlation Coefficient

Excellent diversification

The 3 months correlation between Cosan and WisdomTree is -0.62. Overlapping area represents the amount of risk that can be diversified away by holding Cosan SA ADR and WisdomTree Inflation Plus in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Inflation Plus and Cosan SA 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 Cosan SA ADR are associated (or correlated) with WisdomTree Inflation. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Inflation Plus has no effect on the direction of Cosan SA i.e., Cosan SA and WisdomTree Inflation go up and down completely randomly.

Pair Corralation between Cosan SA and WisdomTree Inflation

Given the investment horizon of 90 days Cosan SA ADR is expected to under-perform the WisdomTree Inflation. In addition to that, Cosan SA is 2.9 times more volatile than WisdomTree Inflation Plus. It trades about -0.04 of its total potential returns per unit of risk. WisdomTree Inflation Plus is currently generating about 0.04 per unit of volatility. If you would invest  3,201  in WisdomTree Inflation Plus on November 8, 2025 and sell it today you would earn a total of  69.00  from holding WisdomTree Inflation Plus or generate 2.16% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy98.36%
ValuesDaily Returns

Cosan SA ADR  vs.  WisdomTree Inflation Plus

 Performance 
       Timeline  
Cosan SA ADR 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Cosan SA ADR has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest conflicting performance, the Stock's basic indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the firm investors.
WisdomTree Inflation Plus 

Risk-Adjusted Performance

Weak

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

Cosan SA and WisdomTree Inflation Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Cosan SA and WisdomTree Inflation

The main advantage of trading using opposite Cosan SA and WisdomTree Inflation positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Cosan SA position performs unexpectedly, WisdomTree Inflation 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 Inflation will offset losses from the drop in WisdomTree Inflation's long position.
The idea behind Cosan SA ADR and WisdomTree Inflation Plus 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.
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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 CEOs Directory module to screen CEOs from public companies around the world.

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