Correlation Between WisdomTree International and Defiance Large

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

Diversification Opportunities for WisdomTree International and Defiance Large

0.92
  Correlation Coefficient

Almost no diversification

The 3 months correlation between WisdomTree and Defiance is 0.92. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree International Equit and Defiance Large Cap in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Defiance Large Cap and WisdomTree International 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 WisdomTree International Equity are associated (or correlated) with Defiance Large. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Defiance Large Cap has no effect on the direction of WisdomTree International i.e., WisdomTree International and Defiance Large go up and down completely randomly.

Pair Corralation between WisdomTree International and Defiance Large

Considering the 90-day investment horizon WisdomTree International Equity is expected to generate 0.96 times more return on investment than Defiance Large. However, WisdomTree International Equity is 1.04 times less risky than Defiance Large. It trades about 0.32 of its potential returns per unit of risk. Defiance Large Cap is currently generating about 0.09 per unit of risk. If you would invest  6,699  in WisdomTree International Equity on November 27, 2025 and sell it today you would earn a total of  899.00  from holding WisdomTree International Equity or generate 13.42% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Strong
Accuracy100.0%
ValuesDaily Returns

WisdomTree International Equit  vs.  Defiance Large Cap

 Performance 
       Timeline  
WisdomTree International 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree International Equity are ranked lower than 25 (%) of all global equities and portfolios over the last 90 days. In spite of very fragile basic indicators, WisdomTree International displayed solid returns over the last few months and may actually be approaching a breakup point.
Defiance Large Cap 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Defiance Large Cap are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, Defiance Large is not utilizing all of its potentials. The recent stock price disturbance, may contribute to mid-run losses for the stockholders.

WisdomTree International and Defiance Large Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree International and Defiance Large

The main advantage of trading using opposite WisdomTree International and Defiance Large positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree International position performs unexpectedly, Defiance Large 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 Defiance Large will offset losses from the drop in Defiance Large's long position.
The idea behind WisdomTree International Equity and Defiance Large Cap 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 Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.

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