Correlation Between WisdomTree Japan and Defiance Leveraged

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

Diversification Opportunities for WisdomTree Japan and Defiance Leveraged

-0.48
  Correlation Coefficient

Very good diversification

The 3 months correlation between WisdomTree and Defiance is -0.48. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Japan Hedged and Defiance Leveraged Long in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Defiance Leveraged Long and WisdomTree Japan 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 Japan Hedged are associated (or correlated) with Defiance Leveraged. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Defiance Leveraged Long has no effect on the direction of WisdomTree Japan i.e., WisdomTree Japan and Defiance Leveraged go up and down completely randomly.

Pair Corralation between WisdomTree Japan and Defiance Leveraged

Considering the 90-day investment horizon WisdomTree Japan Hedged is expected to generate 0.23 times more return on investment than Defiance Leveraged. However, WisdomTree Japan Hedged is 4.28 times less risky than Defiance Leveraged. It trades about 0.33 of its potential returns per unit of risk. Defiance Leveraged Long is currently generating about 0.0 per unit of risk. If you would invest  13,906  in WisdomTree Japan Hedged on November 30, 2025 and sell it today you would earn a total of  3,052  from holding WisdomTree Japan Hedged or generate 21.95% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy63.93%
ValuesDaily Returns

WisdomTree Japan Hedged  vs.  Defiance Leveraged Long

 Performance 
       Timeline  
WisdomTree Japan Hedged 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Japan Hedged are ranked lower than 25 (%) of all global equities and portfolios over the last 90 days. Even with relatively inconsistent basic indicators, WisdomTree Japan revealed solid returns over the last few months and may actually be approaching a breakup point.
Defiance Leveraged Long 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Defiance Leveraged Long has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable essential indicators, Defiance Leveraged is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors.

WisdomTree Japan and Defiance Leveraged Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Japan and Defiance Leveraged

The main advantage of trading using opposite WisdomTree Japan and Defiance Leveraged positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Japan position performs unexpectedly, Defiance Leveraged 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 Leveraged will offset losses from the drop in Defiance Leveraged's long position.
The idea behind WisdomTree Japan Hedged and Defiance Leveraged Long 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 Share Portfolio module to track or share privately all of your investments from the convenience of any device.

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