Correlation Between WisdomTree Japan and Main Thematic

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Can any of the company-specific risk be diversified away by investing in both WisdomTree Japan and Main Thematic 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 Main Thematic 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 Main Thematic Innovation, you can compare the effects of market volatilities on WisdomTree Japan and Main Thematic 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 Main Thematic. Check out your portfolio center. Please also check ongoing floating volatility patterns of WisdomTree Japan and Main Thematic.

Diversification Opportunities for WisdomTree Japan and Main Thematic

-0.61
  Correlation Coefficient

Excellent diversification

The 3 months correlation between WisdomTree and Main is -0.61. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Japan Hedged and Main Thematic Innovation in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Main Thematic Innovation 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 Main Thematic. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Main Thematic Innovation has no effect on the direction of WisdomTree Japan i.e., WisdomTree Japan and Main Thematic go up and down completely randomly.

Pair Corralation between WisdomTree Japan and Main Thematic

Considering the 90-day investment horizon WisdomTree Japan Hedged is expected to generate 0.74 times more return on investment than Main Thematic. However, WisdomTree Japan Hedged is 1.35 times less risky than Main Thematic. It trades about 0.33 of its potential returns per unit of risk. Main Thematic Innovation is currently generating about -0.03 per unit of risk. If you would invest  13,906  in WisdomTree Japan Hedged on November 29, 2025 and sell it today you would earn a total of  3,050  from holding WisdomTree Japan Hedged or generate 21.93% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

WisdomTree Japan Hedged  vs.  Main Thematic Innovation

 Performance 
       Timeline  
WisdomTree Japan Hedged 

Risk-Adjusted Performance

Strong

 
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 weak basic indicators, WisdomTree Japan revealed solid returns over the last few months and may actually be approaching a breakup point.
Main Thematic Innovation 

Risk-Adjusted Performance

Weakest

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

WisdomTree Japan and Main Thematic Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Japan and Main Thematic

The main advantage of trading using opposite WisdomTree Japan and Main Thematic positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Japan position performs unexpectedly, Main Thematic 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 Main Thematic will offset losses from the drop in Main Thematic's long position.
The idea behind WisdomTree Japan Hedged and Main Thematic Innovation 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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

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