Correlation Between WisdomTree Japan and WisdomTree High

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

Diversification Opportunities for WisdomTree Japan and WisdomTree High

0.0
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between WisdomTree and WisdomTree is 0.0. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Japan Hedged and WisdomTree High Yield in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree High Yield 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 WisdomTree High. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree High Yield has no effect on the direction of WisdomTree Japan i.e., WisdomTree Japan and WisdomTree High go up and down completely randomly.

Pair Corralation between WisdomTree Japan and WisdomTree High

If you would invest  4,648  in WisdomTree High Yield on October 16, 2025 and sell it today you would earn a total of  15.00  from holding WisdomTree High Yield or generate 0.32% return on investment over 90 days.
Time Period3 Months [change]
DirectionFlat 
StrengthInsignificant
Accuracy1.61%
ValuesDaily Returns

WisdomTree Japan Hedged  vs.  WisdomTree High Yield

 Performance 
       Timeline  
WisdomTree Japan Hedged 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days WisdomTree Japan Hedged has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable forward-looking indicators, WisdomTree Japan is not utilizing all of its potentials. The recent stock price uproar, may contribute to short-horizon losses for the private investors.
WisdomTree High Yield 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree High Yield are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong technical indicators, WisdomTree High is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.

WisdomTree Japan and WisdomTree High Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Japan and WisdomTree High

The main advantage of trading using opposite WisdomTree Japan and WisdomTree High positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Japan position performs unexpectedly, WisdomTree High 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 High will offset losses from the drop in WisdomTree High's long position.
The idea behind WisdomTree Japan Hedged and WisdomTree High Yield 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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

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