Correlation Between First Trust and WisdomTree Dynamic

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

Diversification Opportunities for First Trust and WisdomTree Dynamic

0.79
  Correlation Coefficient

Poor diversification

The 3 months correlation between First and WisdomTree is 0.79. Overlapping area represents the amount of risk that can be diversified away by holding First Trust Capital and WisdomTree Dynamic Currency in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Dynamic and First Trust 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 First Trust Capital are associated (or correlated) with WisdomTree Dynamic. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Dynamic has no effect on the direction of First Trust i.e., First Trust and WisdomTree Dynamic go up and down completely randomly.

Pair Corralation between First Trust and WisdomTree Dynamic

Considering the 90-day investment horizon First Trust is expected to generate 6.35 times less return on investment than WisdomTree Dynamic. In addition to that, First Trust is 1.35 times more volatile than WisdomTree Dynamic Currency. It trades about 0.02 of its total potential returns per unit of risk. WisdomTree Dynamic Currency is currently generating about 0.19 per unit of volatility. If you would invest  4,215  in WisdomTree Dynamic Currency on September 27, 2025 and sell it today you would earn a total of  74.00  from holding WisdomTree Dynamic Currency or generate 1.76% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

First Trust Capital  vs.  WisdomTree Dynamic Currency

 Performance 
       Timeline  
First Trust Capital 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in First Trust Capital are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable fundamental indicators, First Trust is not utilizing all of its potentials. The newest stock price fuss, may contribute to near-short-term losses for the sophisticated investors.
WisdomTree Dynamic 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Dynamic Currency are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable essential indicators, WisdomTree Dynamic is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors.

First Trust and WisdomTree Dynamic Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with First Trust and WisdomTree Dynamic

The main advantage of trading using opposite First Trust and WisdomTree Dynamic positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if First Trust position performs unexpectedly, WisdomTree Dynamic 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 Dynamic will offset losses from the drop in WisdomTree Dynamic's long position.
The idea behind First Trust Capital and WisdomTree Dynamic Currency 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 Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

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