Correlation Between First Interstate and R-Three Technologies

Specify exactly 2 symbols:
Can any of the company-specific risk be diversified away by investing in both First Interstate and R-Three Technologies 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 Interstate and R-Three Technologies into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between First Interstate BancSystem and R Three Technologies, you can compare the effects of market volatilities on First Interstate and R-Three Technologies 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 Interstate with a short position of R-Three Technologies. Check out your portfolio center. Please also check ongoing floating volatility patterns of First Interstate and R-Three Technologies.

Diversification Opportunities for First Interstate and R-Three Technologies

-0.62
  Correlation Coefficient

Excellent diversification

The 3 months correlation between First and R-Three is -0.62. Overlapping area represents the amount of risk that can be diversified away by holding First Interstate BancSystem and R Three Technologies in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on R Three Technologies and First Interstate 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 Interstate BancSystem are associated (or correlated) with R-Three Technologies. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of R Three Technologies has no effect on the direction of First Interstate i.e., First Interstate and R-Three Technologies go up and down completely randomly.

Pair Corralation between First Interstate and R-Three Technologies

Given the investment horizon of 90 days First Interstate is expected to generate 1.56 times less return on investment than R-Three Technologies. But when comparing it to its historical volatility, First Interstate BancSystem is 8.05 times less risky than R-Three Technologies. It trades about 0.18 of its potential returns per unit of risk. R Three Technologies is currently generating about 0.03 of returns per unit of risk over similar time horizon. If you would invest  0.03  in R Three Technologies on November 10, 2025 and sell it today you would lose (0.01) from holding R Three Technologies or give up 33.33% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy95.38%
ValuesDaily Returns

First Interstate BancSystem  vs.  R Three Technologies

 Performance 
       Timeline  
First Interstate Ban 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in First Interstate BancSystem are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Despite quite abnormal fundamental drivers, First Interstate disclosed solid returns over the last few months and may actually be approaching a breakup point.
R Three Technologies 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in R Three Technologies are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively weak basic indicators, R-Three Technologies unveiled solid returns over the last few months and may actually be approaching a breakup point.

First Interstate and R-Three Technologies Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with First Interstate and R-Three Technologies

The main advantage of trading using opposite First Interstate and R-Three Technologies positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if First Interstate position performs unexpectedly, R-Three Technologies 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 R-Three Technologies will offset losses from the drop in R-Three Technologies' long position.
The idea behind First Interstate BancSystem and R Three Technologies 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.
Check out your portfolio center.
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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

Other Complementary Tools

Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Money Managers
Screen money managers from public funds and ETFs managed around the world
Share Portfolio
Track or share privately all of your investments from the convenience of any device
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance