Correlation Between JB Hunt and Array Digital

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

Diversification Opportunities for JB Hunt and Array Digital

0.83
  Correlation Coefficient

Very poor diversification

The 3 months correlation between JBHT and Array is 0.83. Overlapping area represents the amount of risk that can be diversified away by holding JB Hunt Transport and Array Digital Infrastructure in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Array Digital Infras and JB Hunt 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 JB Hunt Transport are associated (or correlated) with Array Digital. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Array Digital Infras has no effect on the direction of JB Hunt i.e., JB Hunt and Array Digital go up and down completely randomly.

Pair Corralation between JB Hunt and Array Digital

Given the investment horizon of 90 days JB Hunt Transport is expected to generate 0.75 times more return on investment than Array Digital. However, JB Hunt Transport is 1.34 times less risky than Array Digital. It trades about 0.24 of its potential returns per unit of risk. Array Digital Infrastructure is currently generating about 0.11 per unit of risk. If you would invest  16,613  in JB Hunt Transport on October 28, 2025 and sell it today you would earn a total of  4,062  from holding JB Hunt Transport or generate 24.45% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

JB Hunt Transport  vs.  Array Digital Infrastructure

 Performance 
       Timeline  
JB Hunt Transport 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in JB Hunt Transport are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain technical indicators, JB Hunt unveiled solid returns over the last few months and may actually be approaching a breakup point.
Array Digital Infras 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Array Digital Infrastructure are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain fundamental indicators, Array Digital exhibited solid returns over the last few months and may actually be approaching a breakup point.

JB Hunt and Array Digital Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with JB Hunt and Array Digital

The main advantage of trading using opposite JB Hunt and Array Digital positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if JB Hunt position performs unexpectedly, Array Digital 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 Array Digital will offset losses from the drop in Array Digital's long position.
The idea behind JB Hunt Transport and Array Digital Infrastructure 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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

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