Correlation Between WisdomTree SmallCap and Firsthand Alternative

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

Diversification Opportunities for WisdomTree SmallCap and Firsthand Alternative

-0.48
  Correlation Coefficient

Very good diversification

The 3 months correlation between WisdomTree and Firsthand is -0.48. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree SmallCap Quality and Firsthand Alternative Energy in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Firsthand Alternative and WisdomTree SmallCap 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 SmallCap Quality are associated (or correlated) with Firsthand Alternative. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Firsthand Alternative has no effect on the direction of WisdomTree SmallCap i.e., WisdomTree SmallCap and Firsthand Alternative go up and down completely randomly.

Pair Corralation between WisdomTree SmallCap and Firsthand Alternative

Given the investment horizon of 90 days WisdomTree SmallCap is expected to generate 1.22 times less return on investment than Firsthand Alternative. But when comparing it to its historical volatility, WisdomTree SmallCap Quality is 2.26 times less risky than Firsthand Alternative. It trades about 0.08 of its potential returns per unit of risk. Firsthand Alternative Energy is currently generating about 0.04 of returns per unit of risk over similar time horizon. If you would invest  942.00  in Firsthand Alternative Energy on September 29, 2025 and sell it today you would earn a total of  96.00  from holding Firsthand Alternative Energy or generate 10.19% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

WisdomTree SmallCap Quality  vs.  Firsthand Alternative Energy

 Performance 
       Timeline  
WisdomTree SmallCap 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree SmallCap Quality are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent primary indicators, WisdomTree SmallCap is not utilizing all of its potentials. The current stock price mess, may contribute to short-term losses for the institutional investors.
Firsthand Alternative 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Firsthand Alternative Energy has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest weak performance, the Fund's technical and fundamental indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.

WisdomTree SmallCap and Firsthand Alternative Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree SmallCap and Firsthand Alternative

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

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