Correlation Between PIMCO Short and WisdomTree Battery

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

Diversification Opportunities for PIMCO Short and WisdomTree Battery

0.34
  Correlation Coefficient

Weak diversification

The 3 months correlation between PIMCO and WisdomTree is 0.34. Overlapping area represents the amount of risk that can be diversified away by holding PIMCO Short Term High and WisdomTree Battery Solutions in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Battery and PIMCO Short 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 PIMCO Short Term High are associated (or correlated) with WisdomTree Battery. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Battery has no effect on the direction of PIMCO Short i.e., PIMCO Short and WisdomTree Battery go up and down completely randomly.

Pair Corralation between PIMCO Short and WisdomTree Battery

Assuming the 90 days trading horizon PIMCO Short is expected to generate 7.54 times less return on investment than WisdomTree Battery. But when comparing it to its historical volatility, PIMCO Short Term High is 5.8 times less risky than WisdomTree Battery. It trades about 0.06 of its potential returns per unit of risk. WisdomTree Battery Solutions is currently generating about 0.08 of returns per unit of risk over similar time horizon. If you would invest  2,966  in WisdomTree Battery Solutions on October 23, 2025 and sell it today you would earn a total of  2,242  from holding WisdomTree Battery Solutions or generate 75.59% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

PIMCO Short Term High  vs.  WisdomTree Battery Solutions

 Performance 
       Timeline  
PIMCO Short Term 

Risk-Adjusted Performance

Soft

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

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Battery Solutions are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of fairly abnormal basic indicators, WisdomTree Battery showed solid returns over the last few months and may actually be approaching a breakup point.

PIMCO Short and WisdomTree Battery Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with PIMCO Short and WisdomTree Battery

The main advantage of trading using opposite PIMCO Short and WisdomTree Battery positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if PIMCO Short position performs unexpectedly, WisdomTree Battery 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 Battery will offset losses from the drop in WisdomTree Battery's long position.
The idea behind PIMCO Short Term High and WisdomTree Battery Solutions 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 Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

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