Correlation Between EA Series and WisdomTree Emerging

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

Diversification Opportunities for EA Series and WisdomTree Emerging

0.0
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between STXT and WisdomTree is 0.0. Overlapping area represents the amount of risk that can be diversified away by holding EA Series Trust and WisdomTree Emerging Markets in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree Emerging and EA Series 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 EA Series Trust are associated (or correlated) with WisdomTree Emerging. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree Emerging has no effect on the direction of EA Series i.e., EA Series and WisdomTree Emerging go up and down completely randomly.

Pair Corralation between EA Series and WisdomTree Emerging

Given the investment horizon of 90 days EA Series is expected to generate 1.54 times less return on investment than WisdomTree Emerging. But when comparing it to its historical volatility, EA Series Trust is 2.05 times less risky than WisdomTree Emerging. It trades about 0.13 of its potential returns per unit of risk. WisdomTree Emerging Markets is currently generating about 0.1 of returns per unit of risk over similar time horizon. If you would invest  6,669  in WisdomTree Emerging Markets on October 12, 2025 and sell it today you would earn a total of  34.00  from holding WisdomTree Emerging Markets or generate 0.51% return on investment over 90 days.
Time Period3 Months [change]
DirectionFlat 
StrengthInsignificant
Accuracy95.24%
ValuesDaily Returns

EA Series Trust  vs.  WisdomTree Emerging Markets

 Performance 
       Timeline  
EA Series Trust 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days EA Series Trust has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, EA Series is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors.
WisdomTree Emerging 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Emerging Markets are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong fundamental indicators, WisdomTree Emerging is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors.

EA Series and WisdomTree Emerging Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with EA Series and WisdomTree Emerging

The main advantage of trading using opposite EA Series and WisdomTree Emerging positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if EA Series position performs unexpectedly, WisdomTree Emerging 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 Emerging will offset losses from the drop in WisdomTree Emerging's long position.
The idea behind EA Series Trust and WisdomTree Emerging Markets 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 Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.

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