Correlation Between VNET Group and LightInTheBox Holding

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

Diversification Opportunities for VNET Group and LightInTheBox Holding

0.63
  Correlation Coefficient

Poor diversification

The 3 months correlation between VNET and LightInTheBox is 0.63. Overlapping area represents the amount of risk that can be diversified away by holding VNET Group DRC and LightInTheBox Holding Co in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on LightInTheBox Holding and VNET Group 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 VNET Group DRC are associated (or correlated) with LightInTheBox Holding. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of LightInTheBox Holding has no effect on the direction of VNET Group i.e., VNET Group and LightInTheBox Holding go up and down completely randomly.

Pair Corralation between VNET Group and LightInTheBox Holding

Given the investment horizon of 90 days VNET Group DRC is expected to generate 0.81 times more return on investment than LightInTheBox Holding. However, VNET Group DRC is 1.23 times less risky than LightInTheBox Holding. It trades about 0.2 of its potential returns per unit of risk. LightInTheBox Holding Co is currently generating about 0.13 per unit of risk. If you would invest  858.00  in VNET Group DRC on November 17, 2025 and sell it today you would earn a total of  522.00  from holding VNET Group DRC or generate 60.84% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

VNET Group DRC  vs.  LightInTheBox Holding Co

 Performance 
       Timeline  
VNET Group DRC 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in VNET Group DRC are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively unfluctuating technical and fundamental indicators, VNET Group unveiled solid returns over the last few months and may actually be approaching a breakup point.
LightInTheBox Holding 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in LightInTheBox Holding Co are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite somewhat uncertain basic indicators, LightInTheBox Holding sustained solid returns over the last few months and may actually be approaching a breakup point.

VNET Group and LightInTheBox Holding Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with VNET Group and LightInTheBox Holding

The main advantage of trading using opposite VNET Group and LightInTheBox Holding positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if VNET Group position performs unexpectedly, LightInTheBox Holding 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 LightInTheBox Holding will offset losses from the drop in LightInTheBox Holding's long position.
The idea behind VNET Group DRC and LightInTheBox Holding Co 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.
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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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