Correlation Between WisdomTree and OFG Bancorp

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

Diversification Opportunities for WisdomTree and OFG Bancorp

0.76
  Correlation Coefficient

Poor diversification

The 3 months correlation between WisdomTree and OFG is 0.76. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree and OFG Bancorp in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on OFG Bancorp and WisdomTree 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 are associated (or correlated) with OFG Bancorp. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of OFG Bancorp has no effect on the direction of WisdomTree i.e., WisdomTree and OFG Bancorp go up and down completely randomly.

Pair Corralation between WisdomTree and OFG Bancorp

Allowing for the 90-day total investment horizon WisdomTree is expected to generate 1.1 times more return on investment than OFG Bancorp. However, WisdomTree is 1.1 times more volatile than OFG Bancorp. It trades about 0.0 of its potential returns per unit of risk. OFG Bancorp is currently generating about -0.03 per unit of risk. If you would invest  1,248  in WisdomTree on October 1, 2025 and sell it today you would lose (12.00) from holding WisdomTree or give up 0.96% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

WisdomTree  vs.  OFG Bancorp

 Performance 
       Timeline  
WisdomTree 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days WisdomTree has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest inconsistent performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors.
OFG Bancorp 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days OFG Bancorp has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, OFG Bancorp is not utilizing all of its potentials. The recent stock price disturbance, may contribute to mid-run losses for the stockholders.

WisdomTree and OFG Bancorp Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree and OFG Bancorp

The main advantage of trading using opposite WisdomTree and OFG Bancorp positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree position performs unexpectedly, OFG Bancorp 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 OFG Bancorp will offset losses from the drop in OFG Bancorp's long position.
The idea behind WisdomTree and OFG Bancorp 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 Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

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