Correlation Between WisdomTree Managed and Defiance Daily

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

Diversification Opportunities for WisdomTree Managed and Defiance Daily

-0.72
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between WisdomTree and Defiance is -0.72. Overlapping area represents the amount of risk that can be diversified away by holding WisdomTree Managed Futures and Defiance Daily Target in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Defiance Daily Target and WisdomTree Managed 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 Managed Futures are associated (or correlated) with Defiance Daily. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Defiance Daily Target has no effect on the direction of WisdomTree Managed i.e., WisdomTree Managed and Defiance Daily go up and down completely randomly.

Pair Corralation between WisdomTree Managed and Defiance Daily

Given the investment horizon of 90 days WisdomTree Managed is expected to generate 18.95 times less return on investment than Defiance Daily. But when comparing it to its historical volatility, WisdomTree Managed Futures is 17.29 times less risky than Defiance Daily. It trades about 0.06 of its potential returns per unit of risk. Defiance Daily Target is currently generating about 0.07 of returns per unit of risk over similar time horizon. If you would invest  2,412  in Defiance Daily Target on November 8, 2025 and sell it today you would earn a total of  154.00  from holding Defiance Daily Target or generate 6.38% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

WisdomTree Managed Futures  vs.  Defiance Daily Target

 Performance 
       Timeline  
WisdomTree Managed 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in WisdomTree Managed Futures are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable primary indicators, WisdomTree Managed is not utilizing all of its potentials. The recent stock price disturbance, may contribute to mid-run losses for the stockholders.
Defiance Daily Target 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Defiance Daily Target are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of fairly abnormal basic indicators, Defiance Daily showed solid returns over the last few months and may actually be approaching a breakup point.

WisdomTree Managed and Defiance Daily Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with WisdomTree Managed and Defiance Daily

The main advantage of trading using opposite WisdomTree Managed and Defiance Daily positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if WisdomTree Managed position performs unexpectedly, Defiance Daily 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 Defiance Daily will offset losses from the drop in Defiance Daily's long position.
The idea behind WisdomTree Managed Futures and Defiance Daily Target 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 Stocks Directory module to find actively traded stocks across global markets.

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