Correlation Between Taekwang Ind and Kaonmedia

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

Diversification Opportunities for Taekwang Ind and Kaonmedia

-0.69
  Correlation Coefficient

Excellent diversification

The 3 months correlation between Taekwang and Kaonmedia is -0.69. Overlapping area represents the amount of risk that can be diversified away by holding Taekwang Ind and Kaonmedia Co in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Kaonmedia and Taekwang Ind 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 Taekwang Ind are associated (or correlated) with Kaonmedia. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Kaonmedia has no effect on the direction of Taekwang Ind i.e., Taekwang Ind and Kaonmedia go up and down completely randomly.

Pair Corralation between Taekwang Ind and Kaonmedia

Assuming the 90 days trading horizon Taekwang Ind is expected to under-perform the Kaonmedia. But the stock apears to be less risky and, when comparing its historical volatility, Taekwang Ind is 2.23 times less risky than Kaonmedia. The stock trades about -0.05 of its potential returns per unit of risk. The Kaonmedia Co is currently generating about 0.16 of returns per unit of risk over similar time horizon. If you would invest  347,500  in Kaonmedia Co on September 6, 2025 and sell it today you would earn a total of  133,000  from holding Kaonmedia Co or generate 38.27% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy98.33%
ValuesDaily Returns

Taekwang Ind  vs.  Kaonmedia Co

 Performance 
       Timeline  
Taekwang Ind 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Taekwang Ind has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Taekwang Ind is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Kaonmedia 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Kaonmedia Co are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Kaonmedia sustained solid returns over the last few months and may actually be approaching a breakup point.

Taekwang Ind and Kaonmedia Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Taekwang Ind and Kaonmedia

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

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