Correlation Between Raytheon Technologies and Aeorema Communications

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

Diversification Opportunities for Raytheon Technologies and Aeorema Communications

0.82
  Correlation Coefficient

Very poor diversification

The 3 months correlation between Raytheon and Aeorema is 0.82. Overlapping area represents the amount of risk that can be diversified away by holding Raytheon Technologies Corp and Aeorema Communications Plc in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Aeorema Communications and Raytheon Technologies 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 Raytheon Technologies Corp are associated (or correlated) with Aeorema Communications. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Aeorema Communications has no effect on the direction of Raytheon Technologies i.e., Raytheon Technologies and Aeorema Communications go up and down completely randomly.

Pair Corralation between Raytheon Technologies and Aeorema Communications

Assuming the 90 days trading horizon Raytheon Technologies is expected to generate 1.42 times less return on investment than Aeorema Communications. But when comparing it to its historical volatility, Raytheon Technologies Corp is 1.14 times less risky than Aeorema Communications. It trades about 0.13 of its potential returns per unit of risk. Aeorema Communications Plc is currently generating about 0.16 of returns per unit of risk over similar time horizon. If you would invest  5,231  in Aeorema Communications Plc on September 13, 2025 and sell it today you would earn a total of  1,019  from holding Aeorema Communications Plc or generate 19.48% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

Raytheon Technologies Corp  vs.  Aeorema Communications Plc

 Performance 
       Timeline  
Raytheon Technologies 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Raytheon Technologies Corp are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Raytheon Technologies unveiled solid returns over the last few months and may actually be approaching a breakup point.
Aeorema Communications 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Aeorema Communications Plc are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain technical and fundamental indicators, Aeorema Communications exhibited solid returns over the last few months and may actually be approaching a breakup point.

Raytheon Technologies and Aeorema Communications Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Raytheon Technologies and Aeorema Communications

The main advantage of trading using opposite Raytheon Technologies and Aeorema Communications positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Raytheon Technologies position performs unexpectedly, Aeorema Communications 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 Aeorema Communications will offset losses from the drop in Aeorema Communications' long position.
The idea behind Raytheon Technologies Corp and Aeorema Communications Plc 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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