Correlation Between Lundin Mining and Lowland Investment

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

Diversification Opportunities for Lundin Mining and Lowland Investment

0.84
  Correlation Coefficient

Very poor diversification

The 3 months correlation between Lundin and Lowland is 0.84. Overlapping area represents the amount of risk that can be diversified away by holding Lundin Mining Corp and Lowland Investment Co in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Lowland Investment and Lundin Mining 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 Lundin Mining Corp are associated (or correlated) with Lowland Investment. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Lowland Investment has no effect on the direction of Lundin Mining i.e., Lundin Mining and Lowland Investment go up and down completely randomly.

Pair Corralation between Lundin Mining and Lowland Investment

Assuming the 90 days trading horizon Lundin Mining Corp is expected to under-perform the Lowland Investment. In addition to that, Lundin Mining is 3.1 times more volatile than Lowland Investment Co. It trades about -0.01 of its total potential returns per unit of risk. Lowland Investment Co is currently generating about 0.02 per unit of volatility. If you would invest  15,400  in Lowland Investment Co on September 10, 2025 and sell it today you would earn a total of  50.00  from holding Lowland Investment Co or generate 0.32% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

Lundin Mining Corp  vs.  Lowland Investment Co

 Performance 
       Timeline  
Lundin Mining Corp 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Lundin Mining Corp are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively unsteady basic indicators, Lundin Mining unveiled solid returns over the last few months and may actually be approaching a breakup point.
Lowland Investment 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Lowland Investment Co are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound technical and fundamental indicators, Lowland Investment is not utilizing all of its potentials. The newest stock price tumult, may contribute to shorter-term losses for the shareholders.

Lundin Mining and Lowland Investment Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Lundin Mining and Lowland Investment

The main advantage of trading using opposite Lundin Mining and Lowland Investment positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Lundin Mining position performs unexpectedly, Lowland Investment 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 Lowland Investment will offset losses from the drop in Lowland Investment's long position.
The idea behind Lundin Mining Corp and Lowland Investment 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.
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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

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