Correlation Between Beijing LongRuan and Alarm Holdings

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

Diversification Opportunities for Beijing LongRuan and Alarm Holdings

0.33
  Correlation Coefficient

Weak diversification

The 3 months correlation between Beijing and Alarm is 0.33. Overlapping area represents the amount of risk that can be diversified away by holding Beijing LongRuan Technologies and Alarm Holdings in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Alarm Holdings and Beijing LongRuan 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 Beijing LongRuan Technologies are associated (or correlated) with Alarm Holdings. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Alarm Holdings has no effect on the direction of Beijing LongRuan i.e., Beijing LongRuan and Alarm Holdings go up and down completely randomly.

Pair Corralation between Beijing LongRuan and Alarm Holdings

Assuming the 90 days trading horizon Beijing LongRuan Technologies is expected to generate 1.92 times more return on investment than Alarm Holdings. However, Beijing LongRuan is 1.92 times more volatile than Alarm Holdings. It trades about 0.0 of its potential returns per unit of risk. Alarm Holdings is currently generating about -0.01 per unit of risk. If you would invest  3,950  in Beijing LongRuan Technologies on September 6, 2025 and sell it today you would lose (1,112) from holding Beijing LongRuan Technologies or give up 28.15% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy96.56%
ValuesDaily Returns

Beijing LongRuan Technologies  vs.  Alarm Holdings

 Performance 
       Timeline  
Beijing LongRuan Tec 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Beijing LongRuan Technologies has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors.
Alarm Holdings 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Alarm Holdings has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest weak performance, the Stock's basic indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the firm investors.

Beijing LongRuan and Alarm Holdings Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Beijing LongRuan and Alarm Holdings

The main advantage of trading using opposite Beijing LongRuan and Alarm Holdings positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Beijing LongRuan position performs unexpectedly, Alarm Holdings 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 Alarm Holdings will offset losses from the drop in Alarm Holdings' long position.
The idea behind Beijing LongRuan Technologies and Alarm Holdings 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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

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