Correlation Between A2 Milk and China Feihe

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Can any of the company-specific risk be diversified away by investing in both A2 Milk and China Feihe 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 A2 Milk and China Feihe into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between The a2 Milk and China Feihe Limited, you can compare the effects of market volatilities on A2 Milk and China Feihe 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 A2 Milk with a short position of China Feihe. Check out your portfolio center. Please also check ongoing floating volatility patterns of A2 Milk and China Feihe.

Diversification Opportunities for A2 Milk and China Feihe

-0.21
  Correlation Coefficient

Very good diversification

The 3 months correlation between ACOPF and China is -0.21. Overlapping area represents the amount of risk that can be diversified away by holding The a2 Milk and China Feihe Limited in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on China Feihe Limited and A2 Milk 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 The a2 Milk are associated (or correlated) with China Feihe. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of China Feihe Limited has no effect on the direction of A2 Milk i.e., A2 Milk and China Feihe go up and down completely randomly.

Pair Corralation between A2 Milk and China Feihe

Assuming the 90 days horizon The a2 Milk is expected to generate 2.33 times more return on investment than China Feihe. However, A2 Milk is 2.33 times more volatile than China Feihe Limited. It trades about 0.05 of its potential returns per unit of risk. China Feihe Limited is currently generating about -0.16 per unit of risk. If you would invest  561.00  in The a2 Milk on August 20, 2025 and sell it today you would earn a total of  39.00  from holding The a2 Milk or generate 6.95% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy98.44%
ValuesDaily Returns

The a2 Milk  vs.  China Feihe Limited

 Performance 
       Timeline  
a2 Milk 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in The a2 Milk are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, A2 Milk may actually be approaching a critical reversion point that can send shares even higher in December 2025.
China Feihe Limited 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days China Feihe Limited has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's essential indicators remain nearly stable which may send shares a bit higher in December 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders.

A2 Milk and China Feihe Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with A2 Milk and China Feihe

The main advantage of trading using opposite A2 Milk and China Feihe positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if A2 Milk position performs unexpectedly, China Feihe 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 China Feihe will offset losses from the drop in China Feihe's long position.
The idea behind The a2 Milk and China Feihe Limited 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 FinTech Suite module to use AI to screen and filter profitable investment opportunities.

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