Correlation Between Aurora Solar and Wallbridge Mining

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

Diversification Opportunities for Aurora Solar and Wallbridge Mining

0.22
  Correlation Coefficient

Modest diversification

The 3 months correlation between Aurora and Wallbridge is 0.22. Overlapping area represents the amount of risk that can be diversified away by holding Aurora Solar Technologies and Wallbridge Mining in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Wallbridge Mining and Aurora Solar 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 Aurora Solar Technologies are associated (or correlated) with Wallbridge Mining. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Wallbridge Mining has no effect on the direction of Aurora Solar i.e., Aurora Solar and Wallbridge Mining go up and down completely randomly.

Pair Corralation between Aurora Solar and Wallbridge Mining

Assuming the 90 days horizon Aurora Solar Technologies is expected to generate 3.16 times more return on investment than Wallbridge Mining. However, Aurora Solar is 3.16 times more volatile than Wallbridge Mining. It trades about 0.03 of its potential returns per unit of risk. Wallbridge Mining is currently generating about 0.04 per unit of risk. If you would invest  1.50  in Aurora Solar Technologies on September 1, 2025 and sell it today you would lose (0.50) from holding Aurora Solar Technologies or give up 33.33% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

Aurora Solar Technologies  vs.  Wallbridge Mining

 Performance 
       Timeline  
Aurora Solar Technologies 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Aurora Solar Technologies are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of fairly abnormal basic indicators, Aurora Solar showed solid returns over the last few months and may actually be approaching a breakup point.
Wallbridge Mining 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Wallbridge Mining are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, Wallbridge Mining displayed solid returns over the last few months and may actually be approaching a breakup point.

Aurora Solar and Wallbridge Mining Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Aurora Solar and Wallbridge Mining

The main advantage of trading using opposite Aurora Solar and Wallbridge Mining positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Aurora Solar position performs unexpectedly, Wallbridge Mining 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 Wallbridge Mining will offset losses from the drop in Wallbridge Mining's long position.
The idea behind Aurora Solar Technologies and Wallbridge Mining 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 Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.

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