Correlation Between Antero Midstream and Range Resources

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

Diversification Opportunities for Antero Midstream and Range Resources

0.57
  Correlation Coefficient

Very weak diversification

The 3 months correlation between Antero and Range is 0.57. Overlapping area represents the amount of risk that can be diversified away by holding Antero Midstream Partners and Range Resources Corp in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Range Resources Corp and Antero Midstream 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 Antero Midstream Partners are associated (or correlated) with Range Resources. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Range Resources Corp has no effect on the direction of Antero Midstream i.e., Antero Midstream and Range Resources go up and down completely randomly.

Pair Corralation between Antero Midstream and Range Resources

Allowing for the 90-day total investment horizon Antero Midstream is expected to generate 31.97 times less return on investment than Range Resources. But when comparing it to its historical volatility, Antero Midstream Partners is 1.9 times less risky than Range Resources. It trades about 0.01 of its potential returns per unit of risk. Range Resources Corp is currently generating about 0.11 of returns per unit of risk over similar time horizon. If you would invest  3,424  in Range Resources Corp on August 14, 2025 and sell it today you would earn a total of  464.00  from holding Range Resources Corp or generate 13.55% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Antero Midstream Partners  vs.  Range Resources Corp

 Performance 
       Timeline  
Antero Midstream Partners 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Antero Midstream Partners has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy primary indicators, Antero Midstream is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors.
Range Resources Corp 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Range Resources Corp are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak basic indicators, Range Resources exhibited solid returns over the last few months and may actually be approaching a breakup point.

Antero Midstream and Range Resources Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Antero Midstream and Range Resources

The main advantage of trading using opposite Antero Midstream and Range Resources positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Antero Midstream position performs unexpectedly, Range Resources 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 Range Resources will offset losses from the drop in Range Resources' long position.
The idea behind Antero Midstream Partners and Range Resources Corp 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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.

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