Correlation Between Advanced Micro and Ashmore Emerging

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

Diversification Opportunities for Advanced Micro and Ashmore Emerging

0.68
  Correlation Coefficient

Poor diversification

The 3 months correlation between Advanced and Ashmore is 0.68. Overlapping area represents the amount of risk that can be diversified away by holding Advanced Micro Devices and Ashmore Emerging Markets in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Ashmore Emerging Markets and Advanced Micro 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 Advanced Micro Devices are associated (or correlated) with Ashmore Emerging. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Ashmore Emerging Markets has no effect on the direction of Advanced Micro i.e., Advanced Micro and Ashmore Emerging go up and down completely randomly.

Pair Corralation between Advanced Micro and Ashmore Emerging

Assuming the 90 days trading horizon Advanced Micro Devices is expected to generate 5.69 times more return on investment than Ashmore Emerging. However, Advanced Micro is 5.69 times more volatile than Ashmore Emerging Markets. It trades about 0.09 of its potential returns per unit of risk. Ashmore Emerging Markets is currently generating about 0.06 per unit of risk. If you would invest  3,109  in Advanced Micro Devices on August 27, 2025 and sell it today you would earn a total of  701.00  from holding Advanced Micro Devices or generate 22.55% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

Advanced Micro Devices  vs.  Ashmore Emerging Markets

 Performance 
       Timeline  
Advanced Micro Devices 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Advanced Micro Devices are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating fundamental indicators, Advanced Micro displayed solid returns over the last few months and may actually be approaching a breakup point.
Ashmore Emerging Markets 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Ashmore Emerging Markets are ranked lower than 4 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Ashmore Emerging is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

Advanced Micro and Ashmore Emerging Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Advanced Micro and Ashmore Emerging

The main advantage of trading using opposite Advanced Micro and Ashmore Emerging positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Advanced Micro position performs unexpectedly, Ashmore Emerging 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 Ashmore Emerging will offset losses from the drop in Ashmore Emerging's long position.
The idea behind Advanced Micro Devices and Ashmore Emerging Markets 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 File Import module to quickly import all of your third-party portfolios from your local drive in csv format.

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