Correlation Between Amazon CDR and Gibson Energy

Specify exactly 2 symbols:
Can any of the company-specific risk be diversified away by investing in both Amazon CDR and Gibson Energy 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 Amazon CDR and Gibson Energy into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between Amazon CDR and Gibson Energy, you can compare the effects of market volatilities on Amazon CDR and Gibson Energy 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 Amazon CDR with a short position of Gibson Energy. Check out your portfolio center. Please also check ongoing floating volatility patterns of Amazon CDR and Gibson Energy.

Diversification Opportunities for Amazon CDR and Gibson Energy

-0.34
  Correlation Coefficient

Very good diversification

The 3 months correlation between Amazon and Gibson is -0.34. Overlapping area represents the amount of risk that can be diversified away by holding Amazon CDR and Gibson Energy in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Gibson Energy and Amazon CDR 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 Amazon CDR are associated (or correlated) with Gibson Energy. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Gibson Energy has no effect on the direction of Amazon CDR i.e., Amazon CDR and Gibson Energy go up and down completely randomly.

Pair Corralation between Amazon CDR and Gibson Energy

Assuming the 90 days trading horizon Amazon CDR is expected to generate 1.56 times more return on investment than Gibson Energy. However, Amazon CDR is 1.56 times more volatile than Gibson Energy. It trades about 0.03 of its potential returns per unit of risk. Gibson Energy is currently generating about 0.0 per unit of risk. If you would invest  2,644  in Amazon CDR on September 3, 2025 and sell it today you would earn a total of  70.00  from holding Amazon CDR or generate 2.65% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Amazon CDR  vs.  Gibson Energy

 Performance 
       Timeline  
Amazon CDR 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Amazon CDR are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound technical and fundamental indicators, Amazon CDR is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders.
Gibson Energy 

Risk-Adjusted Performance

Weakest

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

Amazon CDR and Gibson Energy Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Amazon CDR and Gibson Energy

The main advantage of trading using opposite Amazon CDR and Gibson Energy positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Amazon CDR position performs unexpectedly, Gibson Energy 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 Gibson Energy will offset losses from the drop in Gibson Energy's long position.
The idea behind Amazon CDR and Gibson Energy 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 Money Managers module to screen money managers from public funds and ETFs managed around the world.

Other Complementary Tools

My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Stock Screener
Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Investing Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences