Correlation Between AIR PRODCHEMICALS and Major Drilling

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

Diversification Opportunities for AIR PRODCHEMICALS and Major Drilling

-0.87
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between AIR and Major is -0.87. Overlapping area represents the amount of risk that can be diversified away by holding AIR PRODCHEMICALS and Major Drilling Group in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Major Drilling Group and AIR PRODCHEMICALS 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 AIR PRODCHEMICALS are associated (or correlated) with Major Drilling. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Major Drilling Group has no effect on the direction of AIR PRODCHEMICALS i.e., AIR PRODCHEMICALS and Major Drilling go up and down completely randomly.

Pair Corralation between AIR PRODCHEMICALS and Major Drilling

Assuming the 90 days trading horizon AIR PRODCHEMICALS is expected to under-perform the Major Drilling. But the stock apears to be less risky and, when comparing its historical volatility, AIR PRODCHEMICALS is 2.18 times less risky than Major Drilling. The stock trades about -0.11 of its potential returns per unit of risk. The Major Drilling Group is currently generating about 0.13 of returns per unit of risk over similar time horizon. If you would invest  610.00  in Major Drilling Group on September 3, 2025 and sell it today you would earn a total of  160.00  from holding Major Drilling Group or generate 26.23% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

AIR PRODCHEMICALS  vs.  Major Drilling Group

 Performance 
       Timeline  
AIR PRODCHEMICALS 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days AIR PRODCHEMICALS has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest uncertain performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors.
Major Drilling Group 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Major Drilling Group are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, Major Drilling reported solid returns over the last few months and may actually be approaching a breakup point.

AIR PRODCHEMICALS and Major Drilling Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with AIR PRODCHEMICALS and Major Drilling

The main advantage of trading using opposite AIR PRODCHEMICALS and Major Drilling positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if AIR PRODCHEMICALS position performs unexpectedly, Major Drilling 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 Major Drilling will offset losses from the drop in Major Drilling's long position.
The idea behind AIR PRODCHEMICALS and Major Drilling Group 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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

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