Correlation Between Altair Corp and Amphenol

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

Diversification Opportunities for Altair Corp and Amphenol

0.77
  Correlation Coefficient

Poor diversification

The 3 months correlation between Altair and Amphenol is 0.77. Overlapping area represents the amount of risk that can be diversified away by holding Altair Corp and Amphenol in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Amphenol and Altair Corp 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 Altair Corp are associated (or correlated) with Amphenol. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Amphenol has no effect on the direction of Altair Corp i.e., Altair Corp and Amphenol go up and down completely randomly.

Pair Corralation between Altair Corp and Amphenol

Given the investment horizon of 90 days Altair Corp is expected to generate 1.5 times more return on investment than Amphenol. However, Altair Corp is 1.5 times more volatile than Amphenol. It trades about 0.14 of its potential returns per unit of risk. Amphenol is currently generating about 0.13 per unit of risk. If you would invest  118,100  in Altair Corp on September 10, 2025 and sell it today you would earn a total of  30,900  from holding Altair Corp or generate 26.16% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy98.44%
ValuesDaily Returns

Altair Corp  vs.  Amphenol

 Performance 
       Timeline  
Altair Corp 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Altair Corp are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile fundamental indicators, Altair Corp exhibited solid returns over the last few months and may actually be approaching a breakup point.
Amphenol 

Risk-Adjusted Performance

Fair

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

Altair Corp and Amphenol Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Altair Corp and Amphenol

The main advantage of trading using opposite Altair Corp and Amphenol positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Altair Corp position performs unexpectedly, Amphenol 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 Amphenol will offset losses from the drop in Amphenol's long position.
The idea behind Altair Corp and Amphenol 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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

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