Correlation Between Bank of America and Heliostar Metals

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

Diversification Opportunities for Bank of America and Heliostar Metals

0.64
  Correlation Coefficient

Poor diversification

The 3 months correlation between Bank and Heliostar is 0.64. Overlapping area represents the amount of risk that can be diversified away by holding Bank of America and Heliostar Metals in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Heliostar Metals and Bank of America 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 Bank of America are associated (or correlated) with Heliostar Metals. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Heliostar Metals has no effect on the direction of Bank of America i.e., Bank of America and Heliostar Metals go up and down completely randomly.

Pair Corralation between Bank of America and Heliostar Metals

Considering the 90-day investment horizon Bank of America is expected to generate 3.54 times less return on investment than Heliostar Metals. But when comparing it to its historical volatility, Bank of America is 3.32 times less risky than Heliostar Metals. It trades about 0.18 of its potential returns per unit of risk. Heliostar Metals is currently generating about 0.19 of returns per unit of risk over similar time horizon. If you would invest  93.00  in Heliostar Metals on August 15, 2025 and sell it today you would earn a total of  51.00  from holding Heliostar Metals or generate 54.84% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy98.44%
ValuesDaily Returns

Bank of America  vs.  Heliostar Metals

 Performance 
       Timeline  
Bank of America 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Bank of America are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak basic indicators, Bank of America exhibited solid returns over the last few months and may actually be approaching a breakup point.
Heliostar Metals 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Heliostar Metals are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, Heliostar Metals reported solid returns over the last few months and may actually be approaching a breakup point.

Bank of America and Heliostar Metals Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Bank of America and Heliostar Metals

The main advantage of trading using opposite Bank of America and Heliostar Metals positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Bank of America position performs unexpectedly, Heliostar Metals 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 Heliostar Metals will offset losses from the drop in Heliostar Metals' long position.
The idea behind Bank of America and Heliostar Metals 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 Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

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