Correlation Between Bangkok Dusit and Jaco Electronics

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

Diversification Opportunities for Bangkok Dusit and Jaco Electronics

0.0
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between Bangkok and Jaco is 0.0. Overlapping area represents the amount of risk that can be diversified away by holding Bangkok Dusit Medical and Jaco Electronics in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Jaco Electronics and Bangkok Dusit 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 Bangkok Dusit Medical are associated (or correlated) with Jaco Electronics. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Jaco Electronics has no effect on the direction of Bangkok Dusit i.e., Bangkok Dusit and Jaco Electronics go up and down completely randomly.

Pair Corralation between Bangkok Dusit and Jaco Electronics

If you would invest  0.01  in Jaco Electronics on September 12, 2025 and sell it today you would earn a total of  0.00  from holding Jaco Electronics or generate 0.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionFlat 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Bangkok Dusit Medical  vs.  Jaco Electronics

 Performance 
       Timeline  
Bangkok Dusit Medical 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Bangkok Dusit Medical has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable essential indicators, Bangkok Dusit is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders.
Jaco Electronics 

Risk-Adjusted Performance

Weakest

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

Bangkok Dusit and Jaco Electronics Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Bangkok Dusit and Jaco Electronics

The main advantage of trading using opposite Bangkok Dusit and Jaco Electronics positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Bangkok Dusit position performs unexpectedly, Jaco Electronics 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 Jaco Electronics will offset losses from the drop in Jaco Electronics' long position.
The idea behind Bangkok Dusit Medical and Jaco Electronics 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 Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..

Other Complementary Tools

Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Portfolio Holdings
Check your current holdings and cash postion to detemine if your portfolio needs rebalancing
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation