Correlation Between Bright Scholar and Canadian Utilities

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

Diversification Opportunities for Bright Scholar and Canadian Utilities

0.44
  Correlation Coefficient

Very weak diversification

The 3 months correlation between Bright and Canadian is 0.44. Overlapping area represents the amount of risk that can be diversified away by holding Bright Scholar Education and Canadian Utilities Limited in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Canadian Utilities and Bright Scholar 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 Bright Scholar Education are associated (or correlated) with Canadian Utilities. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Canadian Utilities has no effect on the direction of Bright Scholar i.e., Bright Scholar and Canadian Utilities go up and down completely randomly.

Pair Corralation between Bright Scholar and Canadian Utilities

Given the investment horizon of 90 days Bright Scholar Education is expected to generate 18.52 times more return on investment than Canadian Utilities. However, Bright Scholar is 18.52 times more volatile than Canadian Utilities Limited. It trades about 0.13 of its potential returns per unit of risk. Canadian Utilities Limited is currently generating about 0.13 per unit of risk. If you would invest  171.00  in Bright Scholar Education on September 2, 2025 and sell it today you would earn a total of  48.00  from holding Bright Scholar Education or generate 28.07% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Bright Scholar Education  vs.  Canadian Utilities Limited

 Performance 
       Timeline  
Bright Scholar Education 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Bright Scholar Education are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively fragile fundamental indicators, Bright Scholar unveiled solid returns over the last few months and may actually be approaching a breakup point.
Canadian Utilities 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Canadian Utilities Limited are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable essential indicators, Canadian Utilities is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders.

Bright Scholar and Canadian Utilities Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Bright Scholar and Canadian Utilities

The main advantage of trading using opposite Bright Scholar and Canadian Utilities positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Bright Scholar position performs unexpectedly, Canadian Utilities 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 Canadian Utilities will offset losses from the drop in Canadian Utilities' long position.
The idea behind Bright Scholar Education and Canadian Utilities Limited 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 Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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