Correlation Between Bitfarms and Sprott

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

Diversification Opportunities for Bitfarms and Sprott

0.88
  Correlation Coefficient

Very poor diversification

The 3 months correlation between Bitfarms and Sprott is 0.88. Overlapping area represents the amount of risk that can be diversified away by holding Bitfarms and Sprott Inc in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Sprott Inc and Bitfarms 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 Bitfarms are associated (or correlated) with Sprott. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Sprott Inc has no effect on the direction of Bitfarms i.e., Bitfarms and Sprott go up and down completely randomly.

Pair Corralation between Bitfarms and Sprott

Assuming the 90 days trading horizon Bitfarms is expected to generate 4.53 times more return on investment than Sprott. However, Bitfarms is 4.53 times more volatile than Sprott Inc. It trades about 0.26 of its potential returns per unit of risk. Sprott Inc is currently generating about 0.17 per unit of risk. If you would invest  175.00  in Bitfarms on July 26, 2025 and sell it today you would earn a total of  407.00  from holding Bitfarms or generate 232.57% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

Bitfarms  vs.  Sprott Inc

 Performance 
       Timeline  
Bitfarms 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Bitfarms are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. In spite of very weak basic indicators, Bitfarms displayed solid returns over the last few months and may actually be approaching a breakup point.
Sprott Inc 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Sprott Inc are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating forward indicators, Sprott displayed solid returns over the last few months and may actually be approaching a breakup point.

Bitfarms and Sprott Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Bitfarms and Sprott

The main advantage of trading using opposite Bitfarms and Sprott positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Bitfarms position performs unexpectedly, Sprott 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 Sprott will offset losses from the drop in Sprott's long position.
The idea behind Bitfarms and Sprott Inc 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 Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.

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