Correlation Between Bluejay Mining and Lake Resources

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

Diversification Opportunities for Bluejay Mining and Lake Resources

0.22
  Correlation Coefficient

Modest diversification

The 3 months correlation between Bluejay and Lake is 0.22. Overlapping area represents the amount of risk that can be diversified away by holding Bluejay Mining plc and Lake Resources NL in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Lake Resources NL and Bluejay Mining 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 Bluejay Mining plc are associated (or correlated) with Lake Resources. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Lake Resources NL has no effect on the direction of Bluejay Mining i.e., Bluejay Mining and Lake Resources go up and down completely randomly.

Pair Corralation between Bluejay Mining and Lake Resources

Assuming the 90 days horizon Bluejay Mining plc is expected to generate 2.92 times more return on investment than Lake Resources. However, Bluejay Mining is 2.92 times more volatile than Lake Resources NL. It trades about 0.13 of its potential returns per unit of risk. Lake Resources NL is currently generating about 0.13 per unit of risk. If you would invest  0.39  in Bluejay Mining plc on August 29, 2025 and sell it today you would earn a total of  0.41  from holding Bluejay Mining plc or generate 105.13% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

Bluejay Mining plc  vs.  Lake Resources NL

 Performance 
       Timeline  
Bluejay Mining plc 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Bluejay Mining plc are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite nearly inconsistent basic indicators, Bluejay Mining reported solid returns over the last few months and may actually be approaching a breakup point.
Lake Resources NL 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Lake Resources NL are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite nearly weak forward-looking signals, Lake Resources reported solid returns over the last few months and may actually be approaching a breakup point.

Bluejay Mining and Lake Resources Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Bluejay Mining and Lake Resources

The main advantage of trading using opposite Bluejay Mining and Lake Resources positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Bluejay Mining position performs unexpectedly, Lake Resources 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 Lake Resources will offset losses from the drop in Lake Resources' long position.
The idea behind Bluejay Mining plc and Lake Resources NL 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 Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

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