Correlation Between Challenger Energy and NXT Energy

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

Diversification Opportunities for Challenger Energy and NXT Energy

-0.82
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between Challenger and NXT is -0.82. Overlapping area represents the amount of risk that can be diversified away by holding Challenger Energy Group and NXT Energy Solutions in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on NXT Energy Solutions and Challenger Energy 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 Challenger Energy Group are associated (or correlated) with NXT Energy. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of NXT Energy Solutions has no effect on the direction of Challenger Energy i.e., Challenger Energy and NXT Energy go up and down completely randomly.

Pair Corralation between Challenger Energy and NXT Energy

Assuming the 90 days horizon Challenger Energy Group is expected to generate 0.87 times more return on investment than NXT Energy. However, Challenger Energy Group is 1.15 times less risky than NXT Energy. It trades about 0.16 of its potential returns per unit of risk. NXT Energy Solutions is currently generating about -0.16 per unit of risk. If you would invest  10.00  in Challenger Energy Group on August 15, 2025 and sell it today you would earn a total of  6.00  from holding Challenger Energy Group or generate 60.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthSignificant
Accuracy98.44%
ValuesDaily Returns

Challenger Energy Group  vs.  NXT Energy Solutions

 Performance 
       Timeline  
Challenger Energy 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Challenger Energy Group are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, Challenger Energy reported solid returns over the last few months and may actually be approaching a breakup point.
NXT Energy Solutions 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days NXT Energy Solutions has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's fundamental indicators remain nearly stable which may send shares a bit higher in December 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders.

Challenger Energy and NXT Energy Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Challenger Energy and NXT Energy

The main advantage of trading using opposite Challenger Energy and NXT Energy positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Challenger Energy position performs unexpectedly, NXT Energy 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 NXT Energy will offset losses from the drop in NXT Energy's long position.
The idea behind Challenger Energy Group and NXT Energy Solutions 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 Share Portfolio module to track or share privately all of your investments from the convenience of any device.

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