Correlation Between Aris Gold and Mayfair Gold

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

Diversification Opportunities for Aris Gold and Mayfair Gold

0.77
  Correlation Coefficient

Poor diversification

The 3 months correlation between Aris and Mayfair is 0.77. Overlapping area represents the amount of risk that can be diversified away by holding Aris Gold and Mayfair Gold Corp in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Mayfair Gold Corp and Aris Gold 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 Aris Gold are associated (or correlated) with Mayfair Gold. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Mayfair Gold Corp has no effect on the direction of Aris Gold i.e., Aris Gold and Mayfair Gold go up and down completely randomly.

Pair Corralation between Aris Gold and Mayfair Gold

Assuming the 90 days horizon Aris Gold is expected to generate 1.61 times more return on investment than Mayfair Gold. However, Aris Gold is 1.61 times more volatile than Mayfair Gold Corp. It trades about 0.17 of its potential returns per unit of risk. Mayfair Gold Corp is currently generating about 0.12 per unit of risk. If you would invest  32.00  in Aris Gold on August 27, 2025 and sell it today you would earn a total of  22.00  from holding Aris Gold or generate 68.75% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

Aris Gold  vs.  Mayfair Gold Corp

 Performance 
       Timeline  
Aris Gold 

Risk-Adjusted Performance

Good

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

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Mayfair Gold Corp are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of fairly unfluctuating basic indicators, Mayfair Gold showed solid returns over the last few months and may actually be approaching a breakup point.

Aris Gold and Mayfair Gold Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Aris Gold and Mayfair Gold

The main advantage of trading using opposite Aris Gold and Mayfair Gold positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Aris Gold position performs unexpectedly, Mayfair Gold 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 Mayfair Gold will offset losses from the drop in Mayfair Gold's long position.
The idea behind Aris Gold and Mayfair Gold Corp 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 Transaction History module to view history of all your transactions and understand their impact on performance.

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