Correlation Between Chatham Lodging and Games Workshop

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

Diversification Opportunities for Chatham Lodging and Games Workshop

-0.64
  Correlation Coefficient

Excellent diversification

The 3 months correlation between Chatham and Games is -0.64. Overlapping area represents the amount of risk that can be diversified away by holding Chatham Lodging Trust and Games Workshop Group in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Games Workshop Group and Chatham Lodging 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 Chatham Lodging Trust are associated (or correlated) with Games Workshop. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Games Workshop Group has no effect on the direction of Chatham Lodging i.e., Chatham Lodging and Games Workshop go up and down completely randomly.

Pair Corralation between Chatham Lodging and Games Workshop

Assuming the 90 days trading horizon Chatham Lodging Trust is expected to under-perform the Games Workshop. But the preferred stock apears to be less risky and, when comparing its historical volatility, Chatham Lodging Trust is 3.93 times less risky than Games Workshop. The preferred stock trades about -0.1 of its potential returns per unit of risk. The Games Workshop Group is currently generating about 0.18 of returns per unit of risk over similar time horizon. If you would invest  20,329  in Games Workshop Group on September 7, 2025 and sell it today you would earn a total of  6,771  from holding Games Workshop Group or generate 33.31% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Chatham Lodging Trust  vs.  Games Workshop Group

 Performance 
       Timeline  
Chatham Lodging Trust 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Chatham Lodging Trust has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Chatham Lodging is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.
Games Workshop Group 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Games Workshop Group are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Despite nearly weak forward-looking signals, Games Workshop reported solid returns over the last few months and may actually be approaching a breakup point.

Chatham Lodging and Games Workshop Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Chatham Lodging and Games Workshop

The main advantage of trading using opposite Chatham Lodging and Games Workshop positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Chatham Lodging position performs unexpectedly, Games Workshop 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 Games Workshop will offset losses from the drop in Games Workshop's long position.
The idea behind Chatham Lodging Trust and Games Workshop Group 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 Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.

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