Correlation Between Clean Energy and Nabors Industries

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

Diversification Opportunities for Clean Energy and Nabors Industries

-0.07
  Correlation Coefficient

Good diversification

The 3 months correlation between Clean and Nabors is -0.07. Overlapping area represents the amount of risk that can be diversified away by holding Clean Energy Fuels and Nabors Industries in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Nabors Industries and Clean 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 Clean Energy Fuels are associated (or correlated) with Nabors Industries. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Nabors Industries has no effect on the direction of Clean Energy i.e., Clean Energy and Nabors Industries go up and down completely randomly.

Pair Corralation between Clean Energy and Nabors Industries

Given the investment horizon of 90 days Clean Energy Fuels is expected to under-perform the Nabors Industries. But the stock apears to be less risky and, when comparing its historical volatility, Clean Energy Fuels is 1.11 times less risky than Nabors Industries. The stock trades about -0.02 of its potential returns per unit of risk. The Nabors Industries is currently generating about 0.12 of returns per unit of risk over similar time horizon. If you would invest  3,597  in Nabors Industries on August 20, 2025 and sell it today you would earn a total of  1,141  from holding Nabors Industries or generate 31.72% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Clean Energy Fuels  vs.  Nabors Industries

 Performance 
       Timeline  
Clean Energy Fuels 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Clean Energy Fuels has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Clean Energy is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders.
Nabors Industries 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Nabors Industries are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak fundamental drivers, Nabors Industries reported solid returns over the last few months and may actually be approaching a breakup point.

Clean Energy and Nabors Industries Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Clean Energy and Nabors Industries

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

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