Correlation Between Delta Manufacturing and Rico Auto

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

Diversification Opportunities for Delta Manufacturing and Rico Auto

0.08
  Correlation Coefficient

Significant diversification

The 3 months correlation between Delta and Rico is 0.08. Overlapping area represents the amount of risk that can be diversified away by holding Delta Manufacturing Limited and Rico Auto Industries in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Rico Auto Industries and Delta Manufacturing 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 Delta Manufacturing Limited are associated (or correlated) with Rico Auto. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Rico Auto Industries has no effect on the direction of Delta Manufacturing i.e., Delta Manufacturing and Rico Auto go up and down completely randomly.

Pair Corralation between Delta Manufacturing and Rico Auto

Assuming the 90 days trading horizon Delta Manufacturing Limited is expected to under-perform the Rico Auto. But the stock apears to be less risky and, when comparing its historical volatility, Delta Manufacturing Limited is 1.09 times less risky than Rico Auto. The stock trades about -0.03 of its potential returns per unit of risk. The Rico Auto Industries is currently generating about 0.12 of returns per unit of risk over similar time horizon. If you would invest  9,924  in Rico Auto Industries on September 3, 2025 and sell it today you would earn a total of  2,371  from holding Rico Auto Industries or generate 23.89% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Delta Manufacturing Limited  vs.  Rico Auto Industries

 Performance 
       Timeline  
Delta Manufacturing 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Delta Manufacturing Limited has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain performance, the Stock's technical and fundamental indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors.
Rico Auto Industries 

Risk-Adjusted Performance

Fair

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

Delta Manufacturing and Rico Auto Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Delta Manufacturing and Rico Auto

The main advantage of trading using opposite Delta Manufacturing and Rico Auto positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Delta Manufacturing position performs unexpectedly, Rico Auto 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 Rico Auto will offset losses from the drop in Rico Auto's long position.
The idea behind Delta Manufacturing Limited and Rico Auto 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.
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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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

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