Correlation Between Electronic Arts and LATAM Airlines

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

Diversification Opportunities for Electronic Arts and LATAM Airlines

-0.27
  Correlation Coefficient

Very good diversification

The 3 months correlation between Electronic and LATAM is -0.27. Overlapping area represents the amount of risk that can be diversified away by holding Electronic Arts and LATAM Airlines Group in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on LATAM Airlines Group and Electronic Arts 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 Electronic Arts are associated (or correlated) with LATAM Airlines. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of LATAM Airlines Group has no effect on the direction of Electronic Arts i.e., Electronic Arts and LATAM Airlines go up and down completely randomly.

Pair Corralation between Electronic Arts and LATAM Airlines

Allowing for the 90-day total investment horizon Electronic Arts is expected to generate 1.01 times more return on investment than LATAM Airlines. However, Electronic Arts is 1.01 times more volatile than LATAM Airlines Group. It trades about 0.15 of its potential returns per unit of risk. LATAM Airlines Group is currently generating about 0.05 per unit of risk. If you would invest  16,973  in Electronic Arts on September 11, 2025 and sell it today you would earn a total of  3,409  from holding Electronic Arts or generate 20.08% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Electronic Arts  vs.  LATAM Airlines Group

 Performance 
       Timeline  
Electronic Arts 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Electronic Arts are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, Electronic Arts sustained solid returns over the last few months and may actually be approaching a breakup point.
LATAM Airlines Group 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in LATAM Airlines Group are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy basic indicators, LATAM Airlines is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors.

Electronic Arts and LATAM Airlines Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Electronic Arts and LATAM Airlines

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

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