Correlation Between Fairfax Financial and DGL Investments

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Can any of the company-specific risk be diversified away by investing in both Fairfax Financial and DGL Investments 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 Fairfax Financial and DGL Investments into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between Fairfax Financial Holdings and DGL Investments No1, you can compare the effects of market volatilities on Fairfax Financial and DGL Investments 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 Fairfax Financial with a short position of DGL Investments. Check out your portfolio center. Please also check ongoing floating volatility patterns of Fairfax Financial and DGL Investments.

Diversification Opportunities for Fairfax Financial and DGL Investments

0.0
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between Fairfax and DGL is 0.0. Overlapping area represents the amount of risk that can be diversified away by holding Fairfax Financial Holdings and DGL Investments No1 in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on DGL Investments No1 and Fairfax Financial 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 Fairfax Financial Holdings are associated (or correlated) with DGL Investments. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of DGL Investments No1 has no effect on the direction of Fairfax Financial i.e., Fairfax Financial and DGL Investments go up and down completely randomly.

Pair Corralation between Fairfax Financial and DGL Investments

If you would invest  2,508  in Fairfax Financial Holdings on September 12, 2025 and sell it today you would earn a total of  37.00  from holding Fairfax Financial Holdings or generate 1.48% return on investment over 90 days.
Time Period3 Months [change]
DirectionFlat 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Fairfax Financial Holdings  vs.  DGL Investments No1

 Performance 
       Timeline  
Fairfax Financial 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Fairfax Financial Holdings are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong technical indicators, Fairfax Financial is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors.
DGL Investments No1 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days DGL Investments No1 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, DGL Investments is not utilizing all of its potentials. The newest stock price fuss, may contribute to near-short-term losses for the sophisticated investors.

Fairfax Financial and DGL Investments Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Fairfax Financial and DGL Investments

The main advantage of trading using opposite Fairfax Financial and DGL Investments positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Fairfax Financial position performs unexpectedly, DGL Investments 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 DGL Investments will offset losses from the drop in DGL Investments' long position.
The idea behind Fairfax Financial Holdings and DGL Investments No1 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 ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.

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