Correlation Between Falcon Oil and ConocoPhillips

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

Diversification Opportunities for Falcon Oil and ConocoPhillips

-0.7
  Correlation Coefficient

Excellent diversification

The 3 months correlation between Falcon and ConocoPhillips is -0.7. Overlapping area represents the amount of risk that can be diversified away by holding Falcon Oil Gas and ConocoPhillips in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on ConocoPhillips and Falcon Oil 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 Falcon Oil Gas are associated (or correlated) with ConocoPhillips. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of ConocoPhillips has no effect on the direction of Falcon Oil i.e., Falcon Oil and ConocoPhillips go up and down completely randomly.

Pair Corralation between Falcon Oil and ConocoPhillips

Given the investment horizon of 90 days Falcon Oil Gas is expected to generate 2.38 times more return on investment than ConocoPhillips. However, Falcon Oil is 2.38 times more volatile than ConocoPhillips. It trades about 0.14 of its potential returns per unit of risk. ConocoPhillips is currently generating about -0.1 per unit of risk. If you would invest  14.00  in Falcon Oil Gas on August 30, 2025 and sell it today you would earn a total of  5.00  from holding Falcon Oil Gas or generate 35.71% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy98.41%
ValuesDaily Returns

Falcon Oil Gas  vs.  ConocoPhillips

 Performance 
       Timeline  
Falcon Oil Gas 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Falcon Oil Gas are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of fairly unfluctuating basic indicators, Falcon Oil showed solid returns over the last few months and may actually be approaching a breakup point.
ConocoPhillips 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days ConocoPhillips has generated negative risk-adjusted returns adding no value to investors with long positions. Even with latest inconsistent performance, the Stock's basic indicators remain invariable and the latest agitation on Wall Street may also be a sign of long-running gains for the enterprise retail investors.

Falcon Oil and ConocoPhillips Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Falcon Oil and ConocoPhillips

The main advantage of trading using opposite Falcon Oil and ConocoPhillips positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Falcon Oil position performs unexpectedly, ConocoPhillips 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 ConocoPhillips will offset losses from the drop in ConocoPhillips' long position.
The idea behind Falcon Oil Gas and ConocoPhillips 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 Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

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