Correlation Between Fortune Minerals and Lake Resources

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

Diversification Opportunities for Fortune Minerals and Lake Resources

0.38
  Correlation Coefficient

Weak diversification

The 3 months correlation between Fortune and Lake is 0.38. Overlapping area represents the amount of risk that can be diversified away by holding Fortune Minerals Limited and Lake Resources NL in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Lake Resources NL and Fortune Minerals 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 Fortune Minerals Limited are associated (or correlated) with Lake Resources. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Lake Resources NL has no effect on the direction of Fortune Minerals i.e., Fortune Minerals and Lake Resources go up and down completely randomly.

Pair Corralation between Fortune Minerals and Lake Resources

Assuming the 90 days horizon Fortune Minerals Limited is expected to generate 1.49 times more return on investment than Lake Resources. However, Fortune Minerals is 1.49 times more volatile than Lake Resources NL. It trades about 0.1 of its potential returns per unit of risk. Lake Resources NL is currently generating about 0.07 per unit of risk. If you would invest  5.00  in Fortune Minerals Limited on August 17, 2025 and sell it today you would earn a total of  2.00  from holding Fortune Minerals Limited or generate 40.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

Fortune Minerals Limited  vs.  Lake Resources NL

 Performance 
       Timeline  
Fortune Minerals 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Fortune Minerals Limited are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile fundamental indicators, Fortune Minerals reported solid returns over the last few months and may actually be approaching a breakup point.
Lake Resources NL 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Lake Resources NL are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile forward-looking signals, Lake Resources reported solid returns over the last few months and may actually be approaching a breakup point.

Fortune Minerals and Lake Resources Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Fortune Minerals and Lake Resources

The main advantage of trading using opposite Fortune Minerals and Lake Resources positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Fortune Minerals position performs unexpectedly, Lake Resources 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 Lake Resources will offset losses from the drop in Lake Resources' long position.
The idea behind Fortune Minerals Limited and Lake Resources NL 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 Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.

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