Correlation Between GB Group and Transcosmos

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

Diversification Opportunities for GB Group and Transcosmos

1.0
  Correlation Coefficient

No risk reduction

The 3 months correlation between GBGPF and Transcosmos is 1.0. Overlapping area represents the amount of risk that can be diversified away by holding GB Group plc and transcosmos inc in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on transcosmos inc and GB Group 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 GB Group plc are associated (or correlated) with Transcosmos. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of transcosmos inc has no effect on the direction of GB Group i.e., GB Group and Transcosmos go up and down completely randomly.

Pair Corralation between GB Group and Transcosmos

If you would invest  2,039  in transcosmos inc on September 20, 2025 and sell it today you would earn a total of  0.00  from holding transcosmos inc or generate 0.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Strong
Accuracy100.0%
ValuesDaily Returns

GB Group plc  vs.  transcosmos inc

 Performance 
       Timeline  
GB Group plc 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days GB Group plc has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, GB Group is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders.
transcosmos inc 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days transcosmos inc has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable essential indicators, Transcosmos is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders.

GB Group and Transcosmos Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with GB Group and Transcosmos

The main advantage of trading using opposite GB Group and Transcosmos positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if GB Group position performs unexpectedly, Transcosmos 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 Transcosmos will offset losses from the drop in Transcosmos' long position.
The idea behind GB Group plc and transcosmos inc 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 Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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