Correlation Between Garibaldi Resources and Sarama Resource

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

Diversification Opportunities for Garibaldi Resources and Sarama Resource

0.32
  Correlation Coefficient

Weak diversification

The 3 months correlation between Garibaldi and Sarama is 0.32. Overlapping area represents the amount of risk that can be diversified away by holding Garibaldi Resources Corp and Sarama Resource in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Sarama Resource and Garibaldi Resources 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 Garibaldi Resources Corp are associated (or correlated) with Sarama Resource. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Sarama Resource has no effect on the direction of Garibaldi Resources i.e., Garibaldi Resources and Sarama Resource go up and down completely randomly.

Pair Corralation between Garibaldi Resources and Sarama Resource

Assuming the 90 days horizon Garibaldi Resources is expected to generate 1.71 times less return on investment than Sarama Resource. In addition to that, Garibaldi Resources is 1.05 times more volatile than Sarama Resource. It trades about 0.03 of its total potential returns per unit of risk. Sarama Resource is currently generating about 0.06 per unit of volatility. If you would invest  4.00  in Sarama Resource on October 6, 2025 and sell it today you would earn a total of  0.50  from holding Sarama Resource or generate 12.5% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy98.39%
ValuesDaily Returns

Garibaldi Resources Corp  vs.  Sarama Resource

 Performance 
       Timeline  
Garibaldi Resources Corp 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Garibaldi Resources Corp are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of fairly abnormal basic indicators, Garibaldi Resources showed solid returns over the last few months and may actually be approaching a breakup point.
Sarama Resource 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Sarama Resource are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of fairly abnormal basic indicators, Sarama Resource showed solid returns over the last few months and may actually be approaching a breakup point.

Garibaldi Resources and Sarama Resource Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Garibaldi Resources and Sarama Resource

The main advantage of trading using opposite Garibaldi Resources and Sarama Resource positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Garibaldi Resources position performs unexpectedly, Sarama Resource 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 Sarama Resource will offset losses from the drop in Sarama Resource's long position.
The idea behind Garibaldi Resources Corp and Sarama Resource 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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

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