Correlation Between GP Petroleums and Alto Ingredients

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

Diversification Opportunities for GP Petroleums and Alto Ingredients

-0.73
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between GULFPETRO and Alto is -0.73. Overlapping area represents the amount of risk that can be diversified away by holding GP Petroleums Limited and Alto Ingredients in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Alto Ingredients and GP Petroleums 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 GP Petroleums Limited are associated (or correlated) with Alto Ingredients. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Alto Ingredients has no effect on the direction of GP Petroleums i.e., GP Petroleums and Alto Ingredients go up and down completely randomly.

Pair Corralation between GP Petroleums and Alto Ingredients

Assuming the 90 days trading horizon GP Petroleums Limited is expected to under-perform the Alto Ingredients. But the stock apears to be less risky and, when comparing its historical volatility, GP Petroleums Limited is 6.77 times less risky than Alto Ingredients. The stock trades about -0.2 of its potential returns per unit of risk. The Alto Ingredients is currently generating about 0.22 of returns per unit of risk over similar time horizon. If you would invest  114.00  in Alto Ingredients on September 7, 2025 and sell it today you would earn a total of  137.00  from holding Alto Ingredients or generate 120.18% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

GP Petroleums Limited  vs.  Alto Ingredients

 Performance 
       Timeline  
GP Petroleums Limited 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days GP Petroleums Limited has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest conflicting performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors.
Alto Ingredients 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Alto Ingredients are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. In spite of very uncertain basic indicators, Alto Ingredients displayed solid returns over the last few months and may actually be approaching a breakup point.

GP Petroleums and Alto Ingredients Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with GP Petroleums and Alto Ingredients

The main advantage of trading using opposite GP Petroleums and Alto Ingredients positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if GP Petroleums position performs unexpectedly, Alto Ingredients 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 Alto Ingredients will offset losses from the drop in Alto Ingredients' long position.
The idea behind GP Petroleums Limited and Alto Ingredients 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 Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.

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