Correlation Between Warrior Met and Mongolian Mining

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

Diversification Opportunities for Warrior Met and Mongolian Mining

-0.43
  Correlation Coefficient

Very good diversification

The 3 months correlation between Warrior and Mongolian is -0.43. Overlapping area represents the amount of risk that can be diversified away by holding Warrior Met Coal and Mongolian Mining in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Mongolian Mining and Warrior Met 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 Warrior Met Coal are associated (or correlated) with Mongolian Mining. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Mongolian Mining has no effect on the direction of Warrior Met i.e., Warrior Met and Mongolian Mining go up and down completely randomly.

Pair Corralation between Warrior Met and Mongolian Mining

Considering the 90-day investment horizon Warrior Met is expected to generate 1.11 times less return on investment than Mongolian Mining. But when comparing it to its historical volatility, Warrior Met Coal is 1.2 times less risky than Mongolian Mining. It trades about 0.07 of its potential returns per unit of risk. Mongolian Mining is currently generating about 0.07 of returns per unit of risk over similar time horizon. If you would invest  88.00  in Mongolian Mining on September 8, 2025 and sell it today you would earn a total of  47.00  from holding Mongolian Mining or generate 53.41% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

Warrior Met Coal  vs.  Mongolian Mining

 Performance 
       Timeline  
Warrior Met Coal 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Warrior Met Coal are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile fundamental indicators, Warrior Met exhibited solid returns over the last few months and may actually be approaching a breakup point.
Mongolian Mining 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Mongolian Mining are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable essential indicators, Mongolian Mining is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders.

Warrior Met and Mongolian Mining Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Warrior Met and Mongolian Mining

The main advantage of trading using opposite Warrior Met and Mongolian Mining positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Warrior Met position performs unexpectedly, Mongolian Mining 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 Mongolian Mining will offset losses from the drop in Mongolian Mining's long position.
The idea behind Warrior Met Coal and Mongolian Mining 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 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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