Correlation Between HK Electric and RESMINING UNSPADR10

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Can any of the company-specific risk be diversified away by investing in both HK Electric and RESMINING UNSPADR10 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 HK Electric and RESMINING UNSPADR10 into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between HK Electric Investments and RESMINING UNSPADR10, you can compare the effects of market volatilities on HK Electric and RESMINING UNSPADR10 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 HK Electric with a short position of RESMINING UNSPADR10. Check out your portfolio center. Please also check ongoing floating volatility patterns of HK Electric and RESMINING UNSPADR10.

Diversification Opportunities for HK Electric and RESMINING UNSPADR10

0.26
  Correlation Coefficient

Modest diversification

The 3 months correlation between HKT and RESMINING is 0.26. Overlapping area represents the amount of risk that can be diversified away by holding HK Electric Investments and RESMINING UNSPADR10 in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on RESMINING UNSPADR10 and HK Electric 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 HK Electric Investments are associated (or correlated) with RESMINING UNSPADR10. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of RESMINING UNSPADR10 has no effect on the direction of HK Electric i.e., HK Electric and RESMINING UNSPADR10 go up and down completely randomly.

Pair Corralation between HK Electric and RESMINING UNSPADR10

Assuming the 90 days trading horizon HK Electric is expected to generate 5.89 times less return on investment than RESMINING UNSPADR10. But when comparing it to its historical volatility, HK Electric Investments is 2.71 times less risky than RESMINING UNSPADR10. It trades about 0.06 of its potential returns per unit of risk. RESMINING UNSPADR10 is currently generating about 0.13 of returns per unit of risk over similar time horizon. If you would invest  462.00  in RESMINING UNSPADR10 on September 11, 2025 and sell it today you would earn a total of  133.00  from holding RESMINING UNSPADR10 or generate 28.79% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

HK Electric Investments  vs.  RESMINING UNSPADR10

 Performance 
       Timeline  
HK Electric Investments 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in HK Electric Investments are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, HK Electric is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors.
RESMINING UNSPADR10 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in RESMINING UNSPADR10 are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain primary indicators, RESMINING UNSPADR10 reported solid returns over the last few months and may actually be approaching a breakup point.

HK Electric and RESMINING UNSPADR10 Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with HK Electric and RESMINING UNSPADR10

The main advantage of trading using opposite HK Electric and RESMINING UNSPADR10 positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if HK Electric position performs unexpectedly, RESMINING UNSPADR10 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 RESMINING UNSPADR10 will offset losses from the drop in RESMINING UNSPADR10's long position.
The idea behind HK Electric Investments and RESMINING UNSPADR10 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 AI Portfolio Prophet module to use AI to generate optimal portfolios and find profitable investment opportunities.

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