Correlation Between Johnson Johnson and Seahawk Gold

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

Diversification Opportunities for Johnson Johnson and Seahawk Gold

0.79
  Correlation Coefficient

Poor diversification

The 3 months correlation between Johnson and Seahawk is 0.79. Overlapping area represents the amount of risk that can be diversified away by holding Johnson Johnson and Seahawk Gold Corp in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Seahawk Gold Corp and Johnson Johnson 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 Johnson Johnson are associated (or correlated) with Seahawk Gold. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Seahawk Gold Corp has no effect on the direction of Johnson Johnson i.e., Johnson Johnson and Seahawk Gold go up and down completely randomly.

Pair Corralation between Johnson Johnson and Seahawk Gold

Considering the 90-day investment horizon Johnson Johnson is expected to generate 74.48 times less return on investment than Seahawk Gold. But when comparing it to its historical volatility, Johnson Johnson is 141.51 times less risky than Seahawk Gold. It trades about 0.24 of its potential returns per unit of risk. Seahawk Gold Corp is currently generating about 0.13 of returns per unit of risk over similar time horizon. If you would invest  2.10  in Seahawk Gold Corp on September 7, 2025 and sell it today you would earn a total of  25.90  from holding Seahawk Gold Corp or generate 1233.33% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

Johnson Johnson  vs.  Seahawk Gold Corp

 Performance 
       Timeline  
Johnson Johnson 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Johnson Johnson are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. Even with relatively fragile basic indicators, Johnson Johnson revealed solid returns over the last few months and may actually be approaching a breakup point.
Seahawk Gold Corp 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Seahawk Gold Corp are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite nearly conflicting forward-looking signals, Seahawk Gold reported solid returns over the last few months and may actually be approaching a breakup point.

Johnson Johnson and Seahawk Gold Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Johnson Johnson and Seahawk Gold

The main advantage of trading using opposite Johnson Johnson and Seahawk Gold positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Johnson Johnson position performs unexpectedly, Seahawk Gold 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 Seahawk Gold will offset losses from the drop in Seahawk Gold's long position.
The idea behind Johnson Johnson and Seahawk Gold Corp 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 Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

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