Correlation Between Jones Soda and Optimi Health

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

Diversification Opportunities for Jones Soda and Optimi Health

-0.66
  Correlation Coefficient

Excellent diversification

The 3 months correlation between Jones and Optimi is -0.66. Overlapping area represents the amount of risk that can be diversified away by holding Jones Soda Co and Optimi Health Corp in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Optimi Health Corp and Jones Soda 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 Jones Soda Co are associated (or correlated) with Optimi Health. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Optimi Health Corp has no effect on the direction of Jones Soda i.e., Jones Soda and Optimi Health go up and down completely randomly.

Pair Corralation between Jones Soda and Optimi Health

Given the investment horizon of 90 days Jones Soda is expected to generate 236.83 times less return on investment than Optimi Health. But when comparing it to its historical volatility, Jones Soda Co is 1.5 times less risky than Optimi Health. It trades about 0.0 of its potential returns per unit of risk. Optimi Health Corp is currently generating about 0.21 of returns per unit of risk over similar time horizon. If you would invest  12.00  in Optimi Health Corp on August 9, 2025 and sell it today you would earn a total of  13.00  from holding Optimi Health Corp or generate 108.33% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Jones Soda Co  vs.  Optimi Health Corp

 Performance 
       Timeline  
Jones Soda 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Jones Soda Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong fundamental indicators, Jones Soda is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Optimi Health Corp 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Optimi Health Corp are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical indicators, Optimi Health reported solid returns over the last few months and may actually be approaching a breakup point.

Jones Soda and Optimi Health Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Jones Soda and Optimi Health

The main advantage of trading using opposite Jones Soda and Optimi Health positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Jones Soda position performs unexpectedly, Optimi Health 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 Optimi Health will offset losses from the drop in Optimi Health's long position.
The idea behind Jones Soda Co and Optimi Health 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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

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