Correlation Between Korea Electric and Fusion Fuel

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

Diversification Opportunities for Korea Electric and Fusion Fuel

-0.71
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between Korea and Fusion is -0.71. Overlapping area represents the amount of risk that can be diversified away by holding Korea Electric Power and Fusion Fuel Green in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Fusion Fuel Green and Korea 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 Korea Electric Power are associated (or correlated) with Fusion Fuel. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Fusion Fuel Green has no effect on the direction of Korea Electric i.e., Korea Electric and Fusion Fuel go up and down completely randomly.

Pair Corralation between Korea Electric and Fusion Fuel

Considering the 90-day investment horizon Korea Electric Power is expected to generate 0.14 times more return on investment than Fusion Fuel. However, Korea Electric Power is 7.02 times less risky than Fusion Fuel. It trades about 0.21 of its potential returns per unit of risk. Fusion Fuel Green is currently generating about -0.04 per unit of risk. If you would invest  1,333  in Korea Electric Power on August 30, 2025 and sell it today you would earn a total of  486.50  from holding Korea Electric Power or generate 36.5% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Korea Electric Power  vs.  Fusion Fuel Green

 Performance 
       Timeline  
Korea Electric Power 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Korea Electric Power are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak technical and fundamental indicators, Korea Electric reported solid returns over the last few months and may actually be approaching a breakup point.
Fusion Fuel Green 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Fusion Fuel Green has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of inconsistent performance in the last few months, the Stock's basic indicators remain fairly stable which may send shares a bit higher in December 2025. The latest fuss may also be a sign of long-term up-swing for the venture sophisticated investors.

Korea Electric and Fusion Fuel Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Korea Electric and Fusion Fuel

The main advantage of trading using opposite Korea Electric and Fusion Fuel positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Korea Electric position performs unexpectedly, Fusion Fuel 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 Fusion Fuel will offset losses from the drop in Fusion Fuel's long position.
The idea behind Korea Electric Power and Fusion Fuel Green 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 Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

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