Correlation Between NLIGHT and Lightbridge Corp

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

Diversification Opportunities for NLIGHT and Lightbridge Corp

0.25
  Correlation Coefficient

Modest diversification

The 3 months correlation between NLIGHT and Lightbridge is 0.25. Overlapping area represents the amount of risk that can be diversified away by holding nLIGHT Inc and Lightbridge Corp in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Lightbridge Corp and NLIGHT 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 nLIGHT Inc are associated (or correlated) with Lightbridge Corp. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Lightbridge Corp has no effect on the direction of NLIGHT i.e., NLIGHT and Lightbridge Corp go up and down completely randomly.

Pair Corralation between NLIGHT and Lightbridge Corp

Given the investment horizon of 90 days nLIGHT Inc is expected to generate 0.75 times more return on investment than Lightbridge Corp. However, nLIGHT Inc is 1.33 times less risky than Lightbridge Corp. It trades about 0.04 of its potential returns per unit of risk. Lightbridge Corp is currently generating about -0.28 per unit of risk. If you would invest  3,239  in nLIGHT Inc on September 3, 2025 and sell it today you would earn a total of  66.00  from holding nLIGHT Inc or generate 2.04% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

nLIGHT Inc  vs.  Lightbridge Corp

 Performance 
       Timeline  
nLIGHT Inc 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in nLIGHT Inc are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, NLIGHT reported solid returns over the last few months and may actually be approaching a breakup point.
Lightbridge Corp 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Lightbridge Corp are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Even with relatively fragile fundamental drivers, Lightbridge Corp reported solid returns over the last few months and may actually be approaching a breakup point.

NLIGHT and Lightbridge Corp Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with NLIGHT and Lightbridge Corp

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

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