Correlation Between Legato Merger and Mountain Lake

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

Diversification Opportunities for Legato Merger and Mountain Lake

0.3
  Correlation Coefficient

Weak diversification

The 3 months correlation between Legato and Mountain is 0.3. Overlapping area represents the amount of risk that can be diversified away by holding Legato Merger Corp and Mountain Lake Acquisition in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Mountain Lake Acquisition and Legato Merger 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 Legato Merger Corp are associated (or correlated) with Mountain Lake. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Mountain Lake Acquisition has no effect on the direction of Legato Merger i.e., Legato Merger and Mountain Lake go up and down completely randomly.

Pair Corralation between Legato Merger and Mountain Lake

Given the investment horizon of 90 days Legato Merger Corp is expected to generate 1.88 times more return on investment than Mountain Lake. However, Legato Merger is 1.88 times more volatile than Mountain Lake Acquisition. It trades about 0.02 of its potential returns per unit of risk. Mountain Lake Acquisition is currently generating about 0.03 per unit of risk. If you would invest  1,073  in Legato Merger Corp on August 29, 2025 and sell it today you would earn a total of  8.00  from holding Legato Merger Corp or generate 0.75% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

Legato Merger Corp  vs.  Mountain Lake Acquisition

 Performance 
       Timeline  
Legato Merger Corp 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Legato Merger Corp are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable technical and fundamental indicators, Legato Merger is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors.
Mountain Lake Acquisition 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Mountain Lake Acquisition are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, Mountain Lake is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders.

Legato Merger and Mountain Lake Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Legato Merger and Mountain Lake

The main advantage of trading using opposite Legato Merger and Mountain Lake positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Legato Merger position performs unexpectedly, Mountain Lake 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 Mountain Lake will offset losses from the drop in Mountain Lake's long position.
The idea behind Legato Merger Corp and Mountain Lake Acquisition 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 Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.

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