Correlation Between Liberty Gold and Amex Exploration

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

Diversification Opportunities for Liberty Gold and Amex Exploration

0.82
  Correlation Coefficient

Very poor diversification

The 3 months correlation between Liberty and Amex is 0.82. Overlapping area represents the amount of risk that can be diversified away by holding Liberty Gold Corp and Amex Exploration in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Amex Exploration and Liberty Gold 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 Liberty Gold Corp are associated (or correlated) with Amex Exploration. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Amex Exploration has no effect on the direction of Liberty Gold i.e., Liberty Gold and Amex Exploration go up and down completely randomly.

Pair Corralation between Liberty Gold and Amex Exploration

Assuming the 90 days horizon Liberty Gold is expected to generate 1.41 times less return on investment than Amex Exploration. In addition to that, Liberty Gold is 1.22 times more volatile than Amex Exploration. It trades about 0.1 of its total potential returns per unit of risk. Amex Exploration is currently generating about 0.18 per unit of volatility. If you would invest  211.00  in Amex Exploration on October 7, 2025 and sell it today you would earn a total of  79.00  from holding Amex Exploration or generate 37.44% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

Liberty Gold Corp  vs.  Amex Exploration

 Performance 
       Timeline  
Liberty Gold Corp 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Liberty Gold Corp are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, Liberty Gold reported solid returns over the last few months and may actually be approaching a breakup point.
Amex Exploration 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Amex Exploration are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Amex Exploration reported solid returns over the last few months and may actually be approaching a breakup point.

Liberty Gold and Amex Exploration Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Liberty Gold and Amex Exploration

The main advantage of trading using opposite Liberty Gold and Amex Exploration positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Liberty Gold position performs unexpectedly, Amex Exploration 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 Amex Exploration will offset losses from the drop in Amex Exploration's long position.
The idea behind Liberty Gold Corp and Amex Exploration 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 Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

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