Correlation Between Lundin Gold and Elemental Royalties

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

Diversification Opportunities for Lundin Gold and Elemental Royalties

0.37
  Correlation Coefficient

Weak diversification

The 3 months correlation between Lundin and Elemental is 0.37. Overlapping area represents the amount of risk that can be diversified away by holding Lundin Gold and Elemental Royalties Corp in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Elemental Royalties Corp and Lundin 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 Lundin Gold are associated (or correlated) with Elemental Royalties. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Elemental Royalties Corp has no effect on the direction of Lundin Gold i.e., Lundin Gold and Elemental Royalties go up and down completely randomly.

Pair Corralation between Lundin Gold and Elemental Royalties

Assuming the 90 days trading horizon Lundin Gold is expected to generate 1.08 times more return on investment than Elemental Royalties. However, Lundin Gold is 1.08 times more volatile than Elemental Royalties Corp. It trades about 0.18 of its potential returns per unit of risk. Elemental Royalties Corp is currently generating about 0.01 per unit of risk. If you would invest  7,913  in Lundin Gold on August 14, 2025 and sell it today you would earn a total of  3,559  from holding Lundin Gold or generate 44.98% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

Lundin Gold  vs.  Elemental Royalties Corp

 Performance 
       Timeline  
Lundin Gold 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Lundin Gold are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating technical and fundamental indicators, Lundin Gold displayed solid returns over the last few months and may actually be approaching a breakup point.
Elemental Royalties Corp 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Elemental Royalties Corp are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, Elemental Royalties is not utilizing all of its potentials. The recent stock price fuss, may contribute to near-short-term losses for the sophisticated investors.

Lundin Gold and Elemental Royalties Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Lundin Gold and Elemental Royalties

The main advantage of trading using opposite Lundin Gold and Elemental Royalties positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Lundin Gold position performs unexpectedly, Elemental Royalties 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 Elemental Royalties will offset losses from the drop in Elemental Royalties' long position.
The idea behind Lundin Gold and Elemental Royalties 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 Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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