Correlation Between Lightwave Logic and Nexa Resources

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

Diversification Opportunities for Lightwave Logic and Nexa Resources

0.65
  Correlation Coefficient

Poor diversification

The 3 months correlation between Lightwave and Nexa is 0.65. Overlapping area represents the amount of risk that can be diversified away by holding Lightwave Logic and Nexa Resources SA in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Nexa Resources SA and Lightwave Logic 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 Lightwave Logic are associated (or correlated) with Nexa Resources. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Nexa Resources SA has no effect on the direction of Lightwave Logic i.e., Lightwave Logic and Nexa Resources go up and down completely randomly.

Pair Corralation between Lightwave Logic and Nexa Resources

Given the investment horizon of 90 days Lightwave Logic is expected to generate 2.88 times more return on investment than Nexa Resources. However, Lightwave Logic is 2.88 times more volatile than Nexa Resources SA. It trades about 0.16 of its potential returns per unit of risk. Nexa Resources SA is currently generating about 0.17 per unit of risk. If you would invest  239.00  in Lightwave Logic on August 22, 2025 and sell it today you would earn a total of  214.00  from holding Lightwave Logic or generate 89.54% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

Lightwave Logic  vs.  Nexa Resources SA

 Performance 
       Timeline  
Lightwave Logic 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Lightwave Logic are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Despite nearly unsteady essential indicators, Lightwave Logic reported solid returns over the last few months and may actually be approaching a breakup point.
Nexa Resources SA 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Nexa Resources SA are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Despite somewhat inconsistent basic indicators, Nexa Resources sustained solid returns over the last few months and may actually be approaching a breakup point.

Lightwave Logic and Nexa Resources Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Lightwave Logic and Nexa Resources

The main advantage of trading using opposite Lightwave Logic and Nexa Resources positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Lightwave Logic position performs unexpectedly, Nexa Resources 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 Nexa Resources will offset losses from the drop in Nexa Resources' long position.
The idea behind Lightwave Logic and Nexa Resources SA 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 Anywhere module to track or share privately all of your investments from the convenience of any device.

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