Correlation Between Montage Gold and Principal Lifetime

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

Diversification Opportunities for Montage Gold and Principal Lifetime

0.63
  Correlation Coefficient

Poor diversification

The 3 months correlation between Montage and Principal is 0.63. Overlapping area represents the amount of risk that can be diversified away by holding Montage Gold Corp and Principal Lifetime Hybrid in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Principal Lifetime Hybrid and Montage 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 Montage Gold Corp are associated (or correlated) with Principal Lifetime. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Principal Lifetime Hybrid has no effect on the direction of Montage Gold i.e., Montage Gold and Principal Lifetime go up and down completely randomly.

Pair Corralation between Montage Gold and Principal Lifetime

Assuming the 90 days trading horizon Montage Gold Corp is expected to generate 4.92 times more return on investment than Principal Lifetime. However, Montage Gold is 4.92 times more volatile than Principal Lifetime Hybrid. It trades about 0.16 of its potential returns per unit of risk. Principal Lifetime Hybrid is currently generating about 0.11 per unit of risk. If you would invest  537.00  in Montage Gold Corp on August 21, 2025 and sell it today you would earn a total of  168.00  from holding Montage Gold Corp or generate 31.28% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy98.41%
ValuesDaily Returns

Montage Gold Corp  vs.  Principal Lifetime Hybrid

 Performance 
       Timeline  
Montage Gold Corp 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Montage Gold Corp are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, Montage Gold displayed solid returns over the last few months and may actually be approaching a breakup point.
Principal Lifetime Hybrid 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Principal Lifetime Hybrid are ranked lower than 8 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Principal Lifetime is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

Montage Gold and Principal Lifetime Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Montage Gold and Principal Lifetime

The main advantage of trading using opposite Montage Gold and Principal Lifetime positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Montage Gold position performs unexpectedly, Principal Lifetime 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 Principal Lifetime will offset losses from the drop in Principal Lifetime's long position.
The idea behind Montage Gold Corp and Principal Lifetime Hybrid 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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