Correlation Between Manulife Financial and Brookfield Asset

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

Diversification Opportunities for Manulife Financial and Brookfield Asset

-0.67
  Correlation Coefficient

Excellent diversification

The 3 months correlation between Manulife and Brookfield is -0.67. Overlapping area represents the amount of risk that can be diversified away by holding Manulife Financial Corp and Brookfield Asset Management in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Brookfield Asset Man and Manulife Financial 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 Manulife Financial Corp are associated (or correlated) with Brookfield Asset. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Brookfield Asset Man has no effect on the direction of Manulife Financial i.e., Manulife Financial and Brookfield Asset go up and down completely randomly.

Pair Corralation between Manulife Financial and Brookfield Asset

Assuming the 90 days trading horizon Manulife Financial Corp is expected to generate 0.64 times more return on investment than Brookfield Asset. However, Manulife Financial Corp is 1.57 times less risky than Brookfield Asset. It trades about 0.22 of its potential returns per unit of risk. Brookfield Asset Management is currently generating about -0.1 per unit of risk. If you would invest  4,199  in Manulife Financial Corp on August 29, 2025 and sell it today you would earn a total of  703.00  from holding Manulife Financial Corp or generate 16.74% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

Manulife Financial Corp  vs.  Brookfield Asset Management

 Performance 
       Timeline  
Manulife Financial Corp 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Manulife Financial Corp are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. In spite of very weak fundamental indicators, Manulife Financial displayed solid returns over the last few months and may actually be approaching a breakup point.
Brookfield Asset Man 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Brookfield Asset Management has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest abnormal performance, the Stock's primary indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the firm investors.

Manulife Financial and Brookfield Asset Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Manulife Financial and Brookfield Asset

The main advantage of trading using opposite Manulife Financial and Brookfield Asset positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Manulife Financial position performs unexpectedly, Brookfield Asset 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 Brookfield Asset will offset losses from the drop in Brookfield Asset's long position.
The idea behind Manulife Financial Corp and Brookfield Asset Management 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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.

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