Correlation Between Mitsui Chemicals and Avenue Therapeutics

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

Diversification Opportunities for Mitsui Chemicals and Avenue Therapeutics

0.0
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between Mitsui and Avenue is 0.0. Overlapping area represents the amount of risk that can be diversified away by holding Mitsui Chemicals ADR and Avenue Therapeutics in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Avenue Therapeutics and Mitsui Chemicals 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 Mitsui Chemicals ADR are associated (or correlated) with Avenue Therapeutics. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Avenue Therapeutics has no effect on the direction of Mitsui Chemicals i.e., Mitsui Chemicals and Avenue Therapeutics go up and down completely randomly.

Pair Corralation between Mitsui Chemicals and Avenue Therapeutics

If you would invest  1,140  in Mitsui Chemicals ADR on September 11, 2025 and sell it today you would earn a total of  0.00  from holding Mitsui Chemicals ADR or generate 0.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionFlat 
StrengthInsignificant
Accuracy95.45%
ValuesDaily Returns

Mitsui Chemicals ADR  vs.  Avenue Therapeutics

 Performance 
       Timeline  
Mitsui Chemicals ADR 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Mitsui Chemicals ADR has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors.
Avenue Therapeutics 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Avenue Therapeutics has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the recent confusion on Wall Street may also be a sign of long-lasting gains for the firm traders.

Mitsui Chemicals and Avenue Therapeutics Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Mitsui Chemicals and Avenue Therapeutics

The main advantage of trading using opposite Mitsui Chemicals and Avenue Therapeutics positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Mitsui Chemicals position performs unexpectedly, Avenue Therapeutics 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 Avenue Therapeutics will offset losses from the drop in Avenue Therapeutics' long position.
The idea behind Mitsui Chemicals ADR and Avenue Therapeutics 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 Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.

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