Correlation Between Multilaser Industrial and STAG Industrial,

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

Diversification Opportunities for Multilaser Industrial and STAG Industrial,

0.46
  Correlation Coefficient

Very weak diversification

The 3 months correlation between Multilaser and STAG is 0.46. Overlapping area represents the amount of risk that can be diversified away by holding Multilaser Industrial SA and STAG Industrial, in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on STAG Industrial, and Multilaser Industrial 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 Multilaser Industrial SA are associated (or correlated) with STAG Industrial,. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of STAG Industrial, has no effect on the direction of Multilaser Industrial i.e., Multilaser Industrial and STAG Industrial, go up and down completely randomly.

Pair Corralation between Multilaser Industrial and STAG Industrial,

Assuming the 90 days trading horizon Multilaser Industrial SA is expected to generate 2.57 times more return on investment than STAG Industrial,. However, Multilaser Industrial is 2.57 times more volatile than STAG Industrial,. It trades about 0.22 of its potential returns per unit of risk. STAG Industrial, is currently generating about 0.07 per unit of risk. If you would invest  101.00  in Multilaser Industrial SA on September 4, 2025 and sell it today you would earn a total of  45.00  from holding Multilaser Industrial SA or generate 44.55% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy98.44%
ValuesDaily Returns

Multilaser Industrial SA  vs.  STAG Industrial,

 Performance 
       Timeline  
Multilaser Industrial 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Multilaser Industrial SA are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Multilaser Industrial unveiled solid returns over the last few months and may actually be approaching a breakup point.
STAG Industrial, 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in STAG Industrial, are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, STAG Industrial, is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

Multilaser Industrial and STAG Industrial, Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Multilaser Industrial and STAG Industrial,

The main advantage of trading using opposite Multilaser Industrial and STAG Industrial, positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Multilaser Industrial position performs unexpectedly, STAG Industrial, 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 STAG Industrial, will offset losses from the drop in STAG Industrial,'s long position.
The idea behind Multilaser Industrial SA and STAG Industrial, 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.
Check out your portfolio center.
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 Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

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