Correlation Between Pacific Online and GungHo Online

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

Diversification Opportunities for Pacific Online and GungHo Online

1.0
  Correlation Coefficient

No risk reduction

The 3 months correlation between Pacific and GungHo is 1.0. Overlapping area represents the amount of risk that can be diversified away by holding Pacific Online Limited and GungHo Online Entertainment in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on GungHo Online Entert and Pacific Online 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 Pacific Online Limited are associated (or correlated) with GungHo Online. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of GungHo Online Entert has no effect on the direction of Pacific Online i.e., Pacific Online and GungHo Online go up and down completely randomly.

Pair Corralation between Pacific Online and GungHo Online

If you would invest  2,115  in GungHo Online Entertainment on September 3, 2025 and sell it today you would earn a total of  0.00  from holding GungHo Online Entertainment or generate 0.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Strong
Accuracy100.0%
ValuesDaily Returns

Pacific Online Limited  vs.  GungHo Online Entertainment

 Performance 
       Timeline  
Pacific Online 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Pacific Online Limited has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable essential indicators, Pacific Online is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders.
GungHo Online Entert 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days GungHo Online Entertainment has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, GungHo Online is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders.

Pacific Online and GungHo Online Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Pacific Online and GungHo Online

The main advantage of trading using opposite Pacific Online and GungHo Online positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Pacific Online position performs unexpectedly, GungHo Online 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 GungHo Online will offset losses from the drop in GungHo Online's long position.
The idea behind Pacific Online Limited and GungHo Online Entertainment 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 Transaction History module to view history of all your transactions and understand their impact on performance.

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