Correlation Between Star Phoenix and Volkswagen

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

Diversification Opportunities for Star Phoenix and Volkswagen

-0.82
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between Star and Volkswagen is -0.82. Overlapping area represents the amount of risk that can be diversified away by holding Star Phoenix Group and Volkswagen AG in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Volkswagen AG and Star Phoenix 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 Star Phoenix Group are associated (or correlated) with Volkswagen. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Volkswagen AG has no effect on the direction of Star Phoenix i.e., Star Phoenix and Volkswagen go up and down completely randomly.

Pair Corralation between Star Phoenix and Volkswagen

Assuming the 90 days horizon Star Phoenix Group is expected to generate 3.61 times more return on investment than Volkswagen. However, Star Phoenix is 3.61 times more volatile than Volkswagen AG. It trades about 0.08 of its potential returns per unit of risk. Volkswagen AG is currently generating about 0.0 per unit of risk. If you would invest  22.00  in Star Phoenix Group on September 1, 2025 and sell it today you would earn a total of  5.00  from holding Star Phoenix Group or generate 22.73% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

Star Phoenix Group  vs.  Volkswagen AG

 Performance 
       Timeline  
Star Phoenix Group 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Star Phoenix Group are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite nearly inconsistent essential indicators, Star Phoenix reported solid returns over the last few months and may actually be approaching a breakup point.
Volkswagen AG 

Risk-Adjusted Performance

Weakest

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

Star Phoenix and Volkswagen Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Star Phoenix and Volkswagen

The main advantage of trading using opposite Star Phoenix and Volkswagen positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Star Phoenix position performs unexpectedly, Volkswagen 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 Volkswagen will offset losses from the drop in Volkswagen's long position.
The idea behind Star Phoenix Group and Volkswagen AG 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 Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

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