Correlation Between Ress Life and Scandinavian Medical

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

Diversification Opportunities for Ress Life and Scandinavian Medical

-0.06
  Correlation Coefficient

Good diversification

The 3 months correlation between Ress and Scandinavian is -0.06. Overlapping area represents the amount of risk that can be diversified away by holding Ress Life Investments and Scandinavian Medical Solutions in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Scandinavian Medical and Ress Life 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 Ress Life Investments are associated (or correlated) with Scandinavian Medical. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Scandinavian Medical has no effect on the direction of Ress Life i.e., Ress Life and Scandinavian Medical go up and down completely randomly.

Pair Corralation between Ress Life and Scandinavian Medical

Assuming the 90 days trading horizon Ress Life Investments is expected to generate 0.26 times more return on investment than Scandinavian Medical. However, Ress Life Investments is 3.83 times less risky than Scandinavian Medical. It trades about -0.06 of its potential returns per unit of risk. Scandinavian Medical Solutions is currently generating about -0.02 per unit of risk. If you would invest  216,000  in Ress Life Investments on September 3, 2025 and sell it today you would lose (7,000) from holding Ress Life Investments or give up 3.24% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Ress Life Investments  vs.  Scandinavian Medical Solutions

 Performance 
       Timeline  
Ress Life Investments 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Ress Life Investments has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Ress Life is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Scandinavian Medical 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Scandinavian Medical Solutions has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Scandinavian Medical is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors.

Ress Life and Scandinavian Medical Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Ress Life and Scandinavian Medical

The main advantage of trading using opposite Ress Life and Scandinavian Medical positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Ress Life position performs unexpectedly, Scandinavian Medical 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 Scandinavian Medical will offset losses from the drop in Scandinavian Medical's long position.
The idea behind Ress Life Investments and Scandinavian Medical Solutions 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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.

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