Correlation Between Rio Tinto and Straits Trading

Specify exactly 2 symbols:
Can any of the company-specific risk be diversified away by investing in both Rio Tinto and Straits Trading 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 Rio Tinto and Straits Trading into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between Rio Tinto Group and Straits Trading, you can compare the effects of market volatilities on Rio Tinto and Straits Trading 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 Rio Tinto with a short position of Straits Trading. Check out your portfolio center. Please also check ongoing floating volatility patterns of Rio Tinto and Straits Trading.

Diversification Opportunities for Rio Tinto and Straits Trading

0.0
  Correlation Coefficient

Pay attention - limited upside

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

Pair Corralation between Rio Tinto and Straits Trading

If you would invest  7,923  in Rio Tinto Group on September 11, 2025 and sell it today you would earn a total of  1,136  from holding Rio Tinto Group or generate 14.34% return on investment over 90 days.
Time Period3 Months [change]
DirectionFlat 
StrengthInsignificant
Accuracy97.62%
ValuesDaily Returns

Rio Tinto Group  vs.  Straits Trading

 Performance 
       Timeline  
Rio Tinto Group 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Rio Tinto Group are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, Rio Tinto reported solid returns over the last few months and may actually be approaching a breakup point.
Straits Trading 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Straits Trading has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, Straits Trading is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

Rio Tinto and Straits Trading Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Rio Tinto and Straits Trading

The main advantage of trading using opposite Rio Tinto and Straits Trading positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Rio Tinto position performs unexpectedly, Straits Trading 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 Straits Trading will offset losses from the drop in Straits Trading's long position.
The idea behind Rio Tinto Group and Straits Trading 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 Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.

Other Complementary Tools

Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Stock Screener
Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio