Correlation Between Solstice Advanced and Terex

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

Diversification Opportunities for Solstice Advanced and Terex

-0.41
  Correlation Coefficient

Very good diversification

The 3 months correlation between Solstice and Terex is -0.41. Overlapping area represents the amount of risk that can be diversified away by holding Solstice Advanced Materials, and Terex in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Terex and Solstice Advanced 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 Solstice Advanced Materials, are associated (or correlated) with Terex. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Terex has no effect on the direction of Solstice Advanced i.e., Solstice Advanced and Terex go up and down completely randomly.

Pair Corralation between Solstice Advanced and Terex

Given the investment horizon of 90 days Solstice Advanced Materials, is expected to generate 1.27 times more return on investment than Terex. However, Solstice Advanced is 1.27 times more volatile than Terex. It trades about -0.01 of its potential returns per unit of risk. Terex is currently generating about -0.05 per unit of risk. If you would invest  4,840  in Solstice Advanced Materials, on August 27, 2025 and sell it today you would lose (151.00) from holding Solstice Advanced Materials, or give up 3.12% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy42.19%
ValuesDaily Returns

Solstice Advanced Materials,  vs.  Terex

 Performance 
       Timeline  
Solstice Advanced 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Solstice Advanced Materials, has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable essential indicators, Solstice Advanced is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors.
Terex 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Terex has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest weak performance, the Stock's technical and fundamental indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors.

Solstice Advanced and Terex Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Solstice Advanced and Terex

The main advantage of trading using opposite Solstice Advanced and Terex positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Solstice Advanced position performs unexpectedly, Terex 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 Terex will offset losses from the drop in Terex's long position.
The idea behind Solstice Advanced Materials, and Terex 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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.

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