Correlation Between Spirent Communications and Ballard Power

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

Diversification Opportunities for Spirent Communications and Ballard Power

0.05
  Correlation Coefficient

Significant diversification

The 3 months correlation between Spirent and Ballard is 0.05. Overlapping area represents the amount of risk that can be diversified away by holding Spirent Communications plc and Ballard Power Systems in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Ballard Power Systems and Spirent Communications 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 Spirent Communications plc are associated (or correlated) with Ballard Power. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Ballard Power Systems has no effect on the direction of Spirent Communications i.e., Spirent Communications and Ballard Power go up and down completely randomly.

Pair Corralation between Spirent Communications and Ballard Power

If you would invest  268.00  in Spirent Communications plc on September 7, 2025 and sell it today you would earn a total of  0.00  from holding Spirent Communications plc or generate 0.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Spirent Communications plc  vs.  Ballard Power Systems

 Performance 
       Timeline  
Spirent Communications 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Spirent Communications plc are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, Spirent Communications is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders.
Ballard Power Systems 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Ballard Power Systems are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Even with relatively fragile fundamental indicators, Ballard Power reported solid returns over the last few months and may actually be approaching a breakup point.

Spirent Communications and Ballard Power Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Spirent Communications and Ballard Power

The main advantage of trading using opposite Spirent Communications and Ballard Power positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Spirent Communications position performs unexpectedly, Ballard Power 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 Ballard Power will offset losses from the drop in Ballard Power's long position.
The idea behind Spirent Communications plc and Ballard Power Systems 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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

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