Correlation Between Silver Spruce and Great West

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

Diversification Opportunities for Silver Spruce and Great West

-0.82
  Correlation Coefficient

Pay attention - limited upside

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

Pair Corralation between Silver Spruce and Great West

Assuming the 90 days horizon Silver Spruce Resources is expected to generate 24.73 times more return on investment than Great West. However, Silver Spruce is 24.73 times more volatile than Great West Lifeco. It trades about 0.01 of its potential returns per unit of risk. Great West Lifeco is currently generating about 0.32 per unit of risk. If you would invest  30.00  in Silver Spruce Resources on September 12, 2025 and sell it today you would lose (16.00) from holding Silver Spruce Resources or give up 53.33% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

Silver Spruce Resources  vs.  Great West Lifeco

 Performance 
       Timeline  
Silver Spruce Resources 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Silver Spruce Resources are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of fairly unfluctuating basic indicators, Silver Spruce showed solid returns over the last few months and may actually be approaching a breakup point.
Great West Lifeco 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Great West Lifeco are ranked lower than 25 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, Great West displayed solid returns over the last few months and may actually be approaching a breakup point.

Silver Spruce and Great West Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Silver Spruce and Great West

The main advantage of trading using opposite Silver Spruce and Great West positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Silver Spruce position performs unexpectedly, Great West 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 Great West will offset losses from the drop in Great West's long position.
The idea behind Silver Spruce Resources and Great West Lifeco 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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

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