Correlation Between STMicroelectronics and Multilaser Industrial

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Does pairing STMicroelectronics NV with Multilaser Industrial SA lower idiosyncratic risk? This analysis describes return linkage and the diversifiable risk of a joint position in STMicroelectronics NV and Multilaser Industrial SA.
Use this comparison to see whether STMicroelectronics NV and Multilaser Industrial SA tend to move together or diverge across regimes. You can also test a long STMicroelectronics and short Multilaser Industrial structure to evaluate relative-value behavior. Review volatility patterns in STMicroelectronics and Multilaser Industrial. Go to your portfolio center

Diversification Opportunities for STMicroelectronics and Multilaser Industrial

-0.05
  Correlation Coefficient

Good diversification

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

Pair Corralation between STMicroelectronics and Multilaser Industrial

Assuming the 90-day trading horizon STMicroelectronics NV is expected to generate 1.42 times more return on investment than Multilaser Industrial. However, STMicroelectronics is 1.42 times more volatile than Multilaser Industrial SA. It trades about 0.18 of its potential returns per unit of risk. Multilaser Industrial SA is currently generating about -0.03 per unit of risk. If you had invested R$ 11,996 in STMicroelectronics NV on December 13, 2025 and sold it today you would have earned a total of R$ 5,293 from holding STMicroelectronics NV or generated 44.12% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

STMicroelectronics NV  vs.  Multilaser Industrial SA

 Performance 
       Timeline  
STMicroelectronics 
Risk-Adjusted Performance
Balanced
 
Weak
 
Strong
Compared with the broader market, risk-adjusted returns on STMicroelectronics NV rank lower than 14% of all global equities and portfolios over the last 90 days. This score becomes more useful when investors compare it with downside risk, Sharpe Ratio, and current trend stability. Despite somewhat weak primary indicators, STMicroelectronics sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Multilaser Industrial 
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
Over the last 90 days, Multilaser Industrial SA generated negative risk-adjusted returns and added little value for investors with long positions. The result matters because weak risk-adjusted return can persist even when isolated price moves briefly look constructive. In spite of comparatively stable basic indicators, Multilaser Industrial is not utilizing all of its potential. The current price uproar may contribute to short-horizon losses for private investors. ...more

STMicroelectronics and Multilaser Industrial Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with STMicroelectronics and Multilaser Industrial

A paired position in STMicroelectronics and Multilaser Industrial is useful when investors want a more relative-value expression than a simple directional trade. The stronger process checks whether the correlation is stable enough to justify the hedge logic before the trade is sized.
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The information on this page should be treated as a complementary input when building or adjusting a diversified portfolio. The stronger workflow is to validate these signals with other models before acting. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.

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