Correlation Between Swiss Water and Kun Peng

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

Diversification Opportunities for Swiss Water and Kun Peng

-0.1
  Correlation Coefficient

Good diversification

The 3 months correlation between Swiss and Kun is -0.1. Overlapping area represents the amount of risk that can be diversified away by holding Swiss Water Decaffeinated and Kun Peng International in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Kun Peng International and Swiss Water 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 Swiss Water Decaffeinated are associated (or correlated) with Kun Peng. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Kun Peng International has no effect on the direction of Swiss Water i.e., Swiss Water and Kun Peng go up and down completely randomly.

Pair Corralation between Swiss Water and Kun Peng

Assuming the 90 days horizon Swiss Water is expected to generate 51.46 times less return on investment than Kun Peng. But when comparing it to its historical volatility, Swiss Water Decaffeinated is 14.23 times less risky than Kun Peng. It trades about 0.01 of its potential returns per unit of risk. Kun Peng International is currently generating about 0.04 of returns per unit of risk over similar time horizon. If you would invest  6.20  in Kun Peng International on August 16, 2025 and sell it today you would lose (2.20) from holding Kun Peng International or give up 35.48% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy98.44%
ValuesDaily Returns

Swiss Water Decaffeinated  vs.  Kun Peng International

 Performance 
       Timeline  
Swiss Water Decaffeinated 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Swiss Water Decaffeinated has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Swiss Water is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders.
Kun Peng International 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Kun Peng International are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite somewhat fragile technical and fundamental indicators, Kun Peng sustained solid returns over the last few months and may actually be approaching a breakup point.

Swiss Water and Kun Peng Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Swiss Water and Kun Peng

The main advantage of trading using opposite Swiss Water and Kun Peng positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Swiss Water position performs unexpectedly, Kun Peng 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 Kun Peng will offset losses from the drop in Kun Peng's long position.
The idea behind Swiss Water Decaffeinated and Kun Peng International 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 Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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