Correlation Between Texas Pacific and Expand Energy

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

Diversification Opportunities for Texas Pacific and Expand Energy

0.04
  Correlation Coefficient

Significant diversification

The 3 months correlation between Texas and Expand is 0.04. Overlapping area represents the amount of risk that can be diversified away by holding Texas Pacific Land and Expand Energy in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Expand Energy and Texas Pacific 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 Texas Pacific Land are associated (or correlated) with Expand Energy. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Expand Energy has no effect on the direction of Texas Pacific i.e., Texas Pacific and Expand Energy go up and down completely randomly.

Pair Corralation between Texas Pacific and Expand Energy

Considering the 90-day investment horizon Texas Pacific Land is expected to under-perform the Expand Energy. In addition to that, Texas Pacific is 1.25 times more volatile than Expand Energy. It trades about -0.01 of its total potential returns per unit of risk. Expand Energy is currently generating about 0.18 per unit of volatility. If you would invest  9,601  in Expand Energy on September 10, 2025 and sell it today you would earn a total of  2,306  from holding Expand Energy or generate 24.02% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Texas Pacific Land  vs.  Expand Energy

 Performance 
       Timeline  
Texas Pacific Land 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Over the last 90 days Texas Pacific Land has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, Texas Pacific is not utilizing all of its potentials. The recent stock price mess, may contribute to short-term losses for the institutional investors.
Expand Energy 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Expand Energy are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak basic indicators, Expand Energy exhibited solid returns over the last few months and may actually be approaching a breakup point.

Texas Pacific and Expand Energy Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Texas Pacific and Expand Energy

The main advantage of trading using opposite Texas Pacific and Expand Energy positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Texas Pacific position performs unexpectedly, Expand Energy 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 Expand Energy will offset losses from the drop in Expand Energy's long position.
The idea behind Texas Pacific Land and Expand Energy 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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

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