Correlation Between Tamarack Valley and Coca Cola

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

Diversification Opportunities for Tamarack Valley and Coca Cola

-0.59
  Correlation Coefficient

Excellent diversification

The 3 months correlation between Tamarack and Coca is -0.59. Overlapping area represents the amount of risk that can be diversified away by holding Tamarack Valley Energy and Coca Cola CDR in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Coca Cola CDR and Tamarack Valley 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 Tamarack Valley Energy are associated (or correlated) with Coca Cola. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Coca Cola CDR has no effect on the direction of Tamarack Valley i.e., Tamarack Valley and Coca Cola go up and down completely randomly.

Pair Corralation between Tamarack Valley and Coca Cola

Assuming the 90 days trading horizon Tamarack Valley Energy is expected to generate 1.89 times more return on investment than Coca Cola. However, Tamarack Valley is 1.89 times more volatile than Coca Cola CDR. It trades about 0.18 of its potential returns per unit of risk. Coca Cola CDR is currently generating about 0.05 per unit of risk. If you would invest  525.00  in Tamarack Valley Energy on July 26, 2025 and sell it today you would earn a total of  108.00  from holding Tamarack Valley Energy or generate 20.57% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

Tamarack Valley Energy  vs.  Coca Cola CDR

 Performance 
       Timeline  
Tamarack Valley Energy 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Tamarack Valley Energy are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating technical and fundamental indicators, Tamarack Valley displayed solid returns over the last few months and may actually be approaching a breakup point.
Coca Cola CDR 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Coca Cola CDR are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy basic indicators, Coca Cola is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors.

Tamarack Valley and Coca Cola Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Tamarack Valley and Coca Cola

The main advantage of trading using opposite Tamarack Valley and Coca Cola positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Tamarack Valley position performs unexpectedly, Coca Cola 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 Coca Cola will offset losses from the drop in Coca Cola's long position.
The idea behind Tamarack Valley Energy and Coca Cola CDR 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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.

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