Correlation Between M Split and Alimentation Couchen

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

Diversification Opportunities for M Split and Alimentation Couchen

-0.37
  Correlation Coefficient

Very good diversification

The 3 months correlation between XMF-A and Alimentation is -0.37. Overlapping area represents the amount of risk that can be diversified away by holding M Split Corp and Alimentation Couchen Tard in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Alimentation Couchen Tard and M Split 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 M Split Corp are associated (or correlated) with Alimentation Couchen. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Alimentation Couchen Tard has no effect on the direction of M Split i.e., M Split and Alimentation Couchen go up and down completely randomly.

Pair Corralation between M Split and Alimentation Couchen

Assuming the 90 days trading horizon M Split Corp is expected to generate 5.87 times more return on investment than Alimentation Couchen. However, M Split is 5.87 times more volatile than Alimentation Couchen Tard. It trades about 0.14 of its potential returns per unit of risk. Alimentation Couchen Tard is currently generating about 0.05 per unit of risk. If you would invest  50.00  in M Split Corp on August 26, 2025 and sell it today you would earn a total of  41.00  from holding M Split Corp or generate 82.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

M Split Corp  vs.  Alimentation Couchen Tard

 Performance 
       Timeline  
M Split Corp 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in M Split Corp are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively weak basic indicators, M Split unveiled solid returns over the last few months and may actually be approaching a breakup point.
Alimentation Couchen Tard 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Alimentation Couchen Tard are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy fundamental indicators, Alimentation Couchen is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors.

M Split and Alimentation Couchen Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with M Split and Alimentation Couchen

The main advantage of trading using opposite M Split and Alimentation Couchen positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if M Split position performs unexpectedly, Alimentation Couchen 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 Alimentation Couchen will offset losses from the drop in Alimentation Couchen's long position.
The idea behind M Split Corp and Alimentation Couchen Tard 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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

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