Correlation Between Yulong Eco and Monolithic Power

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

Diversification Opportunities for Yulong Eco and Monolithic Power

-0.07
  Correlation Coefficient

Good diversification

The 3 months correlation between Yulong and Monolithic is -0.07. Overlapping area represents the amount of risk that can be diversified away by holding Yulong Eco Materials and Monolithic Power Systems in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Monolithic Power Systems and Yulong Eco 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 Yulong Eco Materials are associated (or correlated) with Monolithic Power. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Monolithic Power Systems has no effect on the direction of Yulong Eco i.e., Yulong Eco and Monolithic Power go up and down completely randomly.

Pair Corralation between Yulong Eco and Monolithic Power

Given the investment horizon of 90 days Yulong Eco is expected to generate 3.14 times less return on investment than Monolithic Power. In addition to that, Yulong Eco is 1.49 times more volatile than Monolithic Power Systems. It trades about 0.02 of its total potential returns per unit of risk. Monolithic Power Systems is currently generating about 0.1 per unit of volatility. If you would invest  83,267  in Monolithic Power Systems on September 12, 2025 and sell it today you would earn a total of  14,635  from holding Monolithic Power Systems or generate 17.58% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Yulong Eco Materials  vs.  Monolithic Power Systems

 Performance 
       Timeline  
Yulong Eco Materials 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Yulong Eco Materials are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy fundamental indicators, Yulong Eco is not utilizing all of its potentials. The latest stock price disarray, may contribute to short-term losses for the investors.
Monolithic Power Systems 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Monolithic Power Systems are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Even with relatively inconsistent basic indicators, Monolithic Power reported solid returns over the last few months and may actually be approaching a breakup point.

Yulong Eco and Monolithic Power Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Yulong Eco and Monolithic Power

The main advantage of trading using opposite Yulong Eco and Monolithic Power positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Yulong Eco position performs unexpectedly, Monolithic Power 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 Monolithic Power will offset losses from the drop in Monolithic Power's long position.
The idea behind Yulong Eco Materials and Monolithic Power Systems 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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

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