Correlation Between Zedcor Energy and Ritchie Bros

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

Diversification Opportunities for Zedcor Energy and Ritchie Bros

-0.84
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between Zedcor and Ritchie is -0.84. Overlapping area represents the amount of risk that can be diversified away by holding Zedcor Energy and Ritchie Bros Auctioneers in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Ritchie Bros Auctioneers and Zedcor Energy 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 Zedcor Energy are associated (or correlated) with Ritchie Bros. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Ritchie Bros Auctioneers has no effect on the direction of Zedcor Energy i.e., Zedcor Energy and Ritchie Bros go up and down completely randomly.

Pair Corralation between Zedcor Energy and Ritchie Bros

Assuming the 90 days horizon Zedcor Energy is expected to generate 2.03 times more return on investment than Ritchie Bros. However, Zedcor Energy is 2.03 times more volatile than Ritchie Bros Auctioneers. It trades about 0.19 of its potential returns per unit of risk. Ritchie Bros Auctioneers is currently generating about -0.11 per unit of risk. If you would invest  423.00  in Zedcor Energy on September 13, 2025 and sell it today you would earn a total of  166.00  from holding Zedcor Energy or generate 39.24% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

Zedcor Energy  vs.  Ritchie Bros Auctioneers

 Performance 
       Timeline  
Zedcor Energy 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Zedcor Energy are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. In spite of fairly unfluctuating basic indicators, Zedcor Energy showed solid returns over the last few months and may actually be approaching a breakup point.
Ritchie Bros Auctioneers 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Ritchie Bros Auctioneers has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unfluctuating performance, the Stock's basic indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the firm investors.

Zedcor Energy and Ritchie Bros Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Zedcor Energy and Ritchie Bros

The main advantage of trading using opposite Zedcor Energy and Ritchie Bros positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Zedcor Energy position performs unexpectedly, Ritchie Bros 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 Ritchie Bros will offset losses from the drop in Ritchie Bros' long position.
The idea behind Zedcor Energy and Ritchie Bros Auctioneers 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 Money Managers module to screen money managers from public funds and ETFs managed around the world.

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