Correlation Between Core Laboratories and Riley Exploration

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

Diversification Opportunities for Core Laboratories and Riley Exploration

-0.22
  Correlation Coefficient

Very good diversification

The 3 months correlation between Core and Riley is -0.22. Overlapping area represents the amount of risk that can be diversified away by holding Core Laboratories NV and Riley Exploration Permian in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Riley Exploration Permian and Core Laboratories 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 Core Laboratories NV are associated (or correlated) with Riley Exploration. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Riley Exploration Permian has no effect on the direction of Core Laboratories i.e., Core Laboratories and Riley Exploration go up and down completely randomly.

Pair Corralation between Core Laboratories and Riley Exploration

Considering the 90-day investment horizon Core Laboratories is expected to generate 1.71 times less return on investment than Riley Exploration. In addition to that, Core Laboratories is 1.27 times more volatile than Riley Exploration Permian. It trades about 0.01 of its total potential returns per unit of risk. Riley Exploration Permian is currently generating about 0.02 per unit of volatility. If you would invest  2,529  in Riley Exploration Permian on October 2, 2025 and sell it today you would earn a total of  111.00  from holding Riley Exploration Permian or generate 4.39% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Core Laboratories NV  vs.  Riley Exploration Permian

 Performance 
       Timeline  
Core Laboratories 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Core Laboratories NV are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite somewhat conflicting essential indicators, Core Laboratories sustained solid returns over the last few months and may actually be approaching a breakup point.
Riley Exploration Permian 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Riley Exploration Permian are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong basic indicators, Riley Exploration is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.

Core Laboratories and Riley Exploration Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Core Laboratories and Riley Exploration

The main advantage of trading using opposite Core Laboratories and Riley Exploration positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Core Laboratories position performs unexpectedly, Riley Exploration 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 Riley Exploration will offset losses from the drop in Riley Exploration's long position.
The idea behind Core Laboratories NV and Riley Exploration Permian 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 Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.

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