Correlation Between Fastly and ON Semiconductor

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

Diversification Opportunities for Fastly and ON Semiconductor

0.47
  Correlation Coefficient

Very weak diversification

The 3 months correlation between Fastly and O2NS34 is 0.47. Overlapping area represents the amount of risk that can be diversified away by holding Fastly Class A and ON Semiconductor in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on ON Semiconductor and Fastly 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 Fastly Class A are associated (or correlated) with ON Semiconductor. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of ON Semiconductor has no effect on the direction of Fastly i.e., Fastly and ON Semiconductor go up and down completely randomly.

Pair Corralation between Fastly and ON Semiconductor

Given the investment horizon of 90 days Fastly Class A is expected to generate 4.15 times more return on investment than ON Semiconductor. However, Fastly is 4.15 times more volatile than ON Semiconductor. It trades about 0.12 of its potential returns per unit of risk. ON Semiconductor is currently generating about 0.25 per unit of risk. If you would invest  1,176  in Fastly Class A on November 30, 2025 and sell it today you would earn a total of  736.00  from holding Fastly Class A or generate 62.59% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy96.72%
ValuesDaily Returns

Fastly Class A  vs.  ON Semiconductor

 Performance 
       Timeline  
Fastly Class A 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Fastly Class A are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of fairly unfluctuating essential indicators, Fastly showed solid returns over the last few months and may actually be approaching a breakup point.
ON Semiconductor 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in ON Semiconductor are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, ON Semiconductor sustained solid returns over the last few months and may actually be approaching a breakup point.

Fastly and ON Semiconductor Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Fastly and ON Semiconductor

The main advantage of trading using opposite Fastly and ON Semiconductor positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Fastly position performs unexpectedly, ON Semiconductor 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 ON Semiconductor will offset losses from the drop in ON Semiconductor's long position.
The idea behind Fastly Class A and ON Semiconductor 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.
Check out your portfolio center.
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 Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

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