Correlation Between First State and Outfront Media

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

Diversification Opportunities for First State and Outfront Media

-0.74
  Correlation Coefficient

Pay attention - limited upside

The 3 months correlation between First and Outfront is -0.74. Overlapping area represents the amount of risk that can be diversified away by holding First State Financial and Outfront Media in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Outfront Media and First State 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 First State Financial are associated (or correlated) with Outfront Media. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Outfront Media has no effect on the direction of First State i.e., First State and Outfront Media go up and down completely randomly.

Pair Corralation between First State and Outfront Media

Given the investment horizon of 90 days First State Financial is expected to generate 11.3 times more return on investment than Outfront Media. However, First State is 11.3 times more volatile than Outfront Media. It trades about 0.03 of its potential returns per unit of risk. Outfront Media is currently generating about 0.14 per unit of risk. If you would invest  3.69  in First State Financial on November 18, 2025 and sell it today you would lose (1.74) from holding First State Financial or give up 47.15% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthWeak
Accuracy98.39%
ValuesDaily Returns

First State Financial  vs.  Outfront Media

 Performance 
       Timeline  
First State Financial 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in First State Financial are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite nearly unfluctuating basic indicators, First State reported solid returns over the last few months and may actually be approaching a breakup point.
Outfront Media 

Risk-Adjusted Performance

Good

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

First State and Outfront Media Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with First State and Outfront Media

The main advantage of trading using opposite First State and Outfront Media positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if First State position performs unexpectedly, Outfront Media 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 Outfront Media will offset losses from the drop in Outfront Media's long position.
The idea behind First State Financial and Outfront Media 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 Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.

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