Correlation Between BetaPro Canadian and RBC Short

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

Diversification Opportunities for BetaPro Canadian and RBC Short

-0.41
  Correlation Coefficient

Very good diversification

The 3 months correlation between BetaPro and RBC is -0.41. Overlapping area represents the amount of risk that can be diversified away by holding BetaPro Canadian Gold and RBC Short Term in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on RBC Short Term and BetaPro Canadian 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 BetaPro Canadian Gold are associated (or correlated) with RBC Short. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of RBC Short Term has no effect on the direction of BetaPro Canadian i.e., BetaPro Canadian and RBC Short go up and down completely randomly.

Pair Corralation between BetaPro Canadian and RBC Short

Assuming the 90 days trading horizon BetaPro Canadian Gold is expected to generate 10.68 times more return on investment than RBC Short. However, BetaPro Canadian is 10.68 times more volatile than RBC Short Term. It trades about 0.16 of its potential returns per unit of risk. RBC Short Term is currently generating about -0.04 per unit of risk. If you would invest  9,270  in BetaPro Canadian Gold on November 19, 2025 and sell it today you would earn a total of  5,535  from holding BetaPro Canadian Gold or generate 59.71% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

BetaPro Canadian Gold  vs.  RBC Short Term

 Performance 
       Timeline  
BetaPro Canadian Gold 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in BetaPro Canadian Gold are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, BetaPro Canadian displayed solid returns over the last few months and may actually be approaching a breakup point.
RBC Short Term 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days RBC Short Term has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, RBC Short is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors.

BetaPro Canadian and RBC Short Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with BetaPro Canadian and RBC Short

The main advantage of trading using opposite BetaPro Canadian and RBC Short positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if BetaPro Canadian position performs unexpectedly, RBC Short 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 RBC Short will offset losses from the drop in RBC Short's long position.
The idea behind BetaPro Canadian Gold and RBC Short Term 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 Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

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