Correlation Between Loop Media and Whitbread Plc

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

Diversification Opportunities for Loop Media and Whitbread Plc

0.87
  Correlation Coefficient

Very poor diversification

The 3 months correlation between Loop and Whitbread is 0.87. Overlapping area represents the amount of risk that can be diversified away by holding Loop Media and Whitbread plc in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Whitbread plc and Loop Media 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 Loop Media are associated (or correlated) with Whitbread Plc. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Whitbread plc has no effect on the direction of Loop Media i.e., Loop Media and Whitbread Plc go up and down completely randomly.

Pair Corralation between Loop Media and Whitbread Plc

Given the investment horizon of 90 days Loop Media is expected to generate 31.9 times more return on investment than Whitbread Plc. However, Loop Media is 31.9 times more volatile than Whitbread plc. It trades about 0.1 of its potential returns per unit of risk. Whitbread plc is currently generating about -0.15 per unit of risk. If you would invest  0.03  in Loop Media on November 12, 2025 and sell it today you would lose (0.01) from holding Loop Media or give up 33.33% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy53.33%
ValuesDaily Returns

Loop Media  vs.  Whitbread plc

 Performance 
       Timeline  
Loop Media 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Over the last 90 days Loop Media has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly inconsistent basic indicators, Loop Media showed solid returns over the last few months and may actually be approaching a breakup point.
Whitbread plc 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Whitbread plc has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's fundamental indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders.

Loop Media and Whitbread Plc Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Loop Media and Whitbread Plc

The main advantage of trading using opposite Loop Media and Whitbread Plc positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Loop Media position performs unexpectedly, Whitbread Plc 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 Whitbread Plc will offset losses from the drop in Whitbread Plc's long position.
The idea behind Loop Media and Whitbread plc 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 Content Syndication module to quickly integrate customizable finance content to your own investment portal.

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