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US Market Closed: May 24, 07:41 AM 2012  
PM MO RAI LO VGR 
 
 
  NYSE  7,541  



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Collecting data for ^FCHI and RIN ...

Asset Comparison and Correlation

    
       
Investment horizon: 
30 Days (Login to change)
       
 
    
 CAC 40  and   Vilmorin & Cie
Check Correlation Matrix  
Daily Returns (%)
RIN  FCHI  
Timeline
Assuming 30 trading days horizon, CAC 40 is expected to under-perform the Vilmorin. In addition to that, CAC 40 is 1.07 times more volatile than Vilmorin & Cie. It trades about -0.18 of its total potential returns per unit of risk. Vilmorin & Cie is currently generating about -0.07 per unit of volatility. If you would invest 8,100 in Vilmorin & Cie on April 24, 2012 and sell it today you would earn a total of 5.00 from holding Vilmorin & Cie or generate 0.06% return on investment over 30 days.

Diversification

Good diversification
Overlapping area represents amount of risk that can be diversified away by holding CAC 40 and Vilmorin & Cie in the same portfolio (assuming nothing else is changed)

Correlation Coefficient

-0.12
 Parameters
Time Period1 Month [change]
DirectionNegative ^FCHI Moved Down vs RIN.PA
StrengthInsignificant
Accuracy57.14%
ValuesDaily Returns
    
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Predicted Return Density
Expected Daily Returns   
RIN  FCHI  

CAC 40

 
    
    
CAC 40
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days CAC 40 has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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Vilmorin & Cie

 
    
    
Vilmorin
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Vilmorin & Cie has generated negative risk-adjusted returns adding no value to investors with long positions.
    
    
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