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Asset Comparison and Correlation

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Investment horizon:

30 Days Login to change

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DAX vs Fresenius Medical Care AG & Co

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Daily Returns (%)

GDAXI

FME

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Timeline

Assuming 30 trading days horizon, DAX is expected to generate 0.66 times more return on investment than Fresenius. However, DAX is 1.51 times less risky than Fresenius. It trades about 0.36 of its potential returns per unit of risk. Fresenius Medical Care AG Co KGAA is currently generating about 0.01 per unit of risk. If you would invest 781,476 in DAX on April 25, 2013 and sell it today you would earn a total of 49,056 from holding DAX or generate 6.28% return on investment over 30 days.

Diversification

Significant diversification

Overlapping area represents amount of risk that can be diversified away by holding DAX and Fresenius Medical Care AG & Co in the same portfolio assuming nothing else is changed

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Correlation Coefficient

0.05

Parameters

Time Period	1 Month [change]
Direction	Positive
Strength	Insignificant
Accuracy	100.0%
Values	Daily Returns

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Predicted Return Density

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Returns

GDAXI

FME

DAX

Profile

DAX

Performance

19	Out Of 100

Over 30

Days

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Fresenius Medical Care AG Co KGAA

Alpha

Profile

Fresenius

Performance

0	Out Of 100

Over 30

Days

Over the last 30 days Fresenius Medical Care AG Co KGAA has generated negative risk-adjusted returns adding no value to investors with long positions.

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Match-ups for Fresenius

Fresenius SE Co KGaA vs. Fresenius Medical Care AG Co KGAA

Fresenius Medical Care AG Co KGAA vs. Fresenius Medical Care AG Co KGAA

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MaternusKliniken AG vs. Fresenius Medical Care AG Co KGAA

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