Processing
Collecting data for ^GSPC and AGCO ...

Asset Comparison and Correlation

View All Portfolios

More Actions
- Select Assests
- Optimize Portfolio
- Suggest Portfolio
- Backtest Watchlist
- Analyze Correlations
- View Transactions
- Check Volatilities
- Import Equities
- Search Equities

Investment horizon:

30 Days Login to change

Run Correlation

S&P 500 vs AGCO Corp.

Check Correlation Matrix

Daily Returns (%)

GSPC

AGCO

Change Benchmark

Embed

Export

Timeline

Assuming 30 trading days horizon, SP 500 is expected to generate 1.55 times less return on investment than AGCO. But when comparing it to its historical volatility, S&P 500 is 2.93 times less risky than AGCO. It trades about 0.35 of its potential returns per unit of risk. AGCO Corporation is currently generating about 0.19 of returns per unit of risk over similar time horizon. If you would invest 5,114 in AGCO Corporation on April 24, 2013 and sell it today you would earn a total of 310.00 from holding AGCO Corporation or generate 6.06% return on investment over 30 days.

Diversification

Poor diversification

Overlapping area represents amount of risk that can be diversified away by holding S&P 500 and AGCO Corp. in the same portfolio assuming nothing else is changed

Optimize

Correlation Coefficient

0.62

Parameters

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

Suggest

Follow Correlation between GSPC and AGCO with Macroaxis syndicated feed, custom widget, or your favorite custom stock ticker

Get Widget

Add Correlation between GSPC and AGCO to your reader

Syndicate

Share Correlation between GSPC and AGCO

Find Opportunities

Predicted Return Density

Embed

Export

Returns

GSPC

AGCO

S&P 500

Profile

SP 500

Performance

19	Out Of 100

Over 30

Days

Match-ups for SP 500

Implenia AG vs. S&P 500

Microsoft Corporation vs. S&P 500

Villars Holding SA vs. S&P 500

Google Inc vs. S&P 500

Belimo Holding AG vs. S&P 500

AlsoActebis Holding AG vs. S&P 500

Mediaset Espana Comunicacion SA vs. S&P 500

Schweiter Technologies AG vs. S&P 500

Apple Inc vs. S&P 500

Gerry Weber International AG vs. S&P 500

Kardex AG vs. S&P 500

Oracle Corporation vs. S&P 500

AGCO Corporation

Alpha

Profile

AGCO

Performance

10	Out Of 100

Over 30

Days

90% of all equities and portfolios perform better than AGCO Corporation. Compared with the overall equity markets, risk-adjusted returns on investments in AGCO Corporation are ranked lower than 10 (%) of all global equities and portfolios over the last 30 days.

Check Performance

Backtest

Predict Price

Match-ups for AGCO

Caterpillar Inc vs. AGCO Corporation

Deere Company vs. AGCO Corporation

CNH Global NV vs. AGCO Corporation

Terex Corp vs. AGCO Corporation

The Manitowoc Company Inc vs. AGCO Corporation

Lindsay Corporation vs. AGCO Corporation

Astec Industries Inc vs. AGCO Corporation

Alamo Group Inc vs. AGCO Corporation

Columbus McKinnon Corporation vs. AGCO Corporation

Content

Thanks for checking out Macroaxis

Tell us what you like and what you don't like. We promise we'll not only listen but write you back

Contact Us

Macroaxis is user-driven community of investors. We appreciate any feedback or comment you can provide. Please fill out our quick survey to help us provide your with a better service and user experience

Fill Out Quick Survey

Most of the functionality on our site is free to use. However we do provide premium service to sophisticated investors. Our premium subscription will give you unprecedented capabilities to optimize your portfolios using robust financial analysis toolkit, fast mean-variance optimization engine, and proven portfolio theory

Go Premium