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Benchmark  United States  NYSE  10,994   10.502 Index Moved Down -0.1%  


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Correlation analysis between SP 500 and ACREX Correlation analysis between SP 500 and ACREX

Investment horizon:  
  30 Days    Login   to change
  
This module allows you to analyze existing cross correlation between S&P 500 and ACREX VENTURES LTD. You can compare the effects of market volatilities on SP 500 and ACREX 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 SP 500 with a short position of ACREX. Please also check ongoing floating volatility patterns of SP 500 and ACREX.
 S&P 500  vs   ACREX VENTURES LTD
Daily Returns (%)
GSPC   AXVEF   
 
Benchmark  Embed   Timeline 
If you would invest  205,003  in S&P 500 on February 3, 2015 and sell it today you would earn a total of  4,775  from holding S&P 500 or generate 2.33% return on investment over 30 days.

Correlation Coefficient

0.0

Parameters

Time Period1 Month [change]
DirectionFlat 
StrengthInsignificant
Accuracy22.73%
ValuesDaily Returns

Diversification

Pay attention

Overlapping area represents amount of risk that can be diversified away by holding S&P 500 and ACREX VENTURES LTD in the same portfolio assuming nothing else is changed
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Historical Performance Chart

Comparative Volatility

Predicted Return Density  
 
Benchmark  Embed   Returns 

S&P 500

  

Pair trading matchups for SP 500

FreeportMcMoRan Inc vs. S&P 500
Fiserv Inc vs. S&P 500
The Procter Gamble Company vs. S&P 500
Sunoco LP Common Units represen vs. S&P 500
Philip Morris International Inc vs. S&P 500
Royal Dutch Shell plc vs. S&P 500
Associated BancCorp vs. S&P 500
Mylan Inc vs. S&P 500
Host Hotels Resorts Inc vs. S&P 500
Franklin Resources Inc vs. S&P 500
Helmerich Payne Inc vs. S&P 500
  

ACREX VENTURES LTD

  
Over the last 30 days ACREX VENTURES LTD has generated negative risk-adjusted returns adding no value to investors with long positions.

Pair trading matchups for ACREX

Federal National Mortgage Association vs. ACREX VENTURES LTD
FED NATL MTG PFD I vs. ACREX VENTURES LTD
Japan Tobacco Inc vs. ACREX VENTURES LTD
SK Innovation vs. ACREX VENTURES LTD
AP M vs. ACREX VENTURES LTD
Citigroup Inc vs. ACREX VENTURES LTD
Industrial and Commercial Bank of China Limited vs. ACREX VENTURES LTD
SGS SA vs. ACREX VENTURES LTD


 

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