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SP 500   1,678   8.80  Index Moved Up 0.53%
ABB GLW KYO TEL Marketing Precious Metals Apparel Moderate 
United States GSPC USD ...  |  Optimize Portfolios


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 S&P 500  vs   Bank of Cyprus Public Company
Check Correlation Matrix  
Daily Returns (%)
GSPC   BACPY   
 
If you would invest  157,878  in S&P 500 on April 22, 2013 and sell it today you would earn a total of  9,038  from holding S&P 500 or generate 5.72% return on investment over 30 days.

Diversification

Pay attention
Overlapping area represents amount of risk that can be diversified away by holding S&P 500 and Bank of Cyprus Public Company in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.0
Parameters
Time Period1 Month [change]
DirectionFlat 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
GSPC   BACPY   

S&P 500

 
    
SP 500
Performance
30
Out Of
100
Over 30
Days
    

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Bank of Cyprus Public Company Limited

 
    
Bank
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Bank of Cyprus Public Company Limited has generated negative risk-adjusted returns adding no value to investors with long positions.
    

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