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SP 500   1,679   9.40  Index Moved Up 0.56%
FNMFO FNMFO 096770 KDDIF Tech Funds Marketing Plastics Utilities 
United States GSPC USD ...  |  Create Portfolios


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 S&P 500  vs   EverGlory International Group
Check Correlation Matrix  
Daily Returns (%)
GSPC   EVK   
 
Assuming 30 trading days horizon, SP 500 is expected to generate 5.57 times less return on investment than EverGlory. But when comparing it to its historical volatility, S&P 500 is 13.07 times less risky than EverGlory. It trades about 0.56 of its potential returns per unit of risk. EverGlory International Group Inc is currently generating about 0.24 of returns per unit of risk over similar time horizon. If you would invest  229.00  in EverGlory International Group Inc on April 22, 2013 and sell it today you would earn a total of  91.00  from holding EverGlory International Group Inc or generate 39.74% return on investment over 30 days.

Diversification

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding S&P 500 and EverGlory International Group in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.14
Parameters
Time Period1 Month [change]
DirectionPositive EVK Moved Up vs ^GSPC
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
GSPC   EVK   

S&P 500

 
    
SP 500
Performance
30
Out Of
100
Over 30
Days
    

Match ups for SP 500

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Bandanna Energy Limited vs. S&P 500
  

EverGlory International Group Inc

 
    
EverGlory
Performance
13
Out Of
100
Over 30
Days
87% of all equities and portfolios perform better than EverGlory International Group Inc. Compared with the overall equity markets, risk-adjusted returns on investments in EverGlory International Group Inc are ranked lower than 13 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for EverGlory

VF Corporation vs. EverGlory International Group Inc
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