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Benchmark SP 500  1,651   4.84  Index Moved Down -0.29% ...


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Collecting data for ^GSPC and FALC ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 S&P 500  vs   Falconstor Software Inc.
Check Correlation Matrix  
Daily Returns (%)
FALC   GSPC   
 
Assuming 30 trading days horizon, S&P 500 is expected to generate 0.11 times more return on investment than Falconstor. However, S&P 500 is 9.04 times less risky than Falconstor. It trades about 0.35 of its potential returns per unit of risk. Falconstor Software Inc is currently generating about -0.34 per unit of risk. If you would invest  158,516  in S&P 500 on April 24, 2013 and sell it today you would earn a total of  6,535  from holding S&P 500 or generate 4.12% return on investment over 30 days.

Diversification

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

Correlation Coefficient

0.22
Parameters
Time Period1 Month [change]
DirectionPositive FALC Moved Up vs ^GSPC
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
FALC   GSPC   

S&P 500

 
    
SP 500
Performance
19
Out Of
100
Over 30
Days
    

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Falconstor Software Inc

 
    
Falconstor
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Falconstor Software Inc has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Match-ups for Falconstor

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