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SP 500   1,655   13.81  Index Moved Down -0.83%
MA PCLN MCO FISV Macroaxis 15 Airlines Biotech Large Value 
United States GSPC USD ...  |  Company Directory


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Collecting data for ^GSPC and FF ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 S&P 500  vs   FutureFuel Corp.
Check Correlation Matrix  
Daily Returns (%)
GSPC   FF   
 
Assuming 30 trading days horizon, SP 500 is expected to generate 2.67 times less return on investment than FutureFuel. But when comparing it to its historical volatility, S&P 500 is 3.87 times less risky than FutureFuel. It trades about 0.56 of its potential returns per unit of risk. FutureFuel Corp is currently generating about 0.38 of returns per unit of risk over similar time horizon. If you would invest  1,250  in FutureFuel Corp on April 22, 2013 and sell it today you would earn a total of  209.00  from holding FutureFuel Corp or generate 16.72% 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 FutureFuel Corp. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.6
Parameters
Time Period1 Month [change]
DirectionPositive FF Moved Up vs ^GSPC
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
GSPC   FF   

S&P 500

 
    
SP 500
Performance
30
Out Of
100
Over 30
Days
    

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FutureFuel Corp

 
    
FutureFuel
Performance
20
Out Of
100
Over 30
Days
80% of all equities and portfolios perform better than FutureFuel Corp. Compared with the overall equity markets, risk-adjusted returns on investments in FutureFuel Corp are ranked lower than 20 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for FutureFuel

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