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Benchmark SP 500  1,650   0.91  Index Moved Down -0.06% ...


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Collecting data for ^GSPC and GEF ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 S&P 500  vs   Greif Inc.
Check Correlation Matrix  
Daily Returns (%)
GSPC   GEF   
 
Assuming 30 trading days horizon, SP 500 is expected to generate 1.56 times less return on investment than Greif. But when comparing it to its historical volatility, S&P 500 is 1.63 times less risky than Greif. It trades about 0.32 of its potential returns per unit of risk. Greif Inc is currently generating about 0.3 of returns per unit of risk over similar time horizon. If you would invest  4,766  in Greif Inc on April 25, 2013 and sell it today you would earn a total of  320.00  from holding Greif Inc or generate 6.71% return on investment over 30 days.

Diversification

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

Correlation Coefficient

0.51
Parameters
Time Period1 Month [change]
DirectionPositive GEF Moved Up vs ^GSPC
StrengthWeak
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
GSPC   GEF   

S&P 500

 
    
SP 500
Performance
17
Out Of
100
Over 30
Days
    

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Greif Inc

 
    
Greif
Performance
16
Out Of
100
Over 30
Days
84% of all equities and portfolios perform better than Greif Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Greif Inc are ranked lower than 16 (%) of all global equities and portfolios over the last 30 days.
    

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