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SP 500   1,648   7.83  Index Moved Down -0.47%
AODC BRH ICK R6C3 Processed Foods Market Neutral Furniture Music and Video 
United States GSPC USD ...  |  Investing Toolset


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Collecting data for ^GSPC and HOT ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 S&P 500  vs   Starwood Hotels & Resorts Worl
Check Correlation Matrix  
Daily Returns (%)
GSPC   HOT   
 
Assuming 30 trading days horizon, SP 500 is expected to generate 1.91 times less return on investment than Starwood. But when comparing it to its historical volatility, S&P 500 is 1.98 times less risky than Starwood. It trades about 0.39 of its potential returns per unit of risk. Starwood Hotels Resorts Worldwide Inc is currently generating about 0.37 of returns per unit of risk over similar time horizon. If you would invest  6,181  in Starwood Hotels Resorts Worldwide Inc on April 23, 2013 and sell it today you would earn a total of  600  from holding Starwood Hotels Resorts Worldwide Inc or generate 9.71% 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 Starwood Hotels & Resorts Worl in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.53
Parameters
Time Period1 Month [change]
DirectionPositive HOT Moved Up vs ^GSPC
StrengthWeak
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
GSPC   HOT   

S&P 500

 
    
SP 500
Performance
20
Out Of
100
Over 30
Days
    

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Starwood Hotels Resorts Worldwide Inc

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

Match ups for Starwood

Marriott International Inc vs. Starwood Hotels Resorts Worldwide Inc
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