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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 INTC ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 S&P 500  vs   Intel Corp.
Check Correlation Matrix  
Daily Returns (%)
GSPC   INTC   
 
Assuming 30 trading days horizon, S&P 500 is expected to generate 0.69 times more return on investment than Intel. However, S&P 500 is 1.46 times less risky than Intel. It trades about 0.35 of its potential returns per unit of risk. Intel Corporation is currently generating about 0.1 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

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

Correlation Coefficient

0.19
Parameters
Time Period1 Month [change]
DirectionPositive INTC Moved Up vs ^GSPC
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
GSPC   INTC   

S&P 500

 
    
SP 500
Performance
19
Out Of
100
Over 30
Days
    

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Intel Corporation

 
    
Intel
Performance
4
Out Of
100
Over 30
Days
96% of all equities and portfolios perform better than Intel Corporation. Compared with the overall equity markets, risk-adjusted returns on investments in Intel Corporation are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days.
    

Match-ups for Intel

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